CSpace

Browse/Search Results:  1-10 of 12 Help

Selected(0)Clear Items/Page:    Sort:
Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
Authors:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
Favorite  |  View/Download:34/0  |  Submit date:2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Conformalized temporal convolutional quantile regression networks for wind power interval forecasting 期刊论文
ENERGY, 2022, 卷号: 248, 页码: 16
Authors:  Hu, Jianming;  Luo, Qingxi;  Tang, Jingwei;  Heng, Jiani;  Deng, Yuwen
Favorite  |  View/Download:19/0  |  Submit date:2023/02/07
Wind power interval prediction  Temporal convolutional network  Conformalized quantile regression  
An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting 期刊论文
APPLIED ENERGY, 2022, 卷号: 306, 页码: 16
Authors:  Yang, Dongchuan;  Guo, Ju-E;  Sun, Shaolong;  Han, Jing;  Wang, Shouyang
Favorite  |  View/Download:74/0  |  Submit date:2022/04/02
Short-term load forecasting  Bivariate empirical mode decomposition  Decomposition-ensemble approach  Reconstruction  Bayesian optimization  Long short-term memory network  
Air pollution forecasting with multivariate interval decomposition ensemble approach 期刊论文
ATMOSPHERIC POLLUTION RESEARCH, 2021, 卷号: 12, 期号: 12, 页码: 14
Authors:  Dong, Yawei;  Zhang, Chengyuan;  Niu, Mingfei;  Wang, Shouyang;  Sun, Shaolong
Favorite  |  View/Download:65/0  |  Submit date:2022/04/02
Daily PM 10 concentration forecast  Air quality  Interval forecasting  Noise-assisted multivariate empirical mode  decomposition  Maximum mutual information  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:86/0  |  Submit date: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
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:80/0  |  Submit date:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Interval forecasting of exchange rates: a new interval decomposition ensemble approach 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 页码: 28
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:107/0  |  Submit date:2020/05/24
Exchange rate forecasting  Interval-valued data  Autoregressive model  Neural networks  Bivariate empirical mode decomposition  
A decomposition-ensemble approach for tourism forecasting 期刊论文
ANNALS OF TOURISM RESEARCH, 2020, 卷号: 81, 页码: 16
Authors:  Xie, Gang;  Qian, Yatong;  Wang, Shouyang
Favorite  |  View/Download:126/0  |  Submit date:2020/06/30
Tourism demand  Complete ensemble empirical mode decomposition with adaptive noise  Data characteristic analysis  Time series forecasting  
Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
Authors:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
Favorite  |  View/Download:144/0  |  Submit date:2018/11/16
Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models  
Interval decomposition ensemble approach for crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2018, 卷号: 76, 页码: 274-287
Authors:  Sun, Shaolong;  Sun, Yuying;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:134/0  |  Submit date:2019/03/05
Bivariate empirical mode decomposition  Crude oil price forecasting  Interval-valued time series  Interval Holt's method  Interval neural networks