CSpace
(本次检索基于用户作品认领结果)

浏览/检索结果: 共8条,第1-8条 帮助

限定条件        
已选(0)清除 条数/页:   排序方式:
Interval decomposition ensemble approach for crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2018, 卷号: 76, 页码: 274-287
作者:  Sun, Shaolong;  Sun, Yuying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:174/0  |  提交时间:2019/03/05
Bivariate empirical mode decomposition  Crude oil price forecasting  Interval-valued time series  Interval Holt's method  Interval neural networks  
Data characteristic analysis and model selection for container throughput forecasting within a decomposition-ensemble methodology 期刊论文
TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2017, 卷号: 108, 页码: 160-178
作者:  Xie, Gang;  Zhang, Ning;  Wang, Shouyang
收藏  |  浏览/下载:142/0  |  提交时间:2018/07/25
Container throughput  Data characteristic analysis  Model selection  Time series forecasting  Decomposition-ensemble methodology  
An efficient integrated nonparametric entropy estimator of serial dependence 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 6-9, 页码: 728-780
作者:  Hong, Yongmiao;  Wang, Xia;  Zhang, Wenjie;  Wang, Shouyang
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
Entropy  naive bootstrap  nonlinear time series  numerical Integration  sample averaging  serial dependence  smoothed bootstrap  
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
作者:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:145/0  |  提交时间:2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility  
Model averaging based on leave-subject-out cross-validation 期刊论文
JOURNAL OF ECONOMETRICS, 2016, 卷号: 192, 期号: 1, 页码: 139-151
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Zou, Guohua
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Asymptotic optimality  Leave-subject-out cross-validation  Longitudinal data  Model averaging  Time series  
A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2015, 卷号: 234, 期号: 1, 页码: 111-132
作者:  Tang, Ling;  Wang, Shuai;  He, Kaijian;  Wang, Shouyang
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
Decomposition ensemble model  Data-characteristic-based modeling  Nuclear energy consumption forecasting  Time series analysis  Intelligent knowledge management  
Granger causality in risk and detection of extreme risk spillover between financial markets 期刊论文
JOURNAL OF ECONOMETRICS, 2009, 卷号: 150, 期号: 2, 页码: 271-287
作者:  Hong, Yongmiao;  Liu, Yanhui;  Wang, Shouyang
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk  
A neural-network-based nonlinear metamodeling approach to financial time series forecasting 期刊论文
APPLIED SOFT COMPUTING, 2009, 卷号: 9, 期号: 2, 页码: 563-574
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
Artificial neural networks  Metamodeling  Data sampling  Meta-learning  PCA  Financial time series forecasting