High-frequency forecasting of the crude oil futures price with multiple timeframe predictions fusion.
Shangkun DengYingke ZhuShuangyang DuanYiting YuZhe FuJiahe LiuXiaoxue YangZonghua LiuPublished in: Expert Syst. Appl. (2023)
Keyphrases
- high frequency
- crude oil
- low frequency
- visual quality
- high resolution
- forecasting model
- wavelet transform
- high frequency components
- long run
- high frequencies
- frequency band
- subband
- low pass
- wavelet coefficients
- oil field
- multi resolution analysis
- wavelet domain
- discrete wavelet transform
- long term
- multiscale
- short term
- feature extraction