LSSVR ensemble learning with uncertain parameters for crude oil price forecasting

Applied Soft Computing Journal

Volumn 56, Issue , 2017, Pages 692-701

  Yu, Lean ^a   Xu, Huijuan ^a   Tang, Ling ^a  

^a BEIJING UNIVERSITY OF CHEMICAL TECHNOLOGY   (China)

Author keywords

Crude oil price forecasting; Ensemble learning; Least squares support vector regression (LSSVR); Optimization under uncertainty; Parameter selection; Uncertain variable

Indexed keywords

COSTS; CRUDE OIL; FORECASTING; PARAMETER ESTIMATION; PROBABILITY; UNCERTAINTY ANALYSIS;

CRUDE OIL PRICE FORECASTING; ENSEMBLE LEARNING; LEAST SQUARES SUPPORT VECTOR REGRESSION; OPTIMIZATION UNDER UNCERTAINTY; PARAMETER SELECTION; UNCERTAIN VARIABLES;

PROBABILITY DISTRIBUTIONS;

EID: 84992364628     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2016.09.023     Document Type: Article

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