Crude oil price prediction is a challenging task in oil producing countries.Its price is among the most complex and tough to model because fluctuations of price of crude oil are highly irregular,nonlinear and varies d...Crude oil price prediction is a challenging task in oil producing countries.Its price is among the most complex and tough to model because fluctuations of price of crude oil are highly irregular,nonlinear and varies dynamically with high uncertainty.This paper proposed a hybrid model for crude oil price prediction that uses the complex network analysis and long short-term memory(LSTM)of the deep learning algorithms.The complex network analysis tool called the visibility graph is used to map the dataset on a network and K-core centrality was employed to extract the non-linearity features of crude oil and reconstruct the dataset.The complex network analysis is carried out in order to preprocess the original data to extract the non-linearity features and to reconstruct the data.Thereafter,LSTM was employed to model the reconstructed data.To verify the result,we compared the empirical results with other research in the literature.The experiments show that the proposed model has higher accuracy,and is more robust and reliable.展开更多
文摘Crude oil price prediction is a challenging task in oil producing countries.Its price is among the most complex and tough to model because fluctuations of price of crude oil are highly irregular,nonlinear and varies dynamically with high uncertainty.This paper proposed a hybrid model for crude oil price prediction that uses the complex network analysis and long short-term memory(LSTM)of the deep learning algorithms.The complex network analysis tool called the visibility graph is used to map the dataset on a network and K-core centrality was employed to extract the non-linearity features of crude oil and reconstruct the dataset.The complex network analysis is carried out in order to preprocess the original data to extract the non-linearity features and to reconstruct the data.Thereafter,LSTM was employed to model the reconstructed data.To verify the result,we compared the empirical results with other research in the literature.The experiments show that the proposed model has higher accuracy,and is more robust and reliable.
