{"id":"https://openalex.org/W7160911368","doi":"https://doi.org/10.18196/jrc.v6i5.26609","title":"An Explainable CNN\u2013LSTM Framework for Monthly Crude Oil Price Forecasting Using WTI Time Series Data","display_name":"An Explainable CNN\u2013LSTM Framework for Monthly Crude Oil Price Forecasting Using WTI Time Series Data","publication_year":2025,"publication_date":"2025-08-13","ids":{"openalex":"https://openalex.org/W7160911368","doi":"https://doi.org/10.18196/jrc.v6i5.26609"},"language":"en","primary_location":{"id":"doi:10.18196/jrc.v6i5.26609","doi":"https://doi.org/10.18196/jrc.v6i5.26609","is_oa":true,"landing_page_url":"https://doi.org/10.18196/jrc.v6i5.26609","pdf_url":null,"source":{"id":"https://openalex.org/S4210207561","display_name":"Journal of Robotics and Control (JRC)","issn_l":"2715-5056","issn":["2715-5056","2715-5072"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4310315188","host_organization_name":"Muhammadiyah University of Yogyakarta","host_organization_lineage":["https://openalex.org/P4310315188"],"host_organization_lineage_names":["Muhammadiyah University of Yogyakarta"],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Robotics and Control (JRC)","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://doi.org/10.18196/jrc.v6i5.26609","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5120009871","display_name":"Joompol Thongjamroon","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210130206","display_name":"Kalasin University","ror":"https://ror.org/02g702008","country_code":"TH","type":"education","lineage":["https://openalex.org/I4210130206"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Joompol Thongjamroon","raw_affiliation_strings":["Kalasin University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kalasin University","institution_ids":["https://openalex.org/I4210130206"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037829677","display_name":"Songgrod Phimphisan","orcid":"https://orcid.org/0009-0007-1829-1757","observed_orcids":["https://orcid.org/0009-0007-1829-1757"]},"institutions":[{"id":"https://openalex.org/I4210130206","display_name":"Kalasin University","ror":"https://ror.org/02g702008","country_code":"TH","type":"education","lineage":["https://openalex.org/I4210130206"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Songgrod Phimphisan","raw_affiliation_strings":["Kalasin University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kalasin University","institution_ids":["https://openalex.org/I4210130206"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5074109969","display_name":"Nattavut Sriwiboon","orcid":"https://orcid.org/0009-0003-2636-8671","observed_orcids":["https://orcid.org/0009-0003-2636-8671"]},"institutions":[{"id":"https://openalex.org/I4210130206","display_name":"Kalasin University","ror":"https://ror.org/02g702008","country_code":"TH","type":"education","lineage":["https://openalex.org/I4210130206"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Nattavut Sriwiboon","raw_affiliation_strings":["Kalasin University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kalasin University","institution_ids":["https://openalex.org/I4210130206"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I4210130206"],"apc_list":null,"apc_paid":null,"fwci":0.5267,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.73563916,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"6","issue":"5","first_page":"2109","last_page":"2116"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.002899999963119626,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/crude-oil-price-forecasting","display_name":"crude oil price forecasting","score":0.9980000257492065},{"id":"https://openalex.org/keywords/wti-crude-oil","display_name":"WTI crude oil","score":0.9269999861717224},{"id":"https://openalex.org/keywords/hybrid-cnn-lstm-model","display_name":"CNN-LSTM hybrid model","score":0.8159999847412109},{"id":"https://openalex.org/keywords/explainable-machine-learning","display_name":"explainable machine learning","score":0.8399999737739563},{"id":"https://openalex.org/keywords/directional-accuracy","display_name":"directional accuracy","score":0.8859999775886536},{"id":"https://openalex.org/keywords/energy-market-forecasting","display_name":"energy market forecasting","score":0.574999988079071},{"id":"https://openalex.org/keywords/time-series-forecasting","display_name":"time series forecasting","score":0.7760000228881836}],"concepts":[{"id":"https://openalex.org/C70784835","wikidata":"https://www.wikidata.org/wiki/Q1049071","display_name":"West Texas Intermediate","level":3,"score":0.8700000047683716},{"id":"https://openalex.org/C2781067378","wikidata":"https://www.wikidata.org/wiki/Q17027399","display_name":"Interpretability","level":2,"score":0.8338000178337097},{"id":"https://openalex.org/C2987168347","wikidata":"https://www.wikidata.org/wiki/Q22656","display_name":"Crude