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  • Open Access


    A Model Average Algorithm for Housing Price Forecast with Evaluation Interpretation

    Jintao Fu1, Yong Zhou1,*, Qian Qiu2, Guangwei Xu3, Neng Wan3

    Journal of Quantum Computing, Vol.4, No.3, pp. 147-163, 2022, DOI:10.32604/jqc.2022.038358

    Abstract In the field of computer research, the increase of data in result of societal progress has been remarkable, and the management of this data and the analysis of linked businesses have grown in popularity. There are numerous practical uses for the capability to extract key characteristics from secondary property data and utilize these characteristics to forecast home prices. Using regression methods in machine learning to segment the data set, examine the major factors affecting it, and forecast home prices is the most popular method for examining pricing information. It is challenging to generate precise forecasts since many of the regression… More >

  • Open Access


    Energy Price Forecasting Through Novel Fuzzy Type-1 Membership Functions

    Muhammad Hamza Azam1, Mohd Hilmi Hasan1,*, Azlinda A Malik2, Saima Hassan3, Said Jadid Abdulkadir1

    CMC-Computers, Materials & Continua, Vol.73, No.1, pp. 1799-1815, 2022, DOI:10.32604/cmc.2022.028292

    Abstract Electricity price forecasting is a subset of energy and power forecasting that focuses on projecting commercial electricity market present and future prices. Electricity price forecasting have been a critical input to energy corporations’ strategic decision-making systems over the last 15 years. Many strategies have been utilized for price forecasting in the past, however Artificial Intelligence Techniques (Fuzzy Logic and ANN) have proven to be more efficient than traditional techniques (Regression and Time Series). Fuzzy logic is an approach that uses membership functions (MF) and fuzzy inference model to forecast future electricity prices. Fuzzy c-means (FCM) is one of the popular… More >

  • Open Access


    Week Ahead Electricity Power and Price Forecasting Using Improved DenseNet-121 Method

    Muhammad Irfan1, Ali Raza2,*, Faisal Althobiani3, Nasir Ayub4,5, Muhammad Idrees6, Zain Ali7, Kashif Rizwan4, Abdullah Saeed Alwadie1, Saleh Mohammed Ghonaim3, Hesham Abdushkour3, Saifur Rahman1, Omar Alshorman1, Samar Alqhtani8

    CMC-Computers, Materials & Continua, Vol.72, No.3, pp. 4249-4265, 2022, DOI:10.32604/cmc.2022.025863

    Abstract In the Smart Grid (SG) residential environment, consumers change their power consumption routine according to the price and incentives announced by the utility, which causes the prices to deviate from the initial pattern. Thereby, electricity demand and price forecasting play a significant role and can help in terms of reliability and sustainability. Due to the massive amount of data, big data analytics for forecasting becomes a hot topic in the SG domain. In this paper, the changing and non-linearity of consumer consumption pattern complex data is taken as input. To minimize the computational cost and complexity of the data, the… More >

  • Open Access


    Optimized Gated Recurrent Unit for Mid-Term Electricity Price Forecasting

    Rashed Iqbal1, Hazlie Mokhlis1, Anis Salwa Mohd Khairuddin1,*, Syafiqah Ismail1, Munir Azam Muhammad2

    Computer Systems Science and Engineering, Vol.43, No.2, pp. 817-832, 2022, DOI:10.32604/csse.2022.023617

    Abstract Electricity price forecasting (EPF) is important for energy system operations and management which include strategic bidding, generation scheduling, optimum storage reserves scheduling and systems analysis. Moreover, accurate EPF is crucial for the purpose of bidding strategies and minimizing the risk for market participants in the competitive electricity market. Nevertheless, accurate time-series prediction of electricity price is very challenging due to complex nonlinearity in the trend of electricity price. This work proposes a mid-term forecasting model based on the demand and price data, renewable and non-renewable energy supplies, the seasonality and peak and off-peak hours of working and non-working days. An… More >

  • Open Access


    On Mixed Model for Improvement in Stock Price Forecasting

    Qunhui Zhang1, Mengzhe Lu3,4, Liang Dai2,*

    Computer Systems Science and Engineering, Vol.41, No.2, pp. 795-809, 2022, DOI:10.32604/csse.2022.019987

    Abstract Stock market trading is an activity in which investors need fast and accurate information to make effective decisions. But the fact is that forecasting stock prices by using various models has been suffering from low accuracy, slow convergence, and complex parameters. This study aims to employ a mixed model to improve the accuracy of stock price prediction. We present how to use a random walk based on jump-diffusion, to obtain stock predictions with a good-fitting degree by adjusting different parameters. Aimed at getting better parameters and then using the time series model to predict the data, we employed the time… More >

