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Record W2373687613

Application of varying-coefficient regression model in international oil price forecasting

2014· article· en· W2373687613 on OpenAlexaboutno aff
Yaquan Wang

Bibliographic record

VenueJournal of Fuyang Teachers College · 2014
Typearticle
Languageen
FieldChemistry
TopicPetroleum Processing and Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsEconometricsStatisticsQuarter (Canadian coin)Oil priceRegression analysisLinear regressionCoefficient of determinationLogarithmGoodness of fitWest Texas IntermediateVariablesMathematicsEconomicsGeographyVolatility (finance)
DOInot available

Abstract

fetched live from OpenAlex

Utilizing logarithms for indirect factor variables that influence the oil price,the study built a varying-coefficient regression model of no seasonal and existing seasonal dummy variables.And then the models were used to forecast,compare and analyze the spot price sequence of West Texas intermediate(WTI) crude oil from the first quarter of 2001 to the first quarter of 2012.The result showed that the model of no seasonal and dummy variable can more efficiently forecast oil price sequence and its forecast effect is better than that of the direct factor variables.Finally,the counting of the goodness-of-fit coefficient proved that we have chosen the right influential factors to forecast the oil price.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.768
Threshold uncertainty score0.338

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
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 head0.017
GPT teacher head0.259
Teacher spread0.242 · 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.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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

Citations0
Published2014
Admission routes1
Has abstractyes

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