Crude Oil Spot Price Forecasting Using Ivanov-Based LASSO Vector Autoregression.
Yishan DingDongwei HeJun WuXiang XuPublished in: Complex. (2022)
Keyphrases
- crude oil
- oil field
- feature selection
- variable selection
- least squares
- forecasting model
- linear regression
- sparse representation
- model selection
- sample size
- cross validation
- short term
- long run
- support vector regression
- expert systems
- state space
- machine learning
- long term
- high dimensional
- knowledge base
- genetic algorithm