An ensemble approach based on transformation functions for natural gas price forecasting considering optimal time delays.

ABSTRACT: Natural gas, known as the cleanest fossil fuel, plays a vital role in the economies of producing and consuming countries. Understanding and tracking the drivers of natural gas prices are of significant interest to the many economic sectors. Hence, accurately forecasting the price is very important not only for providing an effective factor for implementing energy policy but also for playing an extremely significant role in government strategic planning. The purpose of this study is to provide an approach to forecast the natural gas price. First, optimal time delays are identified by a new approach based on the Euclidean Distance between input and target vectors. Then, wavelet decomposition has been implemented to reduce noise. Moreover, fuzzy transform with different membership functions h

SUBMITTER: Saghi F 

PROVIDER: S-EPMC8049131 | biostudies-literature | 2021

REPOSITORIES: biostudies-literature