Research on Coal Price Forecast based on ARIMA and SVM combination Model
China is the largest producer and consumer of coal in the world. Qinhuangdao Port is not only the largest coal export port in the world, but also an important coal transportation hub in China. The study of the change of coal price in Qinhuangdao Port is of great significance to the study of the chan...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2021-01-01
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| Series: | E3S Web of Conferences |
| Online Access: | https://www.e3s-conferences.org/articles/e3sconf/pdf/2021/33/e3sconf_aesee2021_02008.pdf |
| _version_ | 1819097543657652224 |
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| author | Zheng Yin Yuan Kun Dai Lei |
| author_facet | Zheng Yin Yuan Kun Dai Lei |
| author_sort | Zheng Yin |
| collection | DOAJ |
| description | China is the largest producer and consumer of coal in the world. Qinhuangdao Port is not only the largest coal export port in the world, but also an important coal transportation hub in China. The study of the change of coal price in Qinhuangdao Port is of great significance to the study of the change of coal price in the whole country. In this paper, in order to avoid the large prediction error of a single prediction model, an ARIMA-SVM parallel combination model is constructed, and the appropriate weight ratio of ARIMA and SVM model is obtained by calculation, so as to obtain more reliable prediction results. The results show that the international competitiveness of the domestic coal market is insufficient, the coal trading system is incomplete and depends too much on coal resources. For this reason, the government should promote the adjustment of energy structure, improve the mode of transportation, actively improve the coal futures trading system, and realize the upgrading of coal industry. |
| first_indexed | 2024-12-22T00:16:46Z |
| format | Article |
| id | doaj.art-9bdb493193744e2c9156d16437205f2a |
| institution | Directory Open Access Journal |
| issn | 2267-1242 |
| language | English |
| last_indexed | 2024-12-22T00:16:46Z |
| publishDate | 2021-01-01 |
| publisher | EDP Sciences |
| record_format | Article |
| series | E3S Web of Conferences |
| spelling | doaj.art-9bdb493193744e2c9156d16437205f2a2022-12-21T18:45:16ZengEDP SciencesE3S Web of Conferences2267-12422021-01-012570200810.1051/e3sconf/202125702008e3sconf_aesee2021_02008Research on Coal Price Forecast based on ARIMA and SVM combination ModelZheng Yin0Yuan Kun1Dai Lei2School of Finance, Anhui University of Finance and EconomicsSchool of Finance, Anhui University of Finance and EconomicsSchool of Finance, Anhui University of Finance and EconomicsChina is the largest producer and consumer of coal in the world. Qinhuangdao Port is not only the largest coal export port in the world, but also an important coal transportation hub in China. The study of the change of coal price in Qinhuangdao Port is of great significance to the study of the change of coal price in the whole country. In this paper, in order to avoid the large prediction error of a single prediction model, an ARIMA-SVM parallel combination model is constructed, and the appropriate weight ratio of ARIMA and SVM model is obtained by calculation, so as to obtain more reliable prediction results. The results show that the international competitiveness of the domestic coal market is insufficient, the coal trading system is incomplete and depends too much on coal resources. For this reason, the government should promote the adjustment of energy structure, improve the mode of transportation, actively improve the coal futures trading system, and realize the upgrading of coal industry.https://www.e3s-conferences.org/articles/e3sconf/pdf/2021/33/e3sconf_aesee2021_02008.pdf |
| spellingShingle | Zheng Yin Yuan Kun Dai Lei Research on Coal Price Forecast based on ARIMA and SVM combination Model E3S Web of Conferences |
| title | Research on Coal Price Forecast based on ARIMA and SVM combination Model |
| title_full | Research on Coal Price Forecast based on ARIMA and SVM combination Model |
| title_fullStr | Research on Coal Price Forecast based on ARIMA and SVM combination Model |
| title_full_unstemmed | Research on Coal Price Forecast based on ARIMA and SVM combination Model |
| title_short | Research on Coal Price Forecast based on ARIMA and SVM combination Model |
| title_sort | research on coal price forecast based on arima and svm combination model |
| url | https://www.e3s-conferences.org/articles/e3sconf/pdf/2021/33/e3sconf_aesee2021_02008.pdf |
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