{"id":"https://openalex.org/W3204545609","doi":"https://doi.org/10.1186/s42162-021-00166-4","title":"Analysis and forecasting of crude oil price based on the variable selection-LSTM integrated model","display_name":"Analysis and forecasting of crude oil price based on the variable selection-LSTM integrated model","publication_year":2021,"publication_date":"2021-09-01","ids":{"openalex":"https://openalex.org/W3204545609","doi":"https://doi.org/10.1186/s42162-021-00166-4","mag":"3204545609"},"language":"en","primary_location":{"id":"doi:10.1186/s42162-021-00166-4","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s42162-021-00166-4","pdf_url":"https://energyinformatics.springeropen.com/track/pdf/10.1186/s42162-021-00166-4","source":{"id":"https://openalex.org/S3035173479","display_name":"Energy Informatics","issn_l":"2520-8942","issn":["2520-8942"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy Informatics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://energyinformatics.springeropen.com/track/pdf/10.1186/s42162-021-00166-4","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080712078","display_name":"Quanying Lu","orcid":"https://orcid.org/0000-0002-0425-2120"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Quanying Lu","raw_affiliation_strings":["Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China"],"affiliations":[{"raw_affiliation_string":"Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I19820366"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018633751","display_name":"Shaolong Sun","orcid":"https://orcid.org/0000-0002-3196-1459"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shaolong Sun","raw_affiliation_strings":["The School of Management, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, China","The School of Management, Xi'an Jiaotong University, Xi'an, 710049, China"],"affiliations":[{"raw_affiliation_string":"The School of Management, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"The School of Management, Xi'an Jiaotong University, Xi'an, 710049, China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024423954","display_name":"Hongbo Duan","orcid":"https://orcid.org/0000-0001-5143-4413"},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hongbo Duan","raw_affiliation_strings":["School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210165038"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078558986","display_name":"Shouyang Wang","orcid":"https://orcid.org/0000-0001-5773-998X"},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]},{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]},{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shouyang Wang","raw_affiliation_strings":["Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China","School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, China"],"affiliations":[{"raw_affiliation_string":"Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210120485","https://openalex.org/I19820366"]},{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210165038"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5080712078"],"corresponding_institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210120485"],"apc_list":{"value":790,"currency":"GBP","value_usd":969},"apc_paid":{"value":790,"currency":"GBP","value_usd":969},"fwci":13.0249,"has_fulltext":true,"cited_by_count":55,"citation_normalized_percentile":{"value":0.98384374,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"4","issue":"S2","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9986000061035156,"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"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9986000061035156,"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"}},{"id":"https://openalex.org/T11630","display_name":"Petroleum Processing and Analysis","score":0.9718000292778015,"subfield":{"id":"https://openalex.org/subfields/1602","display_name":"Analytical Chemistry"},"field":{"id":"https://openalex.org/fields/16","display_name":"Chemistry"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12368","display_name":"Grey System Theory Applications","score":0.9592000246047974,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.7086057662963867},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6771488785743713},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.6083711385726929},{"id":"https://openalex.org/keywords/lasso","display_name":"Lasso (programming language)","score":0.5890195369720459},{"id":"https://openalex.org/keywords/mean-absolute-percentage-error","display_name":"Mean absolute percentage error","score":0.5821131467819214},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.526205837726593},{"id":"https://openalex.org/keywords/elastic-net-regularization","display_name":"Elastic