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Improving forecasting accuracy of crude oil prices using decomposition ensemble model with reconstruction of IMFs based on ARIMA model
2018
Malaysian Journal of Fundamental and Applied Sciences
The accuracy of crude oil price forecasting is more important especially for economic development and is considered a lifeblood of the industry. Hence, in this paper, a decomposition-ensemble model with the reconstruction of intrinsic mode functions (IMFs) is proposed for forecasting the crude oil prices based on the well-known autoregressive moving average (ARIMA) model. Essentially, the reconstruction of IMFs enhanced the forecasting accuracy of the existing decomposition ensemble models. The
doi:10.11113/mjfas.v14n4.1013
fatcat:qkaox5psujcq3m3726ttdyhh54