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Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks
16 references·5 citing·42 second hop
Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks (2021)Ensemble forecasting for product futures …Non-ferrous metals price forecasting based on variational mode decomposition and LSTM network (2019)Non-ferrous metals price fore…Oil price forecasting using a hybrid model (2018)Oil price forecasting using a…Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression (2017)Forecasting carbon price usin…Crude oil price forecasting using XGBoost (2017)Crude oil price forecasting u…Complexity testing techniques for time series data: A comprehensive literature review (2015)Complexity testing techniques…A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting (2015)A novel decomposition ensembl…An improved wavelet–ARIMA approach for forecasting metal prices (2013)An improved wavelet–ARIMA app…Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming (2010)Forecasting time series using…Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)Improvement of Auto-Regressiv…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…A New Method for Crude Oil Price Forecasting Based on Support Vector Machines (2006)A New Method for Crude Oil Pr…Modeling and forecasting cointegrated relationships among heavy oil and product prices (2005)Modeling and forecasting coin…A semiparametric approach to short-term oil price forecasting (2001)A semiparametric approach to …Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS (1983)TIME SERIES ANALYSIS OF ERROR…The impact of Russia–Ukraine war on crude oil prices: an EMC framework (2024)The impact of Russia–Ukraine …A combined model using secondary decomposition for crude oil futures price and volatility forecasting: Analysis based on comparison and ablation experiments (2024)A combined model using second…Optimal forecast combination based on PSO-CS approach for daily agricultural future prices forecasting (2022)Optimal forecast combination …A novel crude oil prices forecasting model based on secondary decomposition (2022)A novel crude oil prices fore…A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence (2022)A hybrid approach to forecast…Time Series Analysis, Forecasting and Control. 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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 1983TIME SERIES ANALYSIS OF ERROR-CORRECTION MODELS327 cited
  • 2017Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression306 cited
  • 2008Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs)299 cited
  • 2010Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming267 cited
  • 2006A New Method for Crude Oil Price Forecasting Based on Support Vector Machines258 cited
  • 2019Non-ferrous metals price forecasting based on variational mode decomposition and LSTM network254 cited
  • 2001A semiparametric approach to short-term oil price forecasting253 cited
  • 2015A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting204 cited
  • 2018Oil price forecasting using a hybrid model176 cited
  • 2013An improved wavelet–ARIMA approach for forecasting metal prices175 cited
  • 2005Modeling and forecasting cointegrated relationships among heavy oil and product prices

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172 cited
  • 2017Crude oil price forecasting using XGBoost168 cited
  • 2015Complexity testing techniques for time series data: A comprehensive literature review137 cited
  • Cited by

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    • 2022Optimal forecast combination based on PSO-CS approach for daily agricultural future prices forecasting52 cited
    • 2022A novel crude oil prices forecasting model based on secondary decomposition41 cited
    • 2024A combined model using secondary decomposition for crude oil futures price and volatility forecasting: Analysis based on comparison and ablation experiments37 cited