Carbon price forecasting with variational mode decomposition and optimal combined model
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Publication:2154383
DOI10.1016/J.PHYSA.2018.12.017OpenAlexW2904390847WikidataQ128757034 ScholiaQ128757034MaRDI QIDQ2154383FDOQ2154383
Authors: Peng Wu, Jinpei Liu, Jiaming Zhu, Huayou Chen, Ligang Zhou 
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
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Cites Work
- The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
- Variational Mode Decomposition
- Instantaneous voiced/non-voiced detection in speech signals based on variational mode decomposition
- An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
Cited In (10)
- Point and interval forecasting for carbon price based on an improved analysis-forecast system
- A new hybrid optimization ensemble learning approach for carbon price forecasting
- Multi-scale combined forecast of carbon price based on manifold learning of unstructured data
- Forecasting tourism demand using fractional grey prediction models with Fourier series
- Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models
- An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
- Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
- A scenario-based integrated approach for modeling carbon price risk
- Carbon emissions efficiency and abatement cost under inter-region differentiated mitigation strategies: a modified DDF model
- The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm
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