net regularization","score":0.49139466881752014},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.47315654158592224},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.45985251665115356},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.44762536883354187},{"id":"https://openalex.org/keywords/feature-selection","display_name":"Feature selection","score":0.43799182772636414},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.4240090250968933},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3692411184310913},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3667270541191101},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3000433146953583},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.27397578954696655}],"concepts":[{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.7086057662963867},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6771488785743713},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.6083711385726929},{"id":"https://openalex.org/C37616216","wikidata":"https://www.wikidata.org/wiki/Q3218363","display_name":"Lasso (programming language)","level":2,"score":0.5890195369720459},{"id":"https://openalex.org/C150217764","wikidata":"https://www.wikidata.org/wiki/Q6803607","display_name":"Mean absolute percentage error","level":3,"score":0.5821131467819214},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.526205837726593},{"id":"https://openalex.org/C203868755","wikidata":"https://www.wikidata.org/wiki/Q5353562","display_name":"Elastic net regularization","level":3,"score":0.49139466881752014},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.47315654158592224},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.45985251665115356},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.44762536883354187},{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.43799182772636414},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.4240090250968933},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3692411184310913},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3667270541191101},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3000433146953583},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.27397578954696655},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1186/s42162-021-00166-4","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s42162-021-00166-4","pdf_url":"https://energyinformatics.springeropen.com/track/pdf/10.1186/s42162-021-00166-4","source":{"id":"https://openalex.org/S3035173479","display_name":"Energy Informatics","issn_l":"2520-8942","issn":["2520-8942"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy Informatics","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:80b03000905a401483413f990c7fe7f4","is_oa":true,"landing_page_url":"https://doaj.org/article/80b03000905a401483413f990c7fe7f4","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Energy Informatics, Vol 4, Iss S2, Pp 1-20 (2021)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1186/s42162-021-00166-4","is_oa":true,"landing_page_url":"https://doi.org/10.1186/s42162-021-00166-4","pdf_url":"https://energyinformatics.springeropen.com/track/pdf/10.1186/s42162-021-00166-4","source":{"id":"https://openalex.org/S3035173479","display_name":"Energy Informatics","issn_l":"2520-8942","issn":["2520-8942"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy Informatics","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.41999998688697815,"display_name":"Industry, innovation and infrastructure"}],"awards":[{"id":"https://openalex.org/G2676361859","display_name":null,"funder_award_id":"71988101","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4424240612","display_name":null,"funder_award_id":"71874177","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4505535173","display_name":null,"funder_award_id":"72022019","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321133","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35"},{"id":"https://openalex.org/F4320321543","display_name":"China Postdoctoral Science