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Day-Ahead Crude Oil Price Forecasting Using a Novel Morphological Component Analysis Based Model

As a typical nonlinear and dynamic system, the crude oil price movement is difficult to predict and its accurate forecasting remains the subject of intense research activity. Recent empirical evidence suggests that the multiscale data characteristics in the price movement are another important styli...

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Detalles Bibliográficos
Autores principales: Zhu, Qing, He, Kaijian, Zou, Yingchao, Lai, Kin Keung
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4098890/
https://www.ncbi.nlm.nih.gov/pubmed/25061614
http://dx.doi.org/10.1155/2014/341734