Forecasting Crude Oil Price Using Kalman Filter Based on the Reconstruction of Modes of Decomposition Ensemble Model
The modes' reconstruction into the stochastic and deterministic components is proposed for forecasting the crude oil prices with the concept of “divide and conquer” and modes reconstruction. It is to reduce the complexity in the computation and to enhance the forecasting a...
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IEEE
2019-01-01
|
| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8864986/ |