  • Open Access


    Stock-Price Forecasting Based on XGBoost and LSTM

    Pham Hoang Vuong1, Trinh Tan Dat1, Tieu Khoi Mai1, Pham Hoang Uyen2, Pham The Bao1,*

    Computer Systems Science and Engineering, Vol.40, No.1, pp. 237-246, 2022, DOI:10.32604/csse.2022.017685

    Abstract Using time-series data analysis for stock-price forecasting (SPF) is complex and challenging because many factors can influence stock prices (e.g., inflation, seasonality, economic policy, societal behaviors). Such factors can be analyzed over time for SPF. Machine learning and deep learning have been shown to obtain better forecasts of stock prices than traditional approaches. This study, therefore, proposed a method to enhance the performance of an SPF system based on advanced machine learning and deep learning approaches. First, we applied extreme gradient boosting as a feature-selection technique to extract important features from high-dimensional time-series data and remove redundant features. Then, we… More >

  • Open Access


    Improving Stock Price Forecasting Using a Large Volume of News Headline Text

    Daxing Zhang1,*, Erguan Cai2

    CMC-Computers, Materials & Continua, Vol.69, No.3, pp. 3931-3943, 2021, DOI:10.32604/cmc.2021.012302

    Abstract Previous research in the area of using deep learning algorithms to forecast stock prices was focused on news headlines, company reports, and a mix of daily stock fundamentals, but few studies achieved excellent results. This study uses a convolutional neural network (CNN) to predict stock prices by considering a great amount of data, consisting of financial news headlines. We call our model N-CNN to distinguish it from a CNN. The main concept is to narrow the diversity of specific stock prices as they are impacted by news headlines, then horizontally expand the news headline data to a higher level for… More >

  • Open Access


    Short-Term Stock Price Forecasting Based on an SVD-LSTM Model

    Mei Sun1, Qingtao Li2, Peiguang Lin2,*

    Intelligent Automation & Soft Computing, Vol.28, No.2, pp. 369-378, 2021, DOI:10.32604/iasc.2021.014962

    Abstract Stocks are the key components of most investment portfolios. The accurate forecasting of stock prices can help investors and investment brokerage firms make profits or reduce losses. However, stock forecasting is complex because of the intrinsic features of stock data, such as nonlinearity, long-term dependency, and volatility. Moreover, stock prices are affected by multiple factors. Various studies in this field have proposed ways to improve prediction accuracy. However, not all of the proposed features are valid, and there is often noise in the features—such as political, economic, and legal factors—which can lead to poor prediction results. To overcome such limitations,… More >

  • Open Access


    Stock Price Forecasting: An Echo State Network Approach

    Guang Sun1, Jingjing Lin1,*, Chen Yang1, Xiangyang Yin1, Ziyu Li1, Peng Guo1,2, Junqi Sun3, Xiaoping Fan1, Bin Pan1

    Computer Systems Science and Engineering, Vol.36, No.3, pp. 509-520, 2021, DOI:10.32604/csse.2021.014189

    Abstract Forecasting stock prices using deep learning models suffers from problems such as low accuracy, slow convergence, and complex network structures. This study developed an echo state network (ESN) model to mitigate such problems. We compared our ESN with a long short-term memory (LSTM) network by forecasting the stock data of Kweichow Moutai, a leading enterprise in China’s liquor industry. By analyzing data for 120, 240, and 300 days, we generated forecast data for the next 40, 80, and 100 days, respectively, using both ESN and LSTM. In terms of accuracy, ESN had the unique advantage of capturing nonlinear data. Mean… More >

  • Open Access


    An Advanced Approach for Improving the Prediction Accuracy of Natural Gas Price

    Quanjia Zuo1, Fanyi Meng1,*, Yang Bai2

    Energy Engineering, Vol.118, No.2, pp. 303-322, 2021, DOI:10.32604/EE.2021.013239

    Abstract As one of the most important commodity futures, the price forecasting of natural gas futures is of great significance for hedging and risk aversion. This paper mainly focuses on natural gas futures pricing which considers seasonality fluctuations. In order to study this issue, we propose a modified approach called six-factor model, in which the influence of seasonal fluctuations are eliminated in every random factor. Using Monte Carlo method, we first assess and comparative analyze the fitting ability of three-factor model and six-factor model for the out of sample data. It is found that six-factor model has better performance than three-factor… More >

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