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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| 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 |