Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation
Year of publication: |
2020
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Authors: | Wang, Bin ; Wang, Jun |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 90.2020, p. 1-14
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Subject: | Double-scale complexity invariant distance | Energy futures and spots prices | Gated recurrent unit | Hybrid forecasting model of SW-GRU with EMD | Stochastic time effective weight function | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Theorie | Theory | Spotmarkt | Spot market |
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