A new crude oil futures forecasting method based on fusing quadratic forecasting with residual forecasting.
Mengshuai SuHui LiuChengqing YuZhu DuanPublished in: Digit. Signal Process. (2022)
Keyphrases
- crude oil
- forecasting model
- objective function
- forecasting accuracy
- short term
- arma model
- prediction model
- dynamic programming
- computational complexity
- support vector machine svm
- predictive model
- exponential smoothing
- complex systems
- em algorithm
- sufficient conditions
- improved algorithm
- hybrid model
- ls svm
- exchange rate
- pairwise
- grey model
- computer vision