A multi-scale hybrid carbon price prediction model VMD-PSO-LSTM based on variational modal decomposition was constructed.The results show that the VMD-PSO-LSTM model could effectively map and fit complex multi-scale carbon price time-frequency signals,and the prediction errors RMSE,MAE and MAPE are only 0.210 9,0.176 and 0.002 1,and the accuracy and stability of carbon price prediction are better than those of the benchmark model.The prediction effect of the VMD-PSO-LSTM model is not affected by the difference of the prediction period of random samples,and the error in the out-of-sample prediction with a long random interval is small,showing strong prediction robustness and stability.
维普
万方数据