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Ensemble of Adaptive Neuro-Fuzzy Inference System Using Particle Swarm Optimization for Prediction of Crude Oil Prices

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F14%3A86095767" target="_blank" >RIV/61989100:27240/14:86095767 - isvavai.cz</a>

  • Alternative codes found

    RIV/61989100:27740/14:86095767

  • Result on the web

    <a href="http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7086187" target="_blank" >http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7086187</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1109/HIS.2014.7086187" target="_blank" >10.1109/HIS.2014.7086187</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Ensemble of Adaptive Neuro-Fuzzy Inference System Using Particle Swarm Optimization for Prediction of Crude Oil Prices

  • Original language description

    Oil is the lifeblood of the global economy. Recently, oil prices have witnessed fluctuations and the prediction of oil prices has become a challenge for researchers. The aim of this research is to design a model that is able to predict the prices of crude oil with good accuracy. We used the daily data from 1999 to 2012 with 14 input factors to predict the price of West Texas Intermediate (WTI), which is a well-known benchmark. We propose an ensemble of Adaptive Neuro-Fuzzy Inference System using a Particle Swarm Optimization algorithm for oil price prediction and the empirical results illustrate high performance and accurate results.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    R - Projekt Ramcoveho programu EK

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    2014 14th International Conference on Hybrid Intelligent Systems, HIS 2014

  • ISBN

    978-1-4799-7633-1

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    141 - 146

  • Publisher name

    IEEE

  • Place of publication

    New York

  • Event location

    Kuvajt

  • Event date

    Dec 14, 2014

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article