Improved CEEMDAN, GA, and SVR Model for Oil Price Forecasting.
J Environ Public Health
; 2022: 3741370, 2022.
Article
en En
| MEDLINE
| ID: mdl-35795536
ABSTRACT
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.
Texto completo:
1
Colección:
01-internacional
Base de datos:
MEDLINE
Asunto principal:
Petróleo
/
Máquina de Vectores de Soporte
Tipo de estudio:
Health_economic_evaluation
/
Prognostic_studies
Idioma:
En
Revista:
J Environ Public Health
Año:
2022
Tipo del documento:
Article
País de afiliación:
China