Oil price forecasting: A hybrid GRU neural network based on decomposition–reconstruction methods

Shiqi Zhang, Jing Luo, Shuyuan Wang, Feng Liu

Abstract: Highlights•Two hybrid prediction frameworks based on VMD and GRU are proposed.•A high-performance oil forecasting framework is proposed.•Prediction performance of hybrid deep learning frameworks is compared.•Prediction performance of signal reorganization methods is compared.•Use of sample entropy is justified.

External IDs:doi:10.1016/j.eswa.2023.119617