Analysing and forecasting China containerized freight index with a hybrid decomposition-ensemble method based on EMD, grey wave and ARMA.
Yanhui ChenBin LiuTianzi WangPublished in: Grey Syst. Theory Appl. (2021)
Keyphrases
- ensemble methods
- grey model
- grey theory
- prediction accuracy
- decision trees
- machine learning methods
- arma model
- forecasting model
- benchmark datasets
- random forests
- ensemble learning
- base classifiers
- random forest
- generalization ability
- rotation forest
- short term
- classifier ensemble
- multilabel classification
- index structure
- garch model
- moving average
- base learners
- cluster ensemble
- non stationary
- subspace methods
- ensemble members
- evolutionary algorithm
- machine learning
- artificial neural networks
- learning algorithm