Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?
Our study combines machine learning techniques and dynamic moving window and expanding window methods to predict crises in the US natural gas market. Specifically, as machine learning models, we employ extreme gradient boosting (XGboost), support vector machines (SVMs), a logistic regression (LogR),...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-05-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/13/9/2371 |