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• 数学与系统科学研究... [10]

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• OAI收割 [10]

内容类型

• 期刊论文 [10]

发表日期

• 2022 [2]
• 2021 [3]
• 2020 [1]
• 2019 [1]
• 2018 [2]
• 2016 [1]
• 更多

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浏览/检索结果: 共10条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序发表日期升序发表日期降序题名升序题名降序作者升序作者降序 Model averaging for interval-valued data 期刊论文  OAI收割 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784 作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang   |  收藏  |  浏览/下载：10/0  |  提交时间：2023/02/07 Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression   An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting 期刊论文  OAI收割 APPLIED ENERGY, 2022, 卷号: 306, 页码: 16 作者:  Yang, Dongchuan;  Guo, Ju-E;  Sun, Shaolong;  Han, Jing;  Wang, Shouyang   |  收藏  |  浏览/下载：51/0  |  提交时间：2022/04/02 Short-term load forecasting  Bivariate empirical mode decomposition  Decomposition-ensemble approach  Reconstruction  Bayesian optimization  Long short-term memory network   A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文  OAI收割 FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11 作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang   |  收藏  |  浏览/下载：11/0  |  提交时间：2022/04/02 crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting   Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文  OAI收割 ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606 作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang   |  收藏  |  浏览/下载：16/0  |  提交时间：2021/10/26 ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast   Brexit and Its Impact on the US Stock Market 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19 作者:  Qiao Kenan;  Liu Zhengyang;  Huang Bai   |  收藏  |  浏览/下载：20/0  |  提交时间：2021/04/26 Brexit  interval time series  intra-day volatility  S&P500 index   Uncertainty shocks of Trump election in an interval model of stock market 期刊论文  OAI收割 QUANTITATIVE FINANCE, 2020, 页码: 15 作者:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang   |  收藏  |  浏览/下载：7/0  |  提交时间：2021/01/14 Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election   Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文  OAI收割 ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173 作者:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang   |  收藏  |  浏览/下载：44/0  |  提交时间：2020/01/10 Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility   Interval decomposition ensemble approach for crude oil price forecasting 期刊论文  OAI收割 ENERGY ECONOMICS, 2018, 卷号: 76, 页码: 274-287 作者:  Sun, Shaolong;  Sun, Yuying;  Wang, Shouyang;  Wei, Yunjie   |  收藏  |  浏览/下载：39/0  |  提交时间：2019/03/05 Bivariate empirical mode decomposition  Crude oil price forecasting  Interval-valued time series  Interval Holt's method  Interval neural networks   Threshold autoregressive models for interval-valued time series data 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446 作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang   |  收藏  |  浏览/下载：32/0  |  提交时间：2018/11/16 Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models   Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文  OAI收割 QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928 作者:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang   |  收藏  |  浏览/下载：18/0  |  提交时间：2018/07/30 Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility