Improving forecasting accuracy of crude oil price using decomposition ensemble model with reconstruction of IMFs based on ARIMA model
The accuracy of crude oil price forecasting is more important especially for economic development and considered as the lifeblood of the industry. Hence, in this paper, a decomposition-ensemble model with the reconstruction of intrinsic mode functions (IMFs) is proposed for forecasting the crude oil...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM Press
2018
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/85095/1/AniShabri2018_ImprovingForecastingAccuracyofCrudeOil.pdf http://eprints.utm.my/id/eprint/85095/ https://dx.doi.org/10.11113/mjfas.v14n4.1013 |
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