首页|环渤海动力煤价格预测及用煤企业经营策略研究——基于LSTM和概率区间评估的分析

环渤海动力煤价格预测及用煤企业经营策略研究——基于LSTM和概率区间评估的分析

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在"双碳"背景下,煤炭价格受到多种非线性和非平稳因素的影响,煤炭价格的准确可靠预测对增强煤炭市场的稳定性愈发重要.以LSTM神经网络为基础算法研究环渤海动力煤价格指数波动状态,并实现对该指数未来趋势的准确预测;采用混合核密度估计方法探讨煤炭价格指数未来趋势的不确定性,实现了对该价格指数未来价格波动区间分布的概率评估,可为企业决策人员提供全面、高精度的预测信息.经过与经典的BPNN、RNN模型的对比,新模型使环渤海动力煤价格指数预测值的准确度提高,同时能准确提供企业未来价格波动的概率评估结果,为其经营实践提供决策支持.
Analysis of Price Prediction for Bohai-Rim Steam-Coal Price and Operational Strategies for Coal-Consuming Enterprises—Based on LSTM and Probability Interval Assessment.
In the context of the"dual-carbon"initiative,coal prices are influenced by various nonlinear and non-sta-tionary factors.Accurate and reliable prediction of coal prices becomes increasingly important for enhancing the stability of the coal market.This study utilizes the Long Short-Term Memory(LSTM)neural network as the foundational algorithm to investigate the fluctuation patterns of the Circum-Bohai-Sea thermal coal price index and achieve accurate forecasting of its future trends.The research employs a hybrid kernel density estimation method to explore the uncertainty of future trends in the coal price index.This approach facilitates a probability assessment of the future price fluctuation range distribution for the index,providing comprehensive and high-precision predictive information for decision-makers in enterprises.In comparison with classical BPNN and RNN models,the new model enhances the accuracy of predictions for the Circum-Bohai-Sea thermal coal price index.Simultaneously,it accurately provides probability assessments of future price fluctuations for enter-prises,offering decision support for their operational practices.

Bohai Rim thermal coal price predictionLSTM modelkernel density estimationvolatility pvrediction

唐静、王艳洁、郭一达、韩易霖、张传扬

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北京石油化工学院信息工程学院

远光软件股份有限公司

环渤海动力煤价格预测 LSTM模型 核密度估计 波动性预测

&&中国华能集团有限公司基础管理能力提升咨询服务项目

H2022-172H2021-176

2024

价格理论与实践
中国价格协会

价格理论与实践

CSTPCDCHSSCD北大核心
影响因子:0.54
ISSN:1003-3971
年,卷(期):2024.(2)
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