International Gold Price Forecast Based on CEEMDAN and Support Vector Regression with Grey Wolf Algorithm

Table 7

Out-of-sample forecasting accuracy measures.

Model	RMSE	MAPE	DA
CEEMDAN-GWO-SVR	16.1648	0.0067	46.0377
CEEMDAN-SVR	16.2555	0.0068	46.4151
CEEMDAN-GA-SVR	16.1743	0.0067	48.3019
CEEMDAN-PSO-SVR	16.1885	0.0067	46.4151
SVR	17.0856	0.0070	49.0566
ANN	16.3275	0.0067	48.6792
BPNN	16.6090	0.0068	49.8113
CART	24.4874	0.0108	46.7925
ARIMA (1, 1, 1)	87.3997	0.0388	48.6792
ARIMA (1, 1, 1)-GARCH (1, 1)	87.1362	0.0344	49.4340