基于多频组合模型的碳价格动态预测
Yonghui Duan1, Yingying Fan1, Xiang Wang2
1School of Civil Engineering, Henan University of Technology, Zhengzhou City, Henan Province, China.
PeerJ. Computer science
|June 26, 2025
概括
这项研究引入了一种新的混合模型,用于准确预测碳价格,大大提高了中国的准确性和稳定性.
科学领域:
- 环境经济学和环境政策
- 气候变化建模模型
- 机器学习应用 机器学习应用
背景情况:
- 中国在全球气候治理中的关键作用需要为其正在发展的碳市场准确预测碳价格.
- 现有的单一机器学习模型在碳价格预测的预测准确性和稳定性方面存在局限性.
- 需要强大的模型来支持中国的碳排放交易计划至关重要.
研究的目的:
- 开发一个优越的碳价格预测模型,解决准确性和稳定性问题.
- 提高中国碳排放交易市场的预测性能.
- 为监管碳价格和促进市场发展提供可靠的工具.
主要方法:
- 从15个指标中使用自适应式最小绝对收缩和选择操作员 (Lasso) 进行特征选择.
- 通过猎优化算法 (COA) 优化极端梯度提升 (XGBoost) 参数,形成COA-XGBoost模型.
- 使用完整集体实证模式分解与自适应噪声 (CEEMDAM) 来纠错残留物的分解和重建,创建了拉索-COA-XGBoost-CEEMDAN模型.
- 在湖北和广州市场实施一个可滚动的时间窗口,以实时调整市场.
主要成果:
- 拟议的拉索-COA-XGBoost-CEEMDAN模型显示,对湖北的碳价格的预测准确度有了显著的改进.
- 关键指标显示显著改善:与基线XGBoost模型相比,RMSE提高了99.9987%,MAE提高了99.9039%,MAPE提高了99.9960%,R2提高了0.2004%.
- 混合模型的有效性在多个实验场景和市场中得到了验证.
结论:
- 集成的Lasso-COA-XGBoost-CEEMDAN模型为碳价格预测提供了一个高度准确和稳定的解决方案.
- 这种混合方法有效地解决了动态碳市场中单一机器学习模型的局限性.
- 该研究为未来的碳价格预测研究和应用提供了有价值和有效的实验方法.
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