Multi-step carbon price forecasting based on a new quadratic decomposition ensemble learning approach

An accurate prediction of carbon pricing is essential in carbon emission management, and also provides an important role for governments to formulate corresponding policies. However, due to the inherent complexity and dynamics of carbon price sequence, the effectiveness of different decomposition algorithms for carbon price remains to be tested. In addition, existing studies lack a systematic framework to explore the organic integration of external factors and secondary decomposition technology, and the feature processing of complex external factors still needs to be improved. In order to overcome the shortcomings of existing research, This paper presents a Variational Modal Decomposition(VMD) algorithm and a Complete Ensemble Empirical Mode Decomposition with Adaptive Second decomposition technology of Noise(CEEMDAN) decomposition algorithm, and extract the features of external factors by Extreme Gradient Boosting (XGBoost) algorithm. The HI-VMD-PE-CEEMDAN-XGBoost-Transformer model for predicting carbon price is constructed by the combined Transformer algorithm. Specifically, first, we use Hampel identifer(HI) to detect and rectify the anomalies in the original sequence. After applying Variational Mode Decomposition(VMD) decomposition algorithm, Permutation Entropy(PE) is utilized to reassemble the decomposed component. Quadratic Decomposition is performed by Complete Ensemble Empirical Mode Decomposition with Adaptive Noise(CEEMDAN) algorithm. Then, the XGBoost algorithm is employed to extract features of external factors and screen key factors as predictive input variables. Finally, Transformer, which has stronger capability of large-scale data parallel processing, is selected as the prediction model to achieve a more scientific and effective carbon price prediction. The empirical analysis results based on EU carbon market data verify the validity and superiority of the proposed model in different forecasting scenarios.

In this study, different kinds of hybrid Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) algorithms with forecasting models including Random Forest (RF), Gated Recurrent Unit (GRU), and Long Short-Term Memory (LSTM) neural networks, are developed to estimate the mean daily wind speed at the height of 2 m in Ağrı city (WS st12 ), Turkey. In these hybrid models, different layer networks of single and integrated LSTM and GRU models include general single LSTM, general single GRU, simple coupled LSTM-GRU, and novel coupled LSTM with GRU through Addition layer (i.e., LSTM + GRU model) structures are applied. The most effective parameters on the WS st12 , from a list of on-site potential meteorological parameters and wind speed values in its adjacent cities of Ağrı province from Jan 2015–Dec 2019 through the Pearson correlation coefficient method, are determined. In the hybrid CEEMDAN and DNNs-based models, State activation functions (SAF), numbers of hidden neurons (NHN), dropout rates (P-rate), and network structural architect (NSA) as the meta-parameters are tuned for lessening the impact of overfitting/underfitting dilemmas and improving modeling performance. According to the comparison plots, performance evaluation measures, and total learnable parameter (TLP), the novel developed hybrid CEEMDAN-RF-(LSTM + GRU) model is confirmed as the best approach with an R 2 of 0.86 while, in the optimal scenario using the RF model, R 2 was 0.47. Graphical Abstract Based on the graphical snapshot, this study focuses on estimating daily mean wind speed at a 2-meter height in Ağrı, Turkey, using hybrid data-driven models. The research integrates the Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) algorithm with advanced forecasting techniques, including Random Forest (RF), Long Short-Term Memory (LSTM), and Gated Recurrent Unit (GRU) neural networks. The modeling framework explores various configurations, such as standalone LSTM and GRU, coupled LSTM-GRU structures, and a novel LSTM + GRU model using an Addition layer to enhance predictive accuracy.

Nowadays, effective prediction of Software Defined Network (SDN) traffic is one of the important ways to improve network service quality and secure network services. In order to improve the prediction accuracy of SDN network traffic, this paper proposes a combined prediction model combining decomposition algorithm, hybrid kernel least squares support vector machine, and optimization algorithm, considering the characteristics of network traffic such as nonlinearity and non-smoothness. Firstly, the original data series is decomposed into a series of Intrinsic Mode Function (IMF) using the Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) to smooth the series. Then, the fuzzy C-mean algorithm (FCM) is used to classify each component into three classes based on its amplitude-frequency characteristics. Next, based on the different characteristics of the kernel functions, least-squares support vector machine (LSSVM) prediction models with corresponding kernel functions are constructed for each class of components, and the parameters of each model are optimized using the artificial bee colony algorithm (ABC). Finally, the prediction results of each component are cumulatively reconstructed to obtain the final prediction results. Through experimental comparison, the prediction accuracy of the proposed model (CEEMDAN-FCM-LSSVM-ABC) is better than that of CEEMDAN-LSSVM, EMD-LSSVM, LSSVM, and other models.

