Crude oil price analysis and forecasting based on variational mode decomposition and independent component analysis

Published 2017 View Full Article

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Title
Crude oil price analysis and forecasting based on variational mode decomposition and independent component analysis
Authors
Keywords
Crude oil price, Variational mode decomposition, Independent component analysis, Autoregressive integrated moving average
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 484, Issue -, Pages 412-427
Publisher
Elsevier BV
Online
2017-05-10
DOI
10.1016/j.physa.2017.04.160

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