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Improved CEEMDAN, GA, and SVR Model for Oil Price Forecasting.
Lu, Yichun; Luo, Junyin; Cui, Yiwen; He, Zhengbin; Xia, Fengchun.
Afiliação
  • Lu Y; School of International Business, Guangxi University, Nanning 530004, China.
  • Luo J; School of Economics, Beijing Technology and Business University, Beijing, China.
  • Cui Y; School of Public Administration, Hohai University, Nanjing, China.
  • He Z; School of Economics, Beijing Technology and Business University, Beijing, China.
  • Xia F; School of Electrical Engineering, Southwest Minzu University, Chengdu, China.
J Environ Public Health ; 2022: 3741370, 2022.
Article em En | MEDLINE | ID: mdl-35795536
Accurate prediction of crude oil prices (COPs) is a challenge for academia and industry. Therefore, the present research developed a new CEEMDAN-GA-SVR hybrid model to predict COPs, incorporating complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), a genetic algorithm (GA), and support vector regression machine (SVR). First, our team utilized CEEMDAN to realize the decomposition of a raw series of COPs into a group of comparatively simpler subseries. Second, SVR was utilized to predict values for every decomposed subseries separately. Owing to the intricate parametric settings of SVR, GA was employed to achieve the parametric optimisation of SVR during forecast. Then, our team assembled the forecasted values of the entire subseries as the forecasted values of the CEEMDAN-GA-SVR model. After a series of experiments and comparison of the results, we discovered that the CEEMDAN-GA-SVR model remarkably outperformed single and ensemble benchmark models, as displayed by a case study finished based on a time series of weekly Brent COPs.
Assuntos

Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Assunto principal: Petróleo / Máquina de Vetores de Suporte Tipo de estudo: Health_economic_evaluation / Prognostic_studies Idioma: En Revista: J Environ Public Health Ano de publicação: 2022 Tipo de documento: Article País de afiliação: China País de publicação: Estados Unidos

Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Assunto principal: Petróleo / Máquina de Vetores de Suporte Tipo de estudo: Health_economic_evaluation / Prognostic_studies Idioma: En Revista: J Environ Public Health Ano de publicação: 2022 Tipo de documento: Article País de afiliação: China País de publicação: Estados Unidos