oil","level":2,"score":0.6531999707221985},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5741000175476074},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5264999866485596},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5151000022888184},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4603999853134155},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.42579999566078186},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.39890000224113464},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.3880999982357025},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.34700000286102295},{"id":"https://openalex.org/C2986587452","wikidata":"https://www.wikidata.org/wiki/Q938438","display_name":"Statistical analysis","level":2,"score":0.3165000081062317},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.31189998984336853},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2955000102519989},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.2892000079154968},{"id":"https://openalex.org/C67186912","wikidata":"https://www.wikidata.org/wiki/Q367664","display_name":"Data modeling","level":2,"score":0.2870999872684479},{"id":"https://openalex.org/C114289077","wikidata":"https://www.wikidata.org/wiki/Q3284399","display_name":"Statistical model","level":2,"score":0.2865999937057495},{"id":"https://openalex.org/C2984309096","wikidata":"https://www.wikidata.org/wiki/Q1349660","display_name":"Oil production","level":2,"score":0.2816999852657318},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2768999934196472},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.26899999380111694},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.26739999651908875},{"id":"https://openalex.org/C122282355","wikidata":"https://www.wikidata.org/wiki/Q7246855","display_name":"Probabilistic forecasting","level":3,"score":0.25940001010894775},{"id":"https://openalex.org/C2988237154","wikidata":"https://www.wikidata.org/wiki/Q231458","display_name":"Palm oil","level":2,"score":0.2500999867916107}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.18196/jrc.v6i5.26609","doi":"https://doi.org/10.18196/jrc.v6i5.26609","is_oa":true,"landing_page_url":"https://doi.org/10.18196/jrc.v6i5.26609","pdf_url":null,"source":{"id":"https://openalex.org/S4210207561","display_name":"Journal of Robotics and Control (JRC)","issn_l":"2715-5056","issn":["2715-5056","2715-5072"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4310315188","host_organization_name":"Muhammadiyah University of Yogyakarta","host_organization_lineage":["https://openalex.org/P4310315188"],"host_organization_lineage_names":["Muhammadiyah University of Yogyakarta"],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Robotics and Control (JRC)","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.18196/jrc.v6i5.26609","doi":"https://doi.org/10.18196/jrc.v6i5.26609","is_oa":true,"landing_page_url":"https://doi.org/10.18196/jrc.v6i5.26609","pdf_url":null,"source":{"id":"https://openalex.org/S4210207561","display_name":"Journal of Robotics and Control (JRC)","issn_l":"2715-5056","issn":["2715-5056","2715-5072"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4310315188","host_organization_name":"Muhammadiyah University of Yogyakarta","host_organization_lineage":["https://openalex.org/P4310315188"],"host_organization_lineage_names":["Muhammadiyah University of Yogyakarta"],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Robotics and Control (JRC)","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7208745214","https://openalex.org/W4412501429","https://openalex.org/W7164935563","https://openalex.org/W7171670011","https://openalex.org/W4285125181","https://openalex.org/W7163062421","https://openalex.org/W4412955003","https://openalex.org/W4402424043","https://openalex.org/W4399563633","https://openalex.org/W4404210496"],"abstract_inverted_index":{"Crude":[0],"oil":[1,31],"price":[2],"forecasting":[3],"has":[4,17,35,57,85,102],"posed":[5],"significant":[6],"challenges":[7],"due":[8],"to":[9,23,78],"its":[10],"volatility":[11],"and":[12,39,65,73,89],"nonlinear":[13],"dynamics.":[14],"This":[15],"study":[16],"proposed":[18],"an":[19],"explainable":[20],"CNN\u2013LSTM":[21],"framework":[22,108],"predict":[24],"monthly":[25],"West":[26],"Texas":[27],"Intermediate":[28],"(WTI)":[29],"crude":[30],"prices.":[32],"The":[33,83],"model":[34,84],"captured":[36],"both":[37],"local":[38],"sequential":[40],"patterns":[41],"without":[42],"using":[43,60],"external":[44],"inputs":[45],"or":[46],"decomposition.":[47],"Trained":[48],"over":[49],"50":[50],"epochs":[51],"across":[52],"three":[53],"data":[54],"splits,":[55],"it":[56],"been":[58,81],"evaluated":[59],"RMSE,":[61],"MAE,":[62],"MASE,":[63],"SMAPE,":[64],"directional":[66,74],"accuracy.":[67],"A":[68],"classification":[69],"accuracy":[70,75],"of":[71,76],"92.4%":[72],"up":[77],"87.4%":[79],"have":[80],"achieved.":[82],"consistently":[86],"outperformed":[87],"classical":[88],"hybrid":[90],"baselines,":[91],"with":[92],"statistical":[93],"significance":[94],"confirmed":[95],"by":[96],"the":[97,107],"Friedman\u2013Nemenyi":[98],"test.":[99],"Saliency-based":[100],"interpretability":[101],"further":[103],"enhanced":[104],"transparency,":[105],"making":[106],"suitable":[109],"for":[110],"real-world":[111],"energy":[112],"forecasting.":[113]},"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2026-05-13T00:00:00"}
