A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events

This paper develops an integrated framework to forecast the volatility of crude oil prices by considering the impacts of extreme events (structural breaks). The impacts of extreme events are vital to improving prediction accuracy. Aiming to demonstrate the crude oil price fluctuation and the impacts...

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Detalles Bibliográficos
Autores principales: Cheng, Yuxiang, Yi, Jiayu, Yang, Xiaoguang, Lai, Kin Keung, Seco, Luis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Mathematical Methods in Data Science
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9261158/
https://www.ncbi.nlm.nih.gov/pubmed/35818583
http://dx.doi.org/10.1007/s00500-022-07276-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9261158/
https://www.ncbi.nlm.nih.gov/pubmed/35818583
http://dx.doi.org/10.1007/s00500-022-07276-5

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