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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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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
作者:
Zhang, Yifei
;
Wang, Jue
;
Yu, Lean
;
Wang, Shouyang
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  |  
浏览/下载:64/0
  |  
提交时间: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
作者:
Wang, Jue
;
Wang, Zhen
;
Li, Xiang
;
Zhou, Hao
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浏览/下载:123/0
  |  
提交时间: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
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
作者:
Sun, Yuying
;
Zhang, Jian
;
Li, Xin
;
Wang, Shouyang
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  |  
浏览/下载:113/0
  |  
提交时间: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
作者:
Wang, Jianzhou
;
Cheng, Zishu
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浏览/下载:127/0
  |  
提交时间: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
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
作者:
Huang, Bai
;
Sun, Yuying
;
Wang, Shouyang
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浏览/下载:118/0
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提交时间: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
作者:
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-Hwy
;
Wang, Shouyang
;
Zhang, Xinyu
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  |  
浏览/下载:154/0
  |  
提交时间: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
作者:
Wang, Jue
;
Zhou, Hao
;
Hong, Tao
;
Li, Xiang
;
Wang, Shouyang
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浏览/下载:140/0
  |  
提交时间: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
作者:
Wang, Jue
;
Li, Xiang
;
Hong, Tao
;
Wang, Shouyang
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  |  
浏览/下载:232/0
  |  
提交时间: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
作者:
Liu, Xiuli
;
Moreno, Blanca
;
Salome Garcia, Ana
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  |  
浏览/下载:143/0
  |  
提交时间: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
作者:
Gao, Yan
;
Luo, Meifeng
;
Zou, Guohua
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  |  
浏览/下载:97/0
  |  
提交时间:2018/07/30
Model combination
model selection
time series forecast
structural change VAR model
container throughput