Analysis and forecasting of crude oil price based
To verify the predictive power of the variable Select-machine learning integrated approach, we selected 8 benchmark models, including 6 multivariate models (MLP, RBFNN, GRNN, ELMAN, WNN, ELM) and 2 univariate models (RW and ARMA). In this paper, the number of MLP output layer neurons is 1, the number of iterations in the training stage is 10,000, a...
Improved Support Vector Machine Oil Price Forecast Model
An improved oil price forecast model that uses support vector machine (SVM) was developed. The new model, called the GA-SVM forecast model, is based on genetic algorithm (GA) optimization parameters. In traditional SVM models, penalty factor C and kernel function parameter 蟽 are generally dependent on experience.
A new method for crude oil price forecasting based on
This paper proposes a new method for crude oil price forecasting based on support vector machine (SVM). The procedure of developing a support vector machine model
Analysis and forecasting of crude oil price based
Such as support vector machines (SVM), artificial neural networks (ANNs), genetic algorithms (GA) and wavelet analysis are introduced into oil price forecasting in recent years. For example, (Zhao et al., 2017) proposed the stacked denoising autoencoders model (SDAE) for oil price forecasting.
Crude Oil Price Forecasting Using Hybrid Support Vector
Abstract. Crude oil price is strongly impacting the world economy. However, it is very fluctuated and difficult for investor to make decision. Hence, forecasting is one
A novel hybrid model for forecasting crude oil price based on
Motivated by this issue, the author aims to propose a novel hybrid model for crude oil price forecasting whose focus is on improving the accuracy of prediction considering the characteristics existing in the time series. Overall, forecasting approaches can be categorized in three classes.
Improved Support Vector Machine Oil Price Forecast
An improved oil price forecast model that uses support vector machine (SVM) was developed. The new model, called the GA-SVM forecast model, is based on genetic algorithm (GA)...
A new method for crude oil price forecasting based on support
This paper proposes a new method for crude oil price forecasting based on support vector machine (SVM). The procedure of developing a support vector machine model for time series forecasting involves data sampling, sample preprocessing, training & learning and out-of-sample forecasting.
Improved Support Vector Machine Oil Price Forecast
Abstract An improved oil price forecast model that uses support vector machine (SVM) was developed. The new model, called the GA-SVM forecast model, is based on
Forecasting Crude Oil Market Crashes Using Machine Learning
An improved oil price forecast model that uses a support vector machine was developed [ 18 ]. Some researchers forecast the crude oil price using machine learning [ 12] and the deep learning ensemble approach [ 14 ]. Other researchers use XGBoost [ 13] and wavelet decomposition and neural network model [ 11] to forecast crude oil prices.
