An AI-Agent-Based Trapezoidal Fuzzy Ensemble Forecasting Model for Crude Oil Price Prediction

2008 ◽  
Author(s):  
Lean Yu ◽  
Shouyang Wang ◽  
Bo Wen ◽  
Kin Keung Lai
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Ensemble Forecasting ◽  
Forecasting Model ◽  
Crude Oil Price ◽  
Agent Based ◽  
Price Prediction

scholarly journals Data Size Requirement for Forecasting Daily Crude Oil Price with Neural Networks

2019 ◽  
Vol 66 (3) ◽  
pp. 363-388
Author(s):  
Serkan Aras ◽  
Manel Hamdi
Keyword(s):  
Neural Networks ◽  
Crude Oil ◽  
Significant Interaction ◽  
Statistical Tests ◽  
Oil Price ◽  
Training Data ◽  
Forecasting Model ◽  
Crude Oil Price ◽  
Crude Oil Prices ◽  
Selection Of

When the literature regarding applications of neural networks is investigated, it appears that a substantial issue is what size the training data should be when modelling a time series through neural networks. The aim of this paper is to determine the size of training data to be used to construct a forecasting model via a multiple-breakpoint test and compare its performance with two general methods, namely, using all available data and using just two years of data. Furthermore, the importance of the selection of the final neural network model is investigated in detail. The results obtained from daily crude oil prices indicate that the data from the last structural change lead to simpler architectures of neural networks and have an advantage in reaching more accurate forecasts in terms of MAE value. In addition, the statistical tests show that there is a statistically significant interaction between data size and stopping rule.

Expert-based text mining with Delphi method for crude oil price prediction

2017 ◽  
Vol 25 (4) ◽  
pp. 545 ◽  
Author(s):  
Somboon Chuaykoblap ◽  
Parames Chutima ◽  
Achara Chandrachai ◽  
Natawut Nupairoj
Keyword(s):  
Text Mining ◽  
Crude Oil ◽  
Delphi Method ◽  
Oil Price ◽  
Crude Oil Price ◽  
Price Prediction

Expert-based text mining with Delphi method for crude oil price prediction

2017 ◽  
Vol 25 (4) ◽  
pp. 545
Author(s):  
Somboon Chuaykoblap ◽  
Parames Chutima ◽  
Achara Chandrachai ◽  
Natawut Nupairoj
Keyword(s):  
Text Mining ◽  
Crude Oil ◽  
Delphi Method ◽  
Oil Price ◽  
Crude Oil Price ◽  
Price Prediction

A novel multiscale forecasting model for crude oil price time series

2021 ◽  
Vol 173 ◽  
pp. 121181
Author(s):  
Ranran Li ◽  
Yucai Hu ◽  
Jiani Heng ◽  
Xueli Chen
Keyword(s):  
Time Series ◽  
Crude Oil ◽  
Oil Price ◽  
Forecasting Model ◽  
Crude Oil Price
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