Research Article
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 |
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