Interval prediction of crude oil spot price volatility: An improved hybrid model integrating decomposition strategy, IESN and ARIMA.
Jinliang ZhangZiyi LiuPublished in: Expert Syst. Appl. (2024)
Keyphrases
- hybrid model
- crude oil
- autoregressive conditional heteroscedasticity
- arima model
- forecasting accuracy
- artificial neural networks
- hybrid models
- support vector regression
- back propagation neural network
- autoregressive integrated moving average
- prediction model
- support vector machine svm
- financial time series
- moving average
- oil field
- short term
- forecasting model
- stock price
- data sets
- stock market
- particle swarm optimization
- text classification
- pattern recognition