Point and interval forecasting for carbon price based on an improved analysis-forecast system
DOI10.1016/J.APM.2019.10.022zbMATH Open1481.91131OpenAlexW2981224608WikidataQ127014648 ScholiaQ127014648MaRDI QIDQ2174335FDOQ2174335
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
Recommendations
- Carbon price forecasting with variational mode decomposition and optimal combined model
- 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 carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
- On the modeling of CO\(_2\) EUA and CER prices of EU-ETS for the 2008--2012 period
carbon priceadaptive neuro-fuzzy inference systeminterval forecastingimproved analysis-forecast systempoint forecasting
Inference from stochastic processes and prediction (62M20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Consumer behavior, demand theory (91B42)
Cites Work
- Nonlinear dynamics delay times, and embedding windows
- Variational Mode Decomposition
- 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
Cited In (8)
- Novel hybrid extreme learning machine and multi-objective optimization algorithm for air pollution prediction
- Domestic carbon price fluctuation and regional characteristics based on H-P filtering method
- 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 carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
- Neural network stochastic differential equation models with applications to financial data forecasting
- Carbon price forecasting with variational mode decomposition and optimal combined model
- An interval-valued carbon price prediction model based on improved multi-scale feature selection and optimal multi-kernel support vector regression
Uses Software
This page was built for publication: Point and interval forecasting for carbon price based on an improved analysis-forecast system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174335)