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θ i (1) (t) is the forecasting value of ARIMA model of market i. θ i (2) (t) is the forecasting value of PLA regression model of market i.
Finally we get the forecasting value θ i (2) (t) of space model by the regression relations.
Considering the asynchronism of price changes and the accumulating of exogenous variables, this paper is conservative with the forecasting value of urgency.
Then, {e}_t^{prime }={y}_t-{widehat{N}}_t (9 where ( {widehat{N}}_t ) is the forecasting value for time t in the MLP model based on the original data.
We finally obtain two groups of values from the model: the forecasting value of the weekly price change θ i ' (t) and the daily adjusted price warning urgency value U i ' (t) in the market i at day t.
Let e t denote the residual of the ARIMA model at time t: {e}_t={y}_t-{widehat{L}}_t (6 where ( {widehat{L}}_t ) is the forecasting value for time t from the ARIMA model based on original data.
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Finally, the prediction values of the original water temperature datasets are calculated by the sum of the forecasting values of every sub-series.
The following figures compare the forecasting values with the true values, including weekly price forecasting values and urgency forecasting values.
This paper uses the ratios of mean square error (denoted by MSE θ ) and mean absolute error (denoted by MAE θ ) to the mean price to measure the error of the forecasting values of weekly price changes.
Under present condition, the forecast value of tensile strength is 1731 cN nearly to the experimental data.
The forecast value of a new oilfield would be: estimated output multiplied by the estimated future oil price minus development costs and carbon emissions.Shell, another oil company, applies a carbon price $40 a tonne to some current operations, not only future ones.
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