A multi-scale method for forecasting oil price with multi-factor search engine data
作者： Ling Tang , Chengyuan Zhang , Ling Li , Shouyang Wang , None
DOI: 10.1016/J.APENERGY.2019.114033
关键词:
摘要: With the boom in big data, a promising idea for using search engine data has emerged and improved international oil price prediction, a hot topic in the fields of energy system modelling and analysis. Since different search engine data drive the oil price in different ways at different timescales, a multi-scale forecasting methodology is proposed that carefully explores the multi-scale relationship between the oil price and multi-factor search engine data. In the proposed methodology, three major steps are involved:(1) a multi-factor data …
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