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Hodrick–Prescott filter-based hybrid ARIMA–SLFNs model with residual decomposition scheme for carbon price forecasting

Quande Qin, Zhaorong Huang, Zhihao Zhou, Yu Chen, Weigang Zhao

2022Applied Soft Computing77 citationsDOI

Topics & Concepts

ResidualComputer scienceCarbon priceAutoregressive integrated moving averageFilter (signal processing)IntegratorKernel (algebra)Hodrick–Prescott filterNonlinear systemLinear modelSeasonal adjustmentAlgorithmTime seriesArtificial intelligenceMachine learningMathematicsEconomicsClimate changeVariable (mathematics)Mathematical analysisBiologyKeynesian economicsQuantum mechanicsBandwidth (computing)Computer visionEcologyComputer networkCombinatoricsPhysicsBusiness cycleEnergy Load and Power ForecastingMarket Dynamics and VolatilityEnergy, Environment, Economic Growth
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