A Combined Prediction Model for Hog Futures Prices Based on WOA-LightGBM-CEEMDAN. (27th February 2022)
- Record Type:
- Journal Article
- Title:
- A Combined Prediction Model for Hog Futures Prices Based on WOA-LightGBM-CEEMDAN. (27th February 2022)
- Main Title:
- A Combined Prediction Model for Hog Futures Prices Based on WOA-LightGBM-CEEMDAN
- Authors:
- Wang, Xiang
Gao, Shen
Guo, Yibin
Zhou, Shiyu
Duan, Yonghui
Wu, Daqing - Other Names:
- Cai Ning Academic Editor.
- Abstract:
- Abstract : An integrated hog futures price forecasting model based on whale optimization algorithm (WOA), LightGBM, and Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) is proposed to overcome the limitations of a single machine learning model with low prediction accuracy and insufficient model stability. The simulation process begins with a grey correlation analysis of the hog futures price index system in order to identify influencing factors; after that, the WOA-LightGBM model is developed, and the WOA algorithm is used to optimize the LightGBM model parameters; and, finally, the residual sequence is decomposed and corrected by using the CEEMDAN method to build a combined WOA-LightGBM-CEEMDAN model. Furthermore, it is used for comparison experiments to check the validity of the model by using data from CSI 300 stock index futures. Based on all experimental results, the proposed combined model shows the highest prediction accuracy, surpassing the comparative model. The model proposed in this study is accurate enough to meet the forecasting accuracy requirements and provides an effective method for forecasting future prices.
- Is Part Of:
- Complexity. Volume 2022(2022)
- Journal:
- Complexity
- Issue:
- Volume 2022(2022)
- Issue Display:
- Volume 2022, Issue 2022 (2022)
- Year:
- 2022
- Volume:
- 2022
- Issue:
- 2022
- Issue Sort Value:
- 2022-2022-2022-0000
- Page Start:
- Page End:
- Publication Date:
- 2022-02-27
- Subjects:
- Chaotic behavior in systems -- Periodicals
Complexity (Philosophy) -- Periodicals
003 - Journal URLs:
- https://onlinelibrary.wiley.com/journal/10990526 ↗
http://onlinelibrary.wiley.com/ ↗
https://www.hindawi.com/journals/complexity/ ↗ - DOI:
- 10.1155/2022/3216036 ↗
- Languages:
- English
- ISSNs:
- 1076-2787
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3364.585500
British Library HMNTS - ELD Digital store - Ingest File:
- 21157.xml