A combination forecasting model based on hybrid interval multi-scale decomposition: Application to interval-valued carbon price forecasting

作者：

Highlights：

• The interval-valued carbon price forecasting model is proposed.

• A hybrid interval multi-scale decomposition method is developed.

• Combination strategies can capture the complex features of carbon prices.

• The proposed approach can improve the forecasting accuracy significantly.

摘要

•The interval-valued carbon price forecasting model is proposed.•A hybrid interval multi-scale decomposition method is developed.•Combination strategies can capture the complex features of carbon prices.•The proposed approach can improve the forecasting accuracy significantly.

论文关键词：Combination forecasting,Interval-valued carbon price,Hybrid interval multi-scale decomposition,SVR,LSTM

论文评审过程：Received 4 November 2020, Revised 11 November 2021, Accepted 19 November 2021, Available online 3 December 2021, Version of Record 10 December 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.116267