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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  
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  
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  
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
Authors:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
Favorite  |  View/Download：154/0  |  Submit date：2020/01/10
Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
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：133/0  |  Submit date：2019/03/05
Bivariate empirical mode decomposition  Crude oil price forecasting  Interval-valued time series  Interval Holt's method  Interval neural networks  
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
Authors:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
Favorite  |  View/Download：109/0  |  Submit date：2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility