Probabilistic oil price forecasting with a variational mode decomposition-gated recurrent unit model incorporating pinball lossOA
Probabilistic oil price forecasting with a variational mode decomposition-gated recurrent unit model incorporating pinball loss
Zhesen Cui;Tian Li;Zhe Ding;Xi'an Li;Jinran Wu
Department of Computer Science,Changzhi University,Changzhi,Shanxi,046011,ChinaThe Faculty of Engineering,Architecture and Information Technology,The University of Queensland,St Lucia,4072,AustraliaSchool of Cyberspace Security,Beijing University of Posts and Telecommunications,Beijing,100876,ChinaCeyear Technologies Co.,Ltd,Qingdao,Shandong,266555,ChinaSchool of Mathematics and Physics,The University of Queensland,St Lucia,4067,Australia
Time-series forecastingQuantile approachDecomposition methodDeep learning
Time-series forecastingQuantile approachDecomposition methodDeep learning
《数据科学与管理（英文）》 2025 (3)
237-247,11
This research was supported by the"Chunhui"Program Collaborative Scientific Research Project(Grant No.202202004),Fundamental Research Program of Shanxi Province(Grant No.202303021222271),Scientific and Technological Innovation Programs of Higher Education Institutions in Shanxi,PR China(Grant No.2022L517).
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