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A “parallel” combined Transformer-CNN model using secondary decomposition for crude oil forecasting

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成果类型:
期刊论文
作者:
Zhifeng Dai*;Huali Huang;Qinnan Jiang;Yaling Chen
通讯作者:
Zhifeng Dai
作者机构:
[Huali Huang; Qinnan Jiang] College of Mathematics and Statistics, Changsha University of Science and Technology, Hunan, China
Beijing Huairou Laboratory, Bejing, 101499, Peoples R China
[Yaling Chen] School of Humanity and Management, Hunan University of Chinese Medicine, Changsha, Hunan, China
State Key Laboratory of Disaster Prevention & Reduction for Power Grid, Changsha University of Science & Technology, Changsha 410114, China
[Zhifeng Dai] College of Mathematics and Statistics, Changsha University of Science and Technology, Hunan, China<&wdkj&>Beijing Huairou Laboratory, Bejing, 101499, Peoples R China<&wdkj&>State Key Laboratory of Disaster Prevention & Reduction for Power Grid, Changsha University of Science & Technology, Changsha 410114, China
通讯机构:
[Zhifeng Dai] C
College of Mathematics and Statistics, Changsha University of Science and Technology, Hunan, China<&wdkj&>Beijing Huairou Laboratory, Bejing, 101499, Peoples R China<&wdkj&>State Key Laboratory of Disaster Prevention & Reduction for Power Grid, Changsha University of Science & Technology, Changsha 410114, China
语种:
英文
期刊:
Expert Systems with Applications
ISSN:
0957-4174
年:
2026
卷:
299
页码:
129968
机构署名:
本校为第一且通讯机构
院系归属:
数学与统计学院
摘要:
In order to better apply the advantages of deep learning models in crude oil price prediction, this paper proposes a novel deep learning combined model. It has a “decomposition and construction, dual-model parallel feature and extraction fully connected fusion” architecture, which combines the Transformer model with self-attention mechanism, the convolutional neural network (CNN) with local feature extraction in “parallel” and a fully connected neural network (FCN) to realize feature fusion. Firstly, the original price sequence is decompose...

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