Point and interval forecasting for carbon price based on an improved analysis-forecast system

DOI10.1016/J.APM.2019.10.022MaRDI QIDQ2174335zbMATHOpenAlexWikidataFDO

Authors Chengshi Tian, Yan Hao

Publication date 21 April 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2019.10.022

zbMATH Keywords

carbon priceadaptive neuro-fuzzy inference systeminterval forecastingimproved analysis-forecast systempoint forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Consumer behavior, demand theory (91B42)

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Cites work

• A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization
• Adaptive network-based fuzzy inference system with leave-one-out cross-validation approach for prediction of surface roughness
• Carbon price forecasting with variational mode decomposition and optimal combined model
• Nonlinear dynamics delay times, and embedding windows
• Variational Mode Decomposition

Cited in

(8)

• Neural network stochastic differential equation models with applications to financial data forecasting
• Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
• Carbon price forecasting with variational mode decomposition and optimal combined model
• Domestic carbon price fluctuation and regional characteristics based on H-P filtering method
• Novel hybrid extreme learning machine and multi-objective optimization algorithm for air pollution prediction
• Multi-scale combined forecast of carbon price based on manifold learning of unstructured data
• A new hybrid optimization ensemble learning approach for carbon price forecasting
• An interval-valued carbon price prediction model based on improved multi-scale feature selection and optimal multi-kernel support vector regression

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Uses Software

• ANFIS

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