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ArticleMulti-step-ahead crude oil price forecasting using a hybrid grey wave model

Yanhui Chen2018

Article2018

Multi-step-ahead crude oil price forecasting using a hybrid grey wave model

Yanhui Chen · Chuan Zhang · Kaijian He · Aibing Zheng

52 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Stock Market Forecasting Methods Forecasting Techniques and Applications Grey System Theory Applications

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2008A Simple Approximate Long-Memory Model of Realized Volatility 2006Analysis of Financial Time Series 1997Testing the equality of prediction mean squared errors

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2023A New Approach for Forecasting Crude Oil Prices Based on Stochastic and Deterministic Influences of LMD Using ARIMA and LSTM Models 2022A novel crude oil prices forecasting model based on secondary decomposition 2020Analysing and forecasting China containerized freight index with a hybrid decomposition–ensemble method based on EMD, grey wave and ARMA 2021A memory-trait-driven decomposition–reconstruction–ensemble learning paradigm for oil price forecasting 2020Daily Crude Oil Price Forecasting Based on Improved CEEMDAN, SCA, and RVFL: A Case Study in WTI Oil Market

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Year2018

Typearticle

Published2018-02-23

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations52

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.physa.2018.02.061

openalex_workW2792836263

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