A Crude Oil Spot Price Forecasting Method Incorporating Quadratic Decomposition and Residual Forecasting
The world economy is affected by fluctuations in the price of crude oil, making precise and effective forecasting of crude oil prices essential. In this study, we propose a combined forecasting scheme, which combines a quadratic decomposition and optimized support vector regression (SVR). In the dec...
Saved in:
Main Authors: | Yonghui Duan, Ziru Ming, Xiang Wang |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2024-01-01
|
Series: | Journal of Mathematics |
Online Access: | http://dx.doi.org/10.1155/2024/6652218 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
A Lead-Lag Relationship and Forecast Research between China’s Crude Oil Futures and Spot Markets
by: Chi Zhang, et al.
Published: (2022-01-01) -
Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process
by: Mohammed Alruqimi, et al.
Published: (2025-01-01) -
Day-Ahead Crude Oil Price Forecasting Using a Novel Morphological Component Analysis Based Model
by: Qing Zhu, et al.
Published: (2014-01-01) -
Forecasting Crude Oil Consumption in China Using a Grey Prediction Model with an Optimal Fractional-Order Accumulating Operator
by: Huiming Duan, et al.
Published: (2018-01-01) -
Selection of Machine Learning Models for Oil Price Forecasting: Based on the Dual Attributes of Oil
by: Lei Yan, et al.
Published: (2021-01-01)