A hybrid crude oil price forecasting framework: Modified ensemble empirical mode decomposition and hidden Markov regression
Abstract The considerable influence of crude oil prices on the international economy has motivated numerous scholars to develop various prediction models. Two difficulties are encountered in forecasting. One is that the time series of crude oil prices show massive jumps in high frequency. The other...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-03-01
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| Series: | Energy Science & Engineering |
| Subjects: | |
| Online Access: | https://doi.org/10.1002/ese3.1666 |