Research Article
A Crude Oil Spot Price Forecasting Method Incorporating Quadratic Decomposition and Residual Forecasting
Table 9
Characteristics of different models.
| | Decomposition technique | Two-layer decomposition technique |
| VAR (model 1) | | | BPNN (model 2) | | | RF (model 3) | | | ARIMA (model 4) | | | ELM (model 5) | | | XGBoost (model 6) | | | SVR (model 7) | | | SOA-SVR (model 8) | | | VMD-SOA-SVR (model 9) | √ | | VMD-CEEMDAN-SOA-SVR (model 10) | √ | √ | CEEMDAN-SOA-SVR (model 11) | √ | | CEEMDAN- RES.-SOA-SVR (model 12) | √ | | CEEMDAN -RES.- VMD -SOA-SVR (model 13) | √ | √ |
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Ps: model 12 and model 13 are decompositions that include the residual term after the first decomposition.
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