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An extreme bias-penalized forecast combination approach to commodity price forecasting 期刊论文
INFORMATION SCIENCES, 2022, 卷号: 615, 页码: 774-793
Authors:  Zhang, Yifei;  Wang, Jue;  Yu, Lean;  Wang, Shouyang
Favorite  |  View/Download:28/0  |  Submit date:2023/02/07
Forecast combination  Elastic net  Extreme bias  Weight-sparsity  Artificial bee colony algorithm  
Artificial bee colony-based combination approach to forecasting agricultural commodity prices 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2022, 卷号: 38, 期号: 1, 页码: 21-34
Authors:  Wang, Jue;  Wang, Zhen;  Li, Xiang;  Zhou, Hao
Favorite  |  View/Download:87/0  |  Submit date:2022/04/02
Agricultural commodity price  Forecast combination  Semi-heterogeneous combination  Artificial bee colony algorithm  Denoising technique  
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文
Authors:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang
Favorite  |  View/Download:81/0  |  Submit date:2022/04/02
forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging  
Wind speed interval prediction model based on variational mode decomposition and multi-objective optimization 期刊论文
APPLIED SOFT COMPUTING, 2021, 卷号: 113, 页码: 15
Authors:  Wang, Jianzhou;  Cheng, Zishu
Favorite  |  View/Download:90/0  |  Submit date:2022/04/29
Interval prediction  Multi-objective optimization algorithm  Wind speed  Combined models  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:91/0  |  Submit date:2022/04/02
crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
Authors:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
Favorite  |  View/Download:102/0  |  Submit date:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
A multi-granularity heterogeneous combination approach to crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91, 页码: 9
Authors:  Wang, Jue;  Zhou, Hao;  Hong, Tao;  Li, Xiang;  Wang, Shouyang
Favorite  |  View/Download:110/0  |  Submit date:2021/01/14
Crude oil Price  Forecast combination  Feature selection  Multi-granularity  Artificial bee colony  
A semi-heterogeneous approach to combining crude oil price forecasts 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 460, 页码: 279-292
Authors:  Wang, Jue;  Li, Xiang;  Hong, Tao;  Wang, Shouyang
Favorite  |  View/Download:196/0  |  Submit date:2018/10/07
Crude oil price  Decomposition and reconstruction  Forecast combination  Model selection  
A grey neural network and input-output combined forecasting model. Primary energy consumption forecasts in Spanish economic sectors 期刊论文
ENERGY, 2016, 卷号: 115, 页码: 1042-1054
Authors:  Liu, Xiuli;  Moreno, Blanca;  Salome Garcia, Ana
Favorite  |  View/Download:113/0  |  Submit date:2018/07/30
Primary energy consumption  Combined forecasting model  Input-output  Grey methods  
Forecasting with model selection or model averaging: a case study for monthly container port throughput 期刊论文
TRANSPORTMETRICA A-TRANSPORT SCIENCE, 2016, 卷号: 12, 期号: 4, 页码: 366-384
Authors:  Gao, Yan;  Luo, Meifeng;  Zou, Guohua
Favorite  |  View/Download:70/0  |  Submit date:2018/07/30
Model combination  model selection  time series forecast  structural change VAR model  container throughput