Variable Weights Combination MIDAS Model Based on ELM for Natural Gas Price Forecasting

Accurate and stable natural gas price forecasts are essential for effective management of energy systems. However, due to the mixed frequency of data and the inherent nonlinear fluctuation characteristics of natural gas price changes, it is difficult to achieve satisfactory forecasting performance....

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Bibliographic Details
Main Authors: Lue Li, Caihong Han, Shengwei Yao, Liangshuo Ning
Format: Article
Language:English
Published: IEEE 2022-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9774384/