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 styli...

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Bibliographic Details
Main Authors: Qing Zhu, Kaijian He, Yingchao Zou, Kin Keung Lai
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:The Scientific World Journal
Online Access:http://dx.doi.org/10.1155/2014/341734
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