Multifractal-Aware Convolutional Attention Synergistic Network for Carbon Market Price Forecasting
Accurate carbon market price prediction is crucial for promoting a low-carbon economy and sustainable engineering. Traditional models often face challenges in effectively capturing the multifractality inherent in carbon market prices. Inspired by the self-similarity and scale invariance inherent in...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-07-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/9/7/449 |
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| Summary: | Accurate carbon market price prediction is crucial for promoting a low-carbon economy and sustainable engineering. Traditional models often face challenges in effectively capturing the multifractality inherent in carbon market prices. Inspired by the self-similarity and scale invariance inherent in fractal structures, this study proposes a novel multifractal-aware model, MF-Transformer-DEC, for carbon market price prediction. The multi-scale convolution (MSC) module employs multi-layer dilated convolutions constrained by shared convolution kernel weights to construct a scale-invariant convolutional network. By projecting and reconstructing time series data within a multi-scale fractal space, MSC enhances the model’s ability to adapt to complex nonlinear fluctuations while significantly suppressing noise interference. The fractal attention (FA) module calculates similarity matrices within a multi-scale feature space through multi-head attention, adaptively integrating multifractal market dynamics and implicit associations. The dynamic error correction (DEC) module models error commonality through variational autoencoder (VAE), and uncertainty-guided dynamic weighting achieves robust error correction. The proposed model achieved an average R<sup>2</sup> of 0.9777 and 0.9942 for 7-step ahead predictions on the Shanghai and Guangdong carbon price datasets, respectively. This study pioneers the interdisciplinary integration of fractal theory and artificial intelligence methods for complex engineering analysis, enhancing the accuracy of carbon market price prediction. The proposed technical pathway of “multi-scale deconstruction and similarity mining” offers a valuable reference for AI-driven fractal modeling. |
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| ISSN: | 2504-3110 |