Probabilistic oil price forecasting with a variational mode decomposition-gated recurrent unit model incorporating pinball loss

Prediction methods have garnered significant attention in intelligent decision-making. Most existing approaches to predicting crude oil prices prioritize accuracy and stability while providing precise prediction intervals that can offer valuable insights. Thus far, we introduced a novel hybrid model...

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Bibliographic Details
Main Authors: Zhesen Cui, Tian Li, Zhe Ding, Xi'an Li, Jinran Wu
Format: Article
Language:English
Published: KeAi Communications Co. Ltd. 2025-09-01
Series:Data Science and Management
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Online Access:http://www.sciencedirect.com/science/article/pii/S2666764924000547
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