DMEformer: 一个新设计的动态模型组合变压器用于原油期货预测
Chao Liu1, Kaiyi Ruan2, Xinmeng Ma3
1College of Business and Trade, Hunan Industry Polytechnic, Changsha, 410208, China.
Heliyon
|June 1, 2023
概括
本研究介绍了一种新的动态模型组合变压器 (DMEformer),用于改进原油期货预测. DMEformer提高了预测准确性和稳定性,支持可持续能源发展.
科学领域:
- 能源经济学 能源经济学
- 计算金融是指计算金融.
- 机器学习 机器学习
背景情况:
- 原油期货预测对于可持续能源发展至关重要,但目前的模型在数据挖掘和稳定性方面存在局限性.
- 现有的模型往往无法充分解决经济因素的复杂性,数据分析稳定性不佳.
- 这需要先进的预测建模,以获得更可靠的能源市场洞察力.
研究的目的:
- 提出一种新的动态模型组合变压器 (DMEformer),用于增强原油期货预测.
- 解决现有模型在经济因素和预测稳定性数据挖掘方面的局限性.
- 提高原油期货预测的准确性和可靠性,以改善能源监管.
主要方法:
- 拟议的DMEformer使用三个不同的变压器变体作为基准模型,以确保多样性并减少预测差异.
- 非主导排序基因算法II (NSGA-II) 用于组合优化,平衡模型稳定性和准确性.
- 动态组合方案根据能源期货波动调整权重,提高模型可靠性.
主要成果:
- 动态组合方法提高了基模型性能16%,传统静态组合则提高了5%.
- DMEformer的表现优于其他20种模型,达到72.5%的准确率和2.8043%的平均绝对百分比误差 (MAPE).
- 实验结果验证了该模型在准确预测原油期货方面的能力.
结论:
- 在原油期货预测准确性和稳定性方面,DMEformer提供了显著的进步.
- 动态组合方法有效地适应市场波动,提供更可靠的预测.
- 准确的原油期货预测支持知情的能源监管,并促进可持续的能源发展.
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