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Table 5 The set of significant regressors detected for each IMF/residue of WTI, with the BN-QRL-BLasso-BRR techniques

From: A hybrid Bayesian-network proposition for forecasting the crude oil price

Name Method Significant external regressors detected
IMF.1 BN (Constrained) aroon, CCI, RSI, SMA
BN (Scored) aroon, CCI, RSI, SMA
QRL aroon, CCI
BLasso aroon, CCI, DEMA, RSI, SMA
BRR aroon, CCI, DEMA, RSI, SMA
IMF.2 BN (Constrained) DEMA, EMA, MACD, RSI, TRIX
BN (Scored) DEMA, MACD, RSI, TRIX
QRL aroon, CCI, TDI
BLasso CCI, MACD, RSI, TRIX, VIX
BRR DEMA, EMA, MACD, RSI, SMA, TRIX, VIX
IMF.3 BN (Constrained) aroon, CCI, DEMA, MACD, OVX, RSI, SMA, TDI, VIX
BN (Scored) aroon, CCI, DEMA, MACD, OVX, RSI, SMA, TDI, VIX
QRL aroon, CCI, TDI
BLasso aroon, CCI, DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX
BRR aroon, CCI, DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX
IMF.4 BN (Constrained) aroon, MACD, RSI, TDI
BN (Scored) aroon, MACD, TDI
QRL aroon, CCI, TDI
BLasso aroon, DEMA, EMA, MACD, RSI, SMA, TDI, TRIX, VIX
BRR aroon, DEMA, EMA, MACD, RSI, SMA, TDI
IMF.5 BN (Constrained) DEMA, MACD, SMA, TDI, OVX, VIX
BN (Scored) DEMA, MACD, SMA, TDI, OVX, VIX
QRL aroon, CCI, DEMA, EMA, TDI
BLasso aroon, CCI, DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX
BRR DEMA, EMA, MACD, OVX, RSI, SMA, TDI
IMF.6 BN (Constrained) MACD, OVX, SMA, TDI, TRIX, VIX
BN (Scored) MACD, OVX, SMA, TDI, TRIX, VIX
QRL CCI, DEMA, VIX
BLasso DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX
BRR DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX
IMF.7 BN (Constrained) MACD, RSI, TRIX, OVX, VIX
BN (Scored) MACD, RSI, TRIX, OVX, VIX
QRL aroon, CCI, DEMA, OVX, TDI
BLasso CCI, DEMA, EMA, OVX, SMA, TDI, VIX
BRR CCI, DEMA, EMA, OVX, SMA, TDI, TRIX, VIX
RES BN (Constrained) aroon, MACD, OVX, RSI, TDI, TRIX, VIX
BN (Scored) aroon, MACD, OVX, RSI, TDI, TRIX, VIX
QRL arron, CCI, EMA, TDI, VIX
BLasso aroon, DEMA, MACD, OVX, SMA, TDI, TRIX, VIX
BRR aroon, DEMA, MACD, OVX, SMA, TDI, TRIX, VIX