A hybrid transfer learning model for crude oil price forecasting
文献类型：期刊论文
| 作者 | Xiao, Jin1,2; Hu, Yi3; Xiao, Yi4; Xu, Lixiang2,5; Wang, Shouyang6
|
| 刊名 | STATISTICS AND ITS INTERFACE
 |
| 出版日期 | 2017 |
| 卷号 | 10期号:1页码:119-130 |
| 关键词 | Hybrid transfer learning model Analog complexing Genetic algorithm Crude oil price forecasting Transfer learning technique |
| ISSN号 | 1938-7989 |
| 英文摘要 | Most of the existing models for oil price forecasting only use the data in the forecasted time series. This study proposes a hybrid transfer learning model (HTLM) for crude oil price forecasting. We first selectively transfer some related time series in the source domain to assist in modeling the target time series by using a transfer learning technique, and then construct the forecasting model using the analog complexing (AC) method. Further, we introduce a genetic algorithm to find the optimal match between two important parameters in HTLM. Finally, we use two main crude oil price time series the West Texas Intermediate (WTI) and the Brent crude oil spot prices for empirical analysis. Our results show the effectiveness and superiority of the proposed model compared with existing models. |
| 资助项目 | Natural Science Foundation of China[71471124] ; Natural Science Foundation of China[71301160] ; National Social Science Foundation of China[14BGL175] ; Youth Foundation of Sichuan Province[2015RZ0056] ; Excellent Youth fund of Sichuan University[skqx201607] ; MOE Youth Project of Humanities and Social Sciences[15YJC860034] ; Natural Science Foundation of Anhui Higher Education Institutions[KJ2016A604] ; Youth backbone visiting research key project[gxfxZD2016219] ; CSC[201506500007] |
| WOS研究方向 | Mathematical & Computational Biology ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000386413100012 |
| 出版者 | INT PRESS BOSTON, INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/23834]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Xiao, Yi |
| 作者单位 | 1.Sichuan Univ, Sch Business, Chengdu 610064, Peoples R China 2.Univ Munster, Dept Math & Comp Sci, D-48149 Munster, Germany 3.Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100190, Peoples R China 4.Cent China Normal Univ, Sch Informat Management, Wuhan 430079, Peoples R China 5.Hefei Univ, Dept Mathmat & Phys, Hefei 230601, Peoples R China 6.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xiao, Jin,Hu, Yi,Xiao, Yi,et al. A hybrid transfer learning model for crude oil price forecasting[J]. STATISTICS AND ITS INTERFACE,2017,10(1):119-130. |
| APA | Xiao, Jin,Hu, Yi,Xiao, Yi,Xu, Lixiang,&Wang, Shouyang.(2017).A hybrid transfer learning model for crude oil price forecasting.STATISTICS AND ITS INTERFACE,10(1),119-130. |
| MLA | Xiao, Jin,et al."A hybrid transfer learning model for crude oil price forecasting".STATISTICS AND ITS INTERFACE 10.1(2017):119-130. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。