一个基于深度学习的集成系统,用于布伦特和WTI原油价格分析和预测
1Department of Supply Chain and Business Technology Management, John Molson School of Business, Concordia University, Montreal, QC H3H 0A1, Canada.
Entropy (Basel, Switzerland)
|November 26, 2025
概括
本研究介绍了用于原油价格预测的先进整体系统,其性能优于单个深度学习模型和传统方法. 提高精度有助于能源政策和投资战略.
科学领域:
- 能源经济学 能源经济学
- 计算金融是指计算金融.
- 数据科学数据科学数据科学
背景情况:
- 准确的原油价格预测对于能源管理和投资至关重要.
- 深度学习模型在提高预测准确度方面表现出有希望.
研究的目的:
- 设计和评估一套对原油价格的整体预测系统.
- 将整体系统的性能与个别深度学习模型和基线整体方法进行比较.
主要方法:
- 使用卷积神经网络 (CNN),长短期记忆网络 (LSTM),双向LSTM (BiLSTM),封闭循环单元 (GRU),双向GRU (BiGRU) 和深度前神经网络 (DFFNN) 作为个人预测器.
- 采用贝叶斯优化 (BO) 来微调模型参数.
- 应用了顺序最小方程编程 (SLSQP) 来对集体阶段的预测进行加权.
- 作为基线模型,实施了极端梯度增强 (XGBoost) 和随机森林 (RT).
主要成果:
- 拟议的整体系统的表现明显优于个别的深度学习模型 (CNN,LSTM,BiLSTM,GRU,BiGRU,DFFNN).
- 与基线XGBoost和RT模型相比,整体系统也表现出更高的性能.
- 这些发现强调了拟议的整体方法在原油价格预测中的有效性.
结论:
- 开发的整体系统为原油价格预测提供了更准确的方法.
- 这种改进的预测能力可以为能源政策,市场供应管理和投资策略提供信息.
- 该研究提供了一个强大的工具,用于导航能源市场的波动性.
相关概念视频
01:07Residual Plots
6.0K
A residual plot is a statistical representation of data used to analyze correlation and regression results. It helps verify the requirements for drawing specific conclusions about correlation and regression. To obtain the residual plot, first, the residual for each data value is calculated, which is simply the vertical distance between the observed and the predicted value obtained from the regression equation.
When the residual values are plotted against the variable x, it is called a residual...
When the residual values are plotted against the variable x, it is called a residual...
6.0K
01:03Prediction Intervals
3.1K
The interval estimate of any variable is known as the prediction interval. It helps decide if a point estimate is dependable.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
3.1K
01:22Multi-input and Multi-variable systems
376
Cruise control systems in cars are designed as multi-input systems to maintain a driver's desired speed while compensating for external disturbances such as changes in terrain. The block diagram for a cruise control system typically includes two main inputs: the desired speed set by the driver and any external disturbances, such as the incline of the road. By adjusting the engine throttle, the system maintains the vehicle's speed as close to the desired value as possible.
In the absence of...
In the absence of...
376
02:24Predicting Reaction Outcomes
9.9K
Kinetics describes the rate and path by which a reaction occurs. In contrast, thermodynamics deals with state functions and describes the properties, behavior, and components of a system. It is not concerned with the path taken by the process and cannot address the rate at which a reaction occurs. Although it does provide information about what can happen during a reaction process, it does not describe the detailed steps of what appears on an atomic or a molecular level. On the other hand,...
9.9K
01:30Classification of Signals
1.3K
In signal processing, signals are classified based on various characteristics: continuous-time versus discrete-time, periodic versus aperiodic, analog versus digital, and causal versus noncausal. Each category highlights distinct properties crucial for understanding and manipulating signals.
A continuous-time signal holds a value at every instant in time, representing information seamlessly. In contrast, a discrete-time signal holds values only at specific moments, often denoted as x(n), where...
A continuous-time signal holds a value at every instant in time, representing information seamlessly. In contrast, a discrete-time signal holds values only at specific moments, often denoted as x(n), where...
1.3K
01:11Regression Analysis
7.8K
Regression analysis is a statistical tool that describes a mathematical relationship between a dependent variable and one or more independent variables.
In regression analysis, a regression equation is determined based on the line of best fit– a line that best fits the data points plotted in a graph. This line is also called the regression line. The algebraic equation for the regression line is called the regression equation. It is represented as:
In regression analysis, a regression equation is determined based on the line of best fit– a line that best fits the data points plotted in a graph. This line is also called the regression line. The algebraic equation for the regression line is called the regression equation. It is represented as:
7.8K