A new method for crude oil price forecasting based on support vector machines

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	A new method for crude oil price forecasting based on support vector machines
	Xie, Wen; Yu, Lean; Xu, Shanying; Wang, Shouyang
	2006
发表期刊	COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS
ISSN	0302-9743
卷号	3994 页码:444-451
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.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Theory & Methods
WOS记录号	WOS:000238417500063
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3264
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.