An integrated hog futures price forecasting model based on whale optimization algorithm (WOA), LightGBM, and Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) is proposed to overcome the limitations of a single machine learning model with low prediction accuracy and insufficient model stability. The simulation process begins with a grey correlation analysis of the hog futures price index system in order to identify influencing factors; after that, the WOA-LightGBM model is developed, and the WOA algorithm is used to optimize the LightGBM model parameters; and, finally, the residual sequence is decomposed and corrected by using the CEEMDAN method to build a combined WOA-LightGBM-CEEMDAN model. Furthermore, it is used for comparison experiments to check the validity of the model by using data from CSI 300 stock index futures. Based on all experimental results, the proposed combined model shows the highest prediction accuracy, surpassing the comparative model. The model proposed in this study is accurate enough to meet the forecasting accuracy requirements and provides an effective method for forecasting future prices.
We study the entanglement properties of non-Hermitian free fermionic models with translation symmetry using the correlation matrix technique. Our results show that the entanglement entropy has a logarithmic correction to the area law in both one-dimensional and two-dimensional systems. For any one-dimensional one-band system, we prove that each Fermi point of the system contributes exactly 1/2 to the coefficient c of the logarithmic correction. Moreover, this relation between c and Fermi point is verified for more general one-dimensional and two-dimensional cases by numerical calculations and finite-size scaling analysis. In addition, we also study the single-particle and density-density correlation functions.
Aiming at the shortcomings of a single machine learning model with low model prediction accuracy and insufficient generalization ability in house price index prediction, a whale algorithm optimized support vector regression model based on bagging ensemble learning method is proposed. Firstly, gray correlation analysis is used to obtain the main influencing factors of house prices, and the segmentation forecasting method is used to divide the data set and forecast the house prices in the coming year using the data of the past ten years. Secondly, the whale optimization algorithm is used to find the optimal parameters of the penalty factor and kernel function in the SVR model, and then, the WOA-SVR model is established. Finally, in order to further improve the model generalization capability, a bagging integration strategy is used to further integrate and optimize the WOA-SVR model. The experiments are conducted to forecast the house price indices of four regions, Beijing, Shanghai, Tianjin, and Chongqing, respectively, and the results show that the prediction accuracy of the proposed integrated model is better than the comparison model in all cases.
Toward solving the slow convergence and low prediction accuracy problems associated with XGBoost in COVID-19-based transmission prediction, a novel algorithm based on guided aggregation is presented to optimize the XGBoost prediction model. In this study, we collect the early COVID-19 propagation data using web crawling techniques and use the Lasso algorithm to select the important attributes to simplify the attribute set. Moreover, to improve the global exploration and local mining capability of the grey wolf optimization (GWO) algorithm, a backward learning strategy has been introduced, and a chaotic search operator has been designed to improve GWO. In the end, the hyperparameters of XGBoost are continuously optimized using COLGWO in an iterative process, and Bagging is employed as a method of integrating the prediction effect of the COLGWO-XGBoost model optimization. The experiments, firstly, compared the search means and standard deviations of four search algorithms for eight standard test functions, and then, they compared and analyzed the prediction effects of fourteen models based on the COVID-19 web search data collected in China. Results show that the improved grey wolf algorithm has excellent performance benefits and that the combined model with integrated learning has good prediction ability. It demonstrates that the use of network search data in the early spread of COVID-19 can complement the historical information, and the combined model can be further extended to be applied to other prevention and control early warning tasks of public emergencies.
The emission peak and carbon neutrality targets pose a great challenge to carbon emission reduction in the coal industry, and the coal industry will face an all-around deep adjustment. The forecast of coal price is crucial for reducing carbon emissions in the coal industry in an orderly manner under the premise of ensuring national energy security. The volatility and instability of coal prices are a result of multiple influencing factors, making it very difficult to make accurate predictions of coal price changes. We propose in this paper an innovative hybrid forecasting method (CEEMDAN-GWO-CatBoost) for forecasting coal price indexes by combining machine learning models, feature selections, data decomposition, and model interpretation. By combining high forecasting accuracy with good interpretability, this method fills a gap in the field of coal price forecasting. Initially, we examine the factors that influence coal prices from five angles: Supply, demand, macroeconomic factors, freight costs, and substitutes; and we employ Spearman correlation analysis to reduce the complexity of the attribute set and devise a coal price forecasting index system. Secondly, the CEEMDAN method is used to decompose the raw coal price index data into seven intrinsic modal functions and one residual term in order to weaken the volatility of the data caused by complex factors. Next, the CatBoost model hyperparameters are optimized using the Grey Wolf Optimizer algorithm, while the coal price data is fed into the combined forecasting model. Lastly, the SHAP interpretation method is introduced for studying the important indicators affecting coal prices. The experimental results show that the combined CEEMDAN-GWO-CatBoost forecasting model proposed in this paper has significantly better forecasting performance than other comparative models, and the SHAP method employed in this study identifies the macroeconomic environment, freight costs, and coal import volume as significant factors affecting coal prices. As part of the contribution of this paper, specific recommendations are made to the government regarding the formulation of a regulatory policy for the coal industry in the context of carbon neutrality based on the findings of this research.
To address the difficulty of low prediction accuracy, insufficient model stability, and certain lag associated with a single machine learning model in the prediction of house price, this paper proposes a multimodel fusion house price prediction model based on stacking integrated learning. Firstly, web search data affecting house prices were collected by web crawler technology, and Spearman correlation analysis was performed on the attribute set to reduce its complexity and establish a prediction index system for four first-tier cities in China. Secondly, with the goal of improving accuracy, diversity, and generalization ability, the types of base learners as well as metalearners are determined, and the parameters of the base learners are optimized using the grey wolf optimization algorithm to produce the GWO-stacking model, and the experimental results from four datasets demonstrate that the model has high prediction accuracy. Finally, to solve the issue of unintelligible black boxes in machine learning models, we have used the state-of-the-art interpretation method SHAP combined with the LightGBM algorithm to interpret the model, and the result can be used as a basis for real estate policy planning and adjustment and even guide the demand of home buyers, thus improving the efficiency and effectiveness of government policy making.
A number of risks exist in commercial housing, and it is critical for the government, the real estate industry, and consumers to establish an objective early warning indicator system for commercial housing risks and to conduct research regarding its measurement and early warning. In this paper, we examine the commodity housing market and construct a risk index for the commodity housing market at three levels: market level, the real estate industry and the national economy. Using the Bootstrap aggregating-grey wolf optimizer-support vector machine (Bagging-GWO-SVM) model after synthesizing the risk index by applying the CRITIC objective weighting method, the commercial housing market can be monitored for risks and early warnings. Based on the empirical study, the following conclusions have been drawn: (1) The commodity housing market risk index accurately reflect the actual risk situation in Tianjin; (2) Based on comparisons with other models, the Bagging-GWO-SVM model provides higher accuracy in early warning. A final set of suggestions is presented based on the empirical study.
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