A new hybrid optimization ensemble learning approach for carbon price forecasting

DOI10.1016/J.APM.2021.03.020zbMATH Open1481.91144OpenAlexW3137481883MaRDI QIDQ2247265FDOQ2247265

Authors: Shaolong Sun, Feng Jin, Yongwu Li, Hongtao Li 

Publication date: 17 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.apm.2021.03.020

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zbMATH Keywords

hybrid optimization algorithmcarbon price forecastingcomprehensive evaluation indexmodel matching strategy

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Approximation methods and heuristics in mathematical programming (90C59) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Cites Work

• Variational Mode Decomposition
• Electric load forecasting by support vector model
• Carbon price forecasting with variational mode decomposition and optimal combined model
• Application of seasonal SVR with chaotic gravitational search algorithm in electricity forecasting
• A novel hybrid decomposition-ensemble model based on VMD and HGWO for container throughput forecasting

Cited In (3)

• Novel hybrid extreme learning machine and multi-objective optimization algorithm for air pollution prediction
• Neural network stochastic differential equation models with applications to financial data forecasting
• An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting

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