A New Approach for Forecasting Crude Oil Prices Based on Stochastic and Deterministic Influences of LMD Using ARIMA and LSTM Models
Author:
Affiliation:
1. Department of Statistics, Abdul Wali Khan University Mardan, Mardan, Pakistan
2. Pakhtunkhwa Economic Policy Research Institute (PEPRI), Abdul Wali Khan University Mardan, Mardan, Pakistan
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
General Engineering,General Materials Science,General Computer Science,Electrical and Electronic Engineering
Link
http://xplorestaging.ieee.org/ielx7/6287639/10005208/10040670.pdf?arnumber=10040670
Reference52 articles.
1. A novel hybrid method for crude oil price forecasting
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3. A deep learning ensemble approach for crude oil price forecasting
4. A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting
5. Exponential smoothing: The effect of initial values and loss functions on post-sample forecasting accuracy
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