A new method for crude oil price forecasting based on support vector machines

被引：0

作者：

Xie, Wen ^{[1
]}

Yu, Lean ^{[1
]}

Xu, Shanying ^{[1
]}

Wang, Shouyang ^{[1
]}

机构：

[1] Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China

来源：

COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS | 2006年 / 3994卷

关键词：

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

This paper proposes a new method for crude oil price forecasting based on support vector machine (SVM). The procedure of developing a support vector machine model for time series forecasting involves data sampling, sample preprocessing, training & learning and out-of-sample forecasting. To evaluate the forecasting ability of SVM, we compare its performance with those of ARIMA and BPNN. The experiment results show that SVM outperforms the other two methods and is a fairly good candidate for the crude oil price prediction.

引用

页码：444 / 451

页数：8

共 50 条

[1] Assessing Potentiality of Support Vector Machine Method in Crude Oil Price Forecasting
Yu, Lean
Zhang, Xun
Wang, Shouyang
[J]. EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 13 (12) : 7893 - 7904
[2] Forecasting PVT properties of crude oil systems based on support vector machines modeling scheme
El-Sebakhy, Emad A.
[J]. JOURNAL OF PETROLEUM SCIENCE AND ENGINEERING, 2009, 64 (1-4) : 25 - 34
[3] Electricity Price Forecasting Using Support Vector Machines by Considering Oil and Natural Gas Price Impacts
Shiri, Ali
Afshar, Mohammad
Rahimi-Kian, Ashkan
Maham, Behrouz
[J]. 2015 IEEE INTERNATIONAL CONFERENCE ON SMART ENERGY GRID ENGINEERING (SEGE 2015), 2015,
[4] Coupling Firefly Algorithm and Least Squares Support Vector Regression for Crude Oil Price Forecasting
Li, Xinxie
Yu, Lean
Tang, Ling
Dai, Wei
[J]. 2013 SIXTH INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING (BIFE), 2014, : 80 - 83
[5] A novel hybrid method for crude oil price forecasting
Zhang, Jin-Liang
Zhang, Yue-Jun
Zhang, Lu
[J]. ENERGY ECONOMICS, 2015, 49 : 649 - 659
[6] Forecasting the price of crude oil
Ramesh Bollapragada
Akash Mankude
V. Udayabhanu
[J]. DECISION, 2021, 48 : 207 - 231
[7] Forecasting the price of crude oil
Bollapragada, Ramesh
Mankude, Akash
Udayabhanu, V
[J]. DECISION, 2021, 48 (02) : 207 - 231
[8] Electric energy forecasting in crude oil processing using support vector machines and particle swarm optimization
Faculty of Technical Sciences, Novi Sad, Serbia
不详
[J]. Symp. Neural Netw. Appl. Electr. Eng. Proc., NEUREL, (77-80):
[9] Electric Energy Forecasting in Crude Oil Processing Using Support Vector Machines and Particle Swarm Optimization
Petrujkic, Milena
Rapaic, Milan R.
Jakovljevic, Boris
Dapic, Vesna
[J]. NEUREL 2008: NINTH SYMPOSIUM ON NEURAL NETWORK APPLICATIONS IN ELECTRICAL ENGINEERING, PROCEEDINGS, 2008, : 73 - +
[10] Research on Forecasting Method Based on Genetic Algorithms and Support Vector Machines
Xiao, Chengyong
Guo, Pengyan
Feng, Zhipeng
Deng, Yongsheng
[J]. APPLIED MECHANICS AND MECHANICAL ENGINEERING, PTS 1-3, 2010, 29-32 : 2603 - +

← 1 2 3 4 5 →