气候变化领域集成服务门户(CCPortal): Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron

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DOI	10.1016/j.physa.2024.129543
	Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron
发表日期	2024
ISSN	0378-4371
EISSN	1873-2119
起始页码	636
卷号	636
英文摘要	Low -carbon development is an inevitable choice under global climate change, and carbon markets have emerged accordingly. Carbon price forecasting is a crucial aspect of research on carbonreduction strategies. Traditional forecasting methods are mostly focused on point -valued time series and contain limited information, which causes point forecasting to lose volatility information. Such limitations highlight the importance of proposing a precise interval -valued time series prediction system. To address this issue, we propose a carbon price interval forecasting framework based on a probability density recurrence network and interval multi -layer perceptron (MLPI) from the perspective of uncertainty in the presence of carbon price fluctuations. First, we convert the original data into a probability density sequence using kernel density estimation and then build the network. To extract valid information and exclude abnormal data in the carbon price sample data, we clean the data using network topology and link prediction theory; then, the MLPI model is used for interval forecasting. To verify the forecasting performance of this method, we conduct an empirical analysis using real interval -valued carbon futures price data from the EU carbon market and compare its forecasting precision with other models under the same conditions. The results show that the proposed carbon price interval prediction framework is superior to traditional methods in terms of forecasting precision.
英文关键词	Carbon price; Interval forecast; Probability density recurrence network; Interval multi-layer perceptron
语种	英语
WOS研究方向	Physics
WOS类目	Physics, Multidisciplinary
WOS记录号	WOS:001175933000001
来源期刊	PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
文献类型	期刊论文
条目标识符	http://gcip.llas.ac.cn/handle/2XKMVOVA/296398
作者单位	Nanjing Normal University; Nanjing Normal University
推荐引用方式 GB/T 7714	. Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron[J],2024,636.
APA	(2024).Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,636.
MLA	"Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 636(2024).

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