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Multiscale Combined Model Based on Run-Length-Judgment Method and Its Application in Oil Price Forecasting
المؤلفون المشاركون
Zhen-xin, Wu
Ya-qing, Liu
Xiao-wei, Bai
Shu-ping, Wang
Ai-mei, Hu
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2014، العدد 2014 (31 ديسمبر/كانون الأول 2014)، ص ص. 1-9، 9ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2014-06-12
دولة النشر
مصر
عدد الصفحات
9
التخصصات الرئيسية
الملخص EN
Forecasting of oil price is an important area of energy market research.
Based on the idea of decomposition-reconstruction-integration, this paper built a new multiscale combined forecasting model with the methods of empirical mode decomposition (EMD), artificial neural network (ANN), support vector machine (SVM), and time series methods.
While building the model, we proposed a new idea to use run length judgment method to reconstruct the component sequences.
Then this model was applied to analyze the fluctuation and trend of international oil price.
Oil price series was decomposed and reconstructed into high frequency, medium frequency, low frequency, and trend sequences.
Different features of fluctuation can be explained by irregular factors, season factors, major events, and long-term trend.
Empirical analysis showed that the multiscale combined model obtained the best forecasting result compared with single models including ARIMA, Elman, SVM, and GARCH and combined models including ARIMA-SVM model and EMD-SVM-SVM method.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Shu-ping, Wang& Ai-mei, Hu& Zhen-xin, Wu& Ya-qing, Liu& Xiao-wei, Bai. 2014. Multiscale Combined Model Based on Run-Length-Judgment Method and Its Application in Oil Price Forecasting. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-477584
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Shu-ping, Wang…[et al.]. Multiscale Combined Model Based on Run-Length-Judgment Method and Its Application in Oil Price Forecasting. Mathematical Problems in Engineering No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-477584
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Shu-ping, Wang& Ai-mei, Hu& Zhen-xin, Wu& Ya-qing, Liu& Xiao-wei, Bai. Multiscale Combined Model Based on Run-Length-Judgment Method and Its Application in Oil Price Forecasting. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-477584
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-477584
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
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تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر
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