Forecasting the Direction of Short-Term Crude Oil Price Changes with Genetic-Fuzzy Information Distribution

Table 2

The estimated results of the genetic-fuzzy in formation distribution approach.

m	h	n
Brent crude oil prices
5	13	25	1	0.9231	0.9231	0.65	0.7	0.55	0.55	0.0145	0.0151	0.0132	0.0131	0.6125	0.014
5	13	26	0.95	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	13	26	0.9	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	13	26	0.85	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	14	11	0.8	0.8615	0.8821	0.55	0.6	0.7	0.6	0.0133	0.0137	0.0132	0.0137	0.6125	0.0135
5	14	21	0.75	0.9128	0.9385	0.65	0.45	0.7	0.65	0.0139	0.0155	0.0132	0.0134	0.6125	0.014
5	13	16	0.7	0.9538	0.9538	0.6	0.65	0.55	0.6	0.0123	0.0145	0.0132	0.0131	0.6	0.0133
5	13	26	0.65	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	14	21	0.6	0.9128	0.9385	0.65	0.45	0.7	0.65	0.0139	0.0155	0.0132	0.0134	0.6125	0.014
5	13	26	0.55	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	14	11	0.5	0.8615	0.8821	0.55	0.6	0.7	0.6	0.0133	0.0137	0.0132	0.0137	0.6125	0.0135
5	13	26	0.45	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	14	11	0.4	0.8615	0.8821	0.55	0.6	0.7	0.6	0.0133	0.0137	0.0132	0.0137	0.6125	0.0135
5	14	11	0.35	0.8615	0.8821	0.55	0.6	0.7	0.6	0.0133	0.0137	0.0132	0.0137	0.6125	0.0135
5	14	11	0.3	0.8615	0.8821	0.55	0.6	0.7	0.6	0.0133	0.0137	0.0132	0.0137	0.6125	0.0135
5	13	26	0.25	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	13	26	0.2	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	13	26	0.15	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	13	26	0.1	0.9538	0.9487	0.55	0.75	0.55	0.6	0.0133	0.0146	0.0132	0.0133	0.6125	0.0136
5	14	11	0.05	0.8615	0.8821	0.55	0.6	0.7	0.6	0.0133	0.0137	0.0132	0.0137	0.6125	0.0135
6	13	11	0	0.8608	0.8814	0.55	0.55	0.55	0.45	0.0137	0.0137	0.0134	0.0134	0.525	0.0135
WTI crude oil prices
5	10	27	1	0.9231	0.8462	0.5	0.45	0.75	0.55	0.0159	0.024	0.0147	0.0155	0.5625	0.0175
4	14	22	0.95	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
4	10	29	0.9	0.8622	0.7551	0.55	0.55	0.5	0.65	0.0194	0.0222	0.0152	0.0161	0.5625	0.0182
4	10	29	0.85	0.8622	0.7551	0.55	0.55	0.5	0.65	0.0194	0.0222	0.0152	0.0161	0.5625	0.0182
5	10	27	0.8	0.9231	0.8462	0.5	0.45	0.75	0.55	0.0159	0.024	0.0147	0.0155	0.5625	0.0175
4	14	22	0.75	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
4	14	22	0.7	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
4	14	25	0.65	0.9082	0.8214	0.45	0.5	0.7	0.55	0.0178	0.0235	0.0152	0.0168	0.55	0.0184
4	14	22	0.6	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
4	14	22	0.55	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
4	14	22	0.5	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
4	10	29	0.45	0.8622	0.7551	0.55	0.55	0.5	0.65	0.0194	0.0222	0.0152	0.0161	0.5625	0.0182
4	14	22	0.4	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
5	10	27	0.35	0.9231	0.8462	0.5	0.45	0.75	0.55	0.0159	0.024	0.0147	0.0155	0.5625	0.0175
4	14	22	0.3	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
4	14	22	0.25	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
6	10	13	0.2	0.7784	0.7577	0.6	0.5	0.5	0.6	0.018	0.0249	0.0147	0.016	0.55	0.0184
5	10	15	0.15	0.8718	0.8462	0.5	0.45	0.75	0.5	0.0162	0.0264	0.0147	0.0163	0.55	0.0184
5	10	27	0.1	0.9231	0.8462	0.5	0.45	0.75	0.55	0.0159	0.024	0.0147	0.0155	0.5625	0.0175
4	14	22	0.05	0.9184	0.8878	0.45	0.55	0.7	0.65	0.0201	0.0232	0.0152	0.0168	0.5875	0.0188
6	13	10	0	0.8969	0.9639	0.45	0.45	0.55	0.45	0.0143	0.0143	0.0148	0.0151	0.475	0.0147

is the number of input variables and are the numbers of input (output) information points. are the in-sample directional prediction accuracy with the maximum membership degree inference for . and are the out-of-sample directional prediction accuracy for with the maximum membership degree inference and the weighted average inference, respectively. and are the out-of-sample roots of mean square errors for with the maximum membership degree inference and the weighted average inference, respectively. and are the means of out-of-sample directional accuracy and RMSE.