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Compumetric Forecasting of Crude Oil Prices
| Content Provider | Semantic Scholar |
|---|---|
| Author | Kaboudan, Mak A. |
| Copyright Year | 2001 |
| Abstract | This paper contains short term monthly forecasts of crude oil prices using compumetric methods. Compumetric forecasting methods are ones that use computers to identify the underlying model that produces the forecast. Typically, forecasting models are designed or specified by humans rather than machines. Compumetric methods are applied to determine whether models they provide produce reliable forecasts. Forecasts produced by two compumetric methods – genetic programming and artificial neural networks – are compared and evaluated relative to a random walk type of prediction. The results suggest that genetic programming has advantage over random walk predictions while the neural network forecast proved inferior. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://dynamics.org/~altenber/UH_ICS/EC_REFS/GP_REFS/IEEE/CEC2001/SS13_4.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Artificial neural network Computer Computers Genetic Programming Petroleum Projections and Predictions |
| Content Type | Text |
| Resource Type | Article |
