A new method for crude oil price forecasting based on support vector machines
文献类型：期刊论文
| 作者 | Xie, Wen; Yu, Lean; Xu, Shanying; Wang, Shouyang
|
| 刊名 | COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS
 |
| 出版日期 | 2006 |
| 卷号 | 3994页码:444-451 |
| ISSN号 | 0302-9743 |
| 英文摘要 | 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. |
| WOS研究方向 | Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000238417500063 |
| 出版者 | SPRINGER-VERLAG BERLIN |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3263]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Xie, Wen |
| 作者单位 | Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xie, Wen,Yu, Lean,Xu, Shanying,et al. A new method for crude oil price forecasting based on support vector machines[J]. COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS,2006,3994:444-451. |
| APA | Xie, Wen,Yu, Lean,Xu, Shanying,&Wang, Shouyang.(2006).A new method for crude oil price forecasting based on support vector machines.COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS,3994,444-451. |
| MLA | Xie, Wen,et al."A new method for crude oil price forecasting based on support vector machines".COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS 3994(2006):444-451. |
入库方式： OAI收割
来源：数学与系统科学研究院
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