DocumentCode
2637058
Title
An AI-Agent-Based Trapezoidal Fuzzy Ensemble Forecasting Model for Crude Oil Price Prediction
Author
Yu, Lean ; Wang, Shouyang ; Wen, Bo ; Lai, Kin Keung
Author_Institution
Bo Wen Inst. of Syst. Sci., Acad. of Math. & Syst. Sci., Beijing
fYear
2008
fDate
18-20 June 2008
Firstpage
327
Lastpage
327
Abstract
In this study, a Al-agent-based trapezoidal fuzzy ensemble forecasting model is proposed for crude oil price prediction. In the proposed ensemble model, some single AI models are first used as predictors for crude oil price prediction. Then these single prediction results produced by the single Al-based predictors are fuzzified into some fuzzy prediction representations. Subsequently, these fuzzified representations are fused into a fuzzy consensus, i.e., aggregated fuzzy prediction. Finally, the aggregated prediction is defuzzified into a crisp value as the final prediction results. For testing purposes, two typical crude oil price prediction experiments are presented.
Keywords
artificial intelligence; crude oil; forecasting theory; fuzzy set theory; prediction theory; pricing; artificial intelligent agent; crude oil price prediction; fuzzy prediction representations; trapezoidal fuzzy ensemble forecasting model; Artificial intelligence; Artificial neural networks; Demand forecasting; Econometrics; Economic forecasting; Fuzzy systems; Mathematical model; Petroleum; Predictive models; Support vector machines;
fLanguage
English
Publisher
ieee
Conference_Titel
Innovative Computing Information and Control, 2008. ICICIC '08. 3rd International Conference on
Conference_Location
Dalian, Liaoning
Print_ISBN
978-0-7695-3161-8
Electronic_ISBN
978-0-7695-3161-8
Type
conf
DOI
10.1109/ICICIC.2008.129
Filename
4603516
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