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- W4317906235 abstract "The oil industries are an important part of a country’s economy. The crude oil’s price is influenced by a wide range of variables. Therefore, how accurately can countries predict its behavior and what predictors to employ are two main questions. In this view, we propose utilizing deep learning and ensemble learning techniques to boost crude oil’s price forecasting performance. The suggested method is based on a deep learning snapshot ensemble method of the Transformer model. To examine the superiority of the proposed model, this paper compares the proposed deep learning ensemble model against different machine learning and statistical models for daily Organization of the Petroleum Exporting Countries (OPEC) oil price forecasting. Experimental results demonstrated the outperformance of the proposed method over statistical and machine learning methods. More precisely, the proposed snapshot ensemble of Transformer method achieved relative improvement in the forecasting performance compared to autoregressive integrated moving average ARIMA (1,1,1), ARIMA (0,1,1), autoregressive moving average (ARMA) (0,1), vector autoregression (VAR), random walk (RW), support vector machine (SVM), and random forests (RF) models by 99.94%, 99.62%, 99.87%, 99.65%, 7.55%, 98.38%, and 99.35%, respectively, according to mean square error metric." @default.
- W4317906235 created "2023-01-25" @default.
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- W4317906235 date "2023-01-01" @default.
- W4317906235 modified "2023-09-26" @default.
- W4317906235 title "A Deep Learning Ensemble Method for Forecasting Daily Crude Oil Price Based on Snapshot Ensemble of Transformer Model" @default.
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- W4317906235 doi "https://doi.org/10.32604/csse.2023.035255" @default.
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