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Prediction of World Crude Oil Price with the Method of Missing Data

2011· article· en· W1662638027 on OpenAlexvenueno aff
Xiaotong Li, Shaohui Sun, Taohua Liu

Bibliographic record

VenueAdvances in natural science/Advances in natural sciences · 2011
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsMissing dataCrude oilSeries (stratigraphy)Time seriesValue (mathematics)EconometricsOil priceData miningComputer scienceStatisticsEconomicsMathematicsEngineeringPetroleum engineeringGeology

Abstract

fetched live from OpenAlex

As the fluctuation of oil price plays an important role in global political and economic situation, forecasting the price of oil is significant. In this paper, we analyze the data of the world crude oil price using ideas of treating with the missing data, i.e. we take the predictor as missing data and use the EM algorithm to establish time series model. We give the predictive values of weekly world crude oil price of January and February in 2011 using the data of 2009 and 2010. Meanwhile, we found that the method based on missing data is more effective than normal time series method by comparing the predictive value with reality data. In addition, this method is also applicable to the case that historical observations have missing data. Key words: World Crude Oil Price; Forecast; Missing Data; EM Algorithm; Time Series

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.012
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScience and technology studies, Open science
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.932
Threshold uncertainty score0.997

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0120.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.017
Science and technology studies0.0010.007
Scholarly communication0.0000.008
Open science0.0080.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.132
GPT teacher head0.437
Teacher spread0.305 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designOther design
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2011
Admission routes1
Has abstractyes

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