Foundation","ror":"https://ror.org/0426zh255"},{"id":"https://openalex.org/F4320326972","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3204545609.pdf","grobid_xml":"https://content.openalex.org/works/W3204545609.grobid-xml"},"referenced_works_count":69,"referenced_works":["https://openalex.org/W230179864","https://openalex.org/W1144081696","https://openalex.org/W1502857830","https://openalex.org/W1506434339","https://openalex.org/W1596777184","https://openalex.org/W1661370443","https://openalex.org/W1800261609","https://openalex.org/W1978266801","https://openalex.org/W1981144978","https://openalex.org/W1984073035","https://openalex.org/W1986478348","https://openalex.org/W1988845048","https://openalex.org/W1991155410","https://openalex.org/W1991446663","https://openalex.org/W1991516906","https://openalex.org/W1994508422","https://openalex.org/W1995183969","https://openalex.org/W2007369711","https://openalex.org/W2012892400","https://openalex.org/W2022779313","https://openalex.org/W2037780786","https://openalex.org/W2046891880","https://openalex.org/W2050902901","https://openalex.org/W2057331441","https://openalex.org/W2062482895","https://openalex.org/W2071151783","https://openalex.org/W2074988857","https://openalex.org/W2085414095","https://openalex.org/W2087936470","https://openalex.org/W2097360283","https://openalex.org/W2106706098","https://openalex.org/W2109510860","https://openalex.org/W2113983529","https://openalex.org/W2119623885","https://openalex.org/W2120749972","https://openalex.org/W2122825543","https://openalex.org/W2136939460","https://openalex.org/W2137108644","https://openalex.org/W2138107423","https://openalex.org/W2147030620","https://openalex.org/W2161436713","https://openalex.org/W2523347528","https://openalex.org/W2526019064","https://openalex.org/W2566065221","https://openalex.org/W2586354609","https://openalex.org/W2593171538","https://openalex.org/W2619989326","https://openalex.org/W2622999711","https://openalex.org/W2738727646","https://openalex.org/W2754132091","https://openalex.org/W2763927359","https://openalex.org/W2782225523","https://openalex.org/W2789331854","https://openalex.org/W2806380219","https://openalex.org/W2884741544","https://openalex.org/W2971716595","https://openalex.org/W3023275250","https://openalex.org/W3103347214","https://openalex.org/W3121346496","https://openalex.org/W3121429101","https://openalex.org/W3121861166","https://openalex.org/W3124120664","https://openalex.org/W3124477781","https://openalex.org/W3125694366","https://openalex.org/W3125696988","https://openalex.org/W4235826538","https://openalex.org/W4285719527","https://openalex.org/W4292671038","https://openalex.org/W4294541781"],"related_works":["https://openalex.org/W2468272465","https://openalex.org/W2429564919","https://openalex.org/W757986597","https://openalex.org/W4212910148","https://openalex.org/W4213314600","https://openalex.org/W4210804200","https://openalex.org/W4399551893","https://openalex.org/W2954774635","https://openalex.org/W4392841950","https://openalex.org/W3123944750"],"abstract_inverted_index":{"Abstract":[0],"In":[1],"recent":[2],"years,":[3],"the":[4,16,52,68,122,129,151,156],"crude":[5,21,81],"oil":[6,22,82],"market":[7],"has":[8],"entered":[9],"a":[10,26,31],"new":[11,32,69],"period":[12],"of":[13,20],"development":[14],"and":[15,40,46,62,111,127,162],"core":[17,36,48],"influence":[18,37,49],"factors":[19,38,50],"have":[23],"also":[24],"been":[25],"change.":[27],"Thus,":[28],"we":[29,125],"develop":[30],"research":[33],"framework":[34],"for":[35,80],"selection":[39],"forecasting.":[41,84],"Firstly,":[42],"this":[43],"paper":[44],"assesses":[45],"selects":[47],"with":[51,132],"elastic-net":[53],"regularized":[54],"generalized":[55,112],"linear":[56],"Model":[57],"(GLMNET),":[58],"spike-slab":[59],"lasso":[60],"method,":[61],"Bayesian":[63],"model":[64],"average":[65,96],"(BMA).":[66],"Secondly,":[67],"machine":[70],"learning":[71],"method":[72,154],"long":[73],"short-term":[74],"Memory":[75],"Network":[76],"(LSTM)":[77],"is":[78],"developed":[79],"price":[83],"Then":[85],"six":[86],"different":[87,130],"forecasting":[88,164],"techniques,":[89],"random":[90],"walk":[91],"(RW),":[92],"autoregressive":[93],"integrated":[94],"moving":[95],"models":[97],"(ARMA),":[98],"elman":[99],"neural":[100,108,114],"Networks":[101,105],"(ENN),":[102],"ELM":[103],"Neural":[104],"(EL),":[106],"walvet":[107],"networks":[109],"(WNN)":[110],"regression":[113],"network":[115],"Models":[116],"(GRNN)":[117],"were":[118],"used":[119],"to":[120],"forecast":[121],"price.":[123],"Finally,":[124],"compare":[126],"analyze":[128],"results":[131,148],"root":[133],"mean":[134,138],"squared":[135],"error":[136,141],"(RMSE),":[137],"absolute":[139],"percentage":[140],"(MAPE),":[142],"directional":[143,163],"symmetry":[144],"(DS).":[145],"Our":[146],"empirical":[147],"show":[149],"that":[150],"variable":[152],"selection-LSTM":[153],"outperforms":[155],"benchmark":[157],"methods":[158],"in":[159],"both":[160],"level":[161],"accuracy.":[165]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":10},{"year":2024,"cited_by_count":24},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":1}],"updated_date":"2026-04-21T08:09:41.155169","created_date":"2025-10-10T00:00:00"}