Publications by authors named "Andrew Vivian"

In this paper, we propose a novel hybrid model that extends prior work involving ensemble empirical mode decomposition (EEMD) by using fuzzy entropy and extreme learning machine (ELM) methods. We demonstrate this 3-stage model by applying it to forecast carbon futures prices which are characterized by chaos and complexity. First, we employ the EEMD method to decompose carbon futures prices into a couple of intrinsic mode functions (IMFs) and one residue.

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