An EMD-Based Neural Network Ensemble Learning Model for World Crude Oil Spot Price Forecasting

DOI10.1007/978-3-540-79005-1_14zbMath1330.68338OpenAlexW1799003314MaRDI QIDQ5302347

Kin Keung Lai, Lean Yu, Shou-Yang Wang

Publication date: 7 January 2009

Published in: Soft Computing Applications in Business (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-79005-1_14

zbMATH Keywords

feed-forward neural networkempirical mode decompositionensemble learningadaptive linear neural networkcrude-oil price prediction

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Mathematical economics (91B99) Computing methodologies for information systems (hypertext navigation, interfaces, decision support, etc.) (68U35)

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Cites Work

• Multilayer feedforward networks are universal approximators
• Symmetry/anti-symmetry phase transitions in crude oil markets
• A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates
• Crude oil price forecasting with TEI\@I methodology
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis