Hybrid soft computing methods for prediction of oil prices

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F15%3A86097024" target="_blank" >RIV/61989100:27240/15:86097024 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27740/15:86097024
Result on the web
<a href="http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=7007995" target="_blank" >http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=7007995</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/SOCPAR.2014.7007995" target="_blank" >10.1109/SOCPAR.2014.7007995</a>

Result language
angličtina
Original language name
Hybrid soft computing methods for prediction of oil prices
Original language description
This paper aims to provide combination of multiple prediction models using different strategies including ensemble selection, voting, stacking and multi-schemes to design a model capable of predicting oil prices accurately. Daily data from 1999 to 2012 with 14 variables were used, which were further divided into 10 sub-datasets according to various attribute selection methods. Four groups of training and testing were examined. Experimental results conclude that performance of the combination model worksbetter than author's previous work and ensemble selection outperforms other combination methods. (C) 2014 IEEE.
Czech name
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Czech description
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Project
<a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
6th International Conference on Soft Computing and Pattern Recognition, SoCPaR 2014
ISBN
978-1-4799-5934-1
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
140-144
Publisher name
IEEE
Place of publication
New York
Event location
Tunis
Event date
Aug 11, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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