Forecasting Natural Gas Price Using a Hybrid Model of Neural Network and Wavelet

In this article, we introduce a model for forecasting the daily gas prices by the use of wavelet transform and neural networks. In this hybrid model, the discrete Daubechies wavelet transform is applied to decompose the gas prices series into approximation series and details series (DS). The new ser...

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Bibliographic Details
Main Authors: Teimour Mohammadi, Atefeh Taklif, Sahel Zamani
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2017-06-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_8277_90dca62f494512ddd698feded7401a74.pdf