Carbon price forecasting with variational mode decomposition and optimal combined model

DOI10.1016/j.physa.2018.12.017OpenAlexW2904390847WikidataQ128757034 ScholiaQ128757034MaRDI QIDQ2154383

Jinpei Liu, Peng Wu, Jia-Ming Zhu, Li-Gang Zhou, Hua-You Chen

Publication date: 19 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.12.017

zbMATH Keywords

variational mode decompositioncarbon price forecastingmodes reconstructionoptimal combined model

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (5)

Carbon emissions efficiency and abatement cost under inter-region differentiated mitigation strategies: a modified DDF model ⋮ Point and interval forecasting for carbon price based on an improved analysis-forecast system ⋮ Forecasting tourism demand using fractional grey prediction models with Fourier series ⋮ A new hybrid optimization ensemble learning approach for carbon price forecasting ⋮ The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm

Cites Work

• Instantaneous voiced/non-voiced detection in speech signals based on variational mode decomposition
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Variational Mode Decomposition
• An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting

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