A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series

Title
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
Authors
Keywords
Crude oil, Fractality, Volatility, Feature selection, Multi-objective particle swarm optimization (MOPSO), Support vector regression (SVR)
Journal
ENERGY
Volume 212, Issue -, Pages 118750
Publisher
Elsevier BV
Online
2020-08-30
DOI
10.1016/j.energy.2020.118750

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