矿业研究与开发2024,Vol.44Issue(4) :252-258.

基于LSTM-SVR组合模型的山西动力煤价格预测

Price Prediction of Shanxi Thermal Coal Based on LSTM-SVR Combined Model

樊园杰 睢祎平 张磊 郝尚凯 王斌
矿业研究与开发2024,Vol.44Issue(4) :252-258.

基于LSTM-SVR组合模型的山西动力煤价格预测

Price Prediction of Shanxi Thermal Coal Based on LSTM-SVR Combined Model

樊园杰 1睢祎平 2张磊 2郝尚凯 2王斌2
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作者信息

  • 1. 山西大同大学商学院,山西大同市 037009
  • 2. 山西大同大学煤炭工程学院,山西大同市 037003
  • 折叠

摘要

煤炭是重要的基础能源,特别是动力煤在我国占有极高的战略地位,但煤炭价格的预测却十分困难.引入循环神经网络(RNN)对动力煤价格进行预测,在此基础上针对动力煤价随时间变化起伏大的特点,通过优化RNN模型,建立了长短期记忆模型(LSTM),引入支持向量回归机模型(SVR),通过串联的方式形成LSTM-SVR组合模型,以减少单一模型进行预测的风险,提高预测结果的精度.同时采用滑动平均法,以提高特征数据与动力煤价格的相关性.结果表明,经LSTM-SVR组合模型预测的2023年上半年山西动力煤价发展趋势与实际煤价有着较高的线性拟合性,预测准确率达到95.69%.该模型预测2024年山西动力煤价格将逐渐降低,从最高约1200元/t降低至700元/t.研究成果对煤炭企业调整经营战略、优化内部资本结构、维持整个行业长期稳定发展具有重要意义.

Abstract

Coal is an important basic energy,especially thermal coal occupies a very high strategic position in China,but the prediction of coal price is very difficult.The recurrent neural network(RNN)was introduced to predict the price of thermal coal.On this basis,in view of the characteristics that the price of thermal coal fluctuates greatly with time,the long short term memory model(LSTM)was established by optimizing the RNN model,and the support vector regression machine model(SVR)was introduced.The LSTM-SVR combined model was formed by series to reduce the risk of single model prediction and improve the accuracy of prediction results.At the same time,the moving average method was used to improve the correlation between the characteristic data and the price of thermal coal.The results show that the development trend of Shanxi thermal coal price in the first half of 2023 predicted by the LSTM-SVR combined model has a high linear fitting with the actual coal price,and the prediction accuracy rate reaches 95.69%.The model predicts that the price of thermal coal in Shanxi will gradually decrease in 2024,from a maximum of about 1200 yuan/t to 700 yuan/t.The research results are of great significance for coal enterprises to adjust their business strategies,optimize their internal capital structure and maintain the long-term stable development of the whole industry.

关键词

动力煤/价格预测/循环神经网络/长短期记忆模型/LSTM-SVR组合模型

Key words

Thermal coal/Price prediction/Recurrent neural network/Long short term memory model/LSTM-SVR combined mode

引用本文复制引用

基金项目

2022年度山西省哲学社会科学规划专项课题(2022YD124)

2022年度山西省哲学社会科学规划专项课题(2022YD140)

山西省大同大学2022年度云冈学专项项目(2022YGZX026)

出版年

2024
矿业研究与开发
长沙矿山研究院有限责任公司 中国有色金属学会

矿业研究与开发

CSTPCD北大核心
影响因子:0.763
ISSN:1005-2763
参考文献量19
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