Carbon price forecasting with variational mode decomposition and optimal combined model

DOI10.1016/J.PHYSA.2018.12.017MaRDI QIDQ2154383zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

variational mode decompositioncarbon price forecastingmodes reconstructionoptimal combined model

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Recommendations

• A new hybrid optimization ensemble learning approach for carbon price forecasting
• Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
• Multi-scale combined forecast of carbon price based on manifold learning of unstructured data
• Point and interval forecasting for carbon price based on an improved analysis-forecast system
• An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting

Cites work

• An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
• 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

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

This page was built for publication: Carbon price forecasting with variational mode decomposition and optimal combined model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2154383)