Day-Ahead Crude Oil Price Forecasting Using a Novel Morphological Component Analysis Based Model
نویسندگان
چکیده
منابع مشابه
Day-Ahead Crude Oil Price Forecasting Using a Novel Morphological Component Analysis Based Model
As a typical nonlinear and dynamic system, the crude oil price movement is difficult to predict and its accurate forecasting remains the subject of intense research activity. Recent empirical evidence suggests that the multiscale data characteristics in the price movement are another important stylized fact. The incorporation of mixture of data characteristics in the time scale domain during th...
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ژورنال
عنوان ژورنال: The Scientific World Journal
سال: 2014
ISSN: 2356-6140,1537-744X
DOI: 10.1155/2014/341734