An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
Bangzhu Zhu, Xuetao Shi, Julien Chevallier, Ping Wang and Yi-Ming Wei
| Year of publication: |
November 2016
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|---|---|
| Authors: | Zhu, Bangzhu ; Shi, Xuetao ; Chevallier, Julien ; Wang, Ping ; Wei, Yi-Ming |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 7, p. 633-651
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| Subject: | nonstationary and nonlinear time series forecasting | energy price prediction | multiscaleensemble learning paradigm | ensemble empirical mode decomposition | least square supportvector machines | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Energiepreis | Energy price | Nichtlineare Regression | Nonlinear regression | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2395 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011610095