Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price
نویسندگان
چکیده
منابع مشابه
Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price
Recent empirical studies reveal evidence of the co-existence of heterogeneous data characteristics distinguishable by time scale in the movement crude oil prices. In this paper we propose a new multivariate Empirical Mode Decomposition (EMD)-based model to take advantage of these heterogeneous characteristics of the price movement and model them in the crude oil markets. Empirical studies in be...
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In this study, an empirical mode decomposition (EMD) based neural network ensemble learning model is proposed for world crude oil spot price modeling and forecasting. For this purpose, the original crude oil spot price series were first decomposed into a finite and often small number of intrinsic mode functions (IMFs). Then the three-layer feed-forward neural network (FNN) model was used to mod...
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ژورنال
عنوان ژورنال: Sustainability
سال: 2016
ISSN: 2071-1050
DOI: 10.3390/su8040387