Financial time series forecasting model based on CEEMDAN and LSTM

Elucidating and forecasting the organochlorine pesticides in suspended particulate matter by a two-stage decomposition based interpretable deep learning approach

Accurate prediction of Global Navigation Satellite System-derived precipitable water vapor (GNSS-PWV), which is a crucial indicator for climate change monitoring, holds significant scientific value for climate disaster prevention and mitigation. In the study of GNSS-PWV prediction, the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) algorithm within a decomposition–integration framework effectively addresses the non-stationarity and complexity of PWV sequences, enhancing prediction accuracy. However, residual noise and pseudo-modes from decomposition can distort signals, reducing the predictor system’s reliability. Additionally, independent modeling of all decomposed components decreases computational efficiency. To address these challenges, this paper proposes a hybrid model combining the improved complete ensemble empirical mode decomposition with adaptive noise (ICEEMDAN), autoregressive integrated moving average (ARIMA), and long short-term memory (LSTM) networks. Enhanced by local mean optimization and adaptive noise regulation, the ICEEMDAN algorithm effectively suppresses pseudo-modes and minimizes residual noise, enabling its decomposed intrinsic mode functions (IMFs) to more accurately capture the multi-scale features of GNSS-PWV. Sample entropy (SE) is used to quantify the complexity of IMFs, and components with similar entropy values are reconstructed into the following three sub-sequences: high-frequency, low-frequency, and trend. This process significantly reduces modeling complexity and improves computational efficiency. We propose different modeling strategies tailored to the dynamics of various subsequences. For the nonlinear and non-stationary high-frequency components, the LSTM network is used to effectively capture their complex patterns. The LSTM’s gating mechanism and memory cell design proficiently address the long-term dependency issue. For the stationary and weakly nonlinear low-frequency and trend components, linear patterns are extracted using ARIMA. Differencing eliminates trends and moving average operations capture random fluctuations, effectively addressing periodicity and trends in the time series. Finally, the prediction results of the three components are linearly combined to obtain the final prediction value. To validate the model performance, experiments were conducted using measured GNSS-PWV data from several stations in Hong Kong. The results demonstrate that the proposed model reduces the root mean square error by 56.81%, 37.91%, and 13.58% at the 1 h scale compared to the LSTM, EMD-LSTM, and ICEEMDAN-SE-LSTM benchmark models, respectively. Furthermore, it exhibits strong robustness in cross-month forecasts (accounting for seasonal influences) and multi-step predictions over the 1–6 h period. By improving the accuracy and efficiency of PWV predictions, this model provides reliable technical support for the real-time monitoring and early warning of extreme weather events in Hong Kong while offering a universal methodological reference for multi-scale modeling of geophysical parameters.

I335 the training of Support Vector Machine (SVM) classification model, some problems such as over-fitting, under-fitting, slow training speed and prediction affected by penalty and kernel function parameters are exposed. A fault classification method of rolling bearing based on Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) and Grey Wolf Optimization (GWO) -SVM is proposed. Firstly, the acquire signals are adaptively decomposed into a plurality of Intrinsic Mode Function(IMF) component by CEEMDAN, and the energy entropy of each IMF component is extracted to form a set of high dimensional feature vector. Then, the processed feature vectors are introduced into the diagnosis network of GWO-SVM algorithm to build a fault classification model of motor rolling bearing. The classification results show that the CEEMDAN and GWO-SVM fault classification network of motor rolling bearing has higher accuracy and shorter diagnosis time than Particle Swarm Optimization (PSO) -SVM and Cross Validation (CV) -SVM.

The performance of tissue imaging is improved by tissue harmonic imaging (THI) to expand and enhance the range and level of clinical diagnosis for many diseases. The separation based on High-pass filtering (S_HPF) is a commonly used method for extracting harmonic components from ultrasonic echo signals. However, the cut-off frequency, order and algorithm to realize a high-pass filter have a great influence on the separation accuracy of harmonic signals. In present study, a novel separation method (S_CEEMDAN) based on the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) algorithm is proposed for adaptively separating harmonic components from ultrasonic echo signals. First, we calculate the ensemble size of CEEMDAN adaptively based on the added noise level, and draw a sum of intrinsic mode functions (IMFs) from the ultrasonic echo signals by CEEMDAN. Then, the spectrum of each IMF is computed and evaluated, and the IMFs containing both fundamental and harmonic components are further decomposed by using the CEEMDAN algorithm. This separation process is end until all of IMFs have been divided into either fundamental or harmonic categories. Finally, the corresponding fundamental and harmonic echo signals are yielded by accumulating separately these two categories. In experiments, simulated ultrasonic echo signals with a center frequency of 3.5MHz are separated by the proposed S_CEEMDAN method, and the results are compared with those processed by S_HPF. The edge of the harmonic image by S_CEEMDAN marginally better defined than S_HPF. The indices for the harmonic signals separated by S_CEEMDAN and S_HPF, respectively, are as follows: the center frequencies of 6.66 MHz and 6.65 MHz, 3 dB bandwidths of 1.04 MHz and 1.05 MHz, 6 dB bandwidths of 1.59 MHz and 1.55 MHz, signal-to-noise ratios (SNRs) of 14.00 and 13.63, and image contrasts of 7.01 and 7.06. In conclusion, due to good adaptive characteristics, and lower reconstruction errors, the proposed S_CEEMD method is superior to S_HPF in the performance of spectral accuracy and harmonic imaging. This method could be potentially alternative to the current method for the ultrasonic harmonic separation.

A hybrid forecasting model of carbon emissions with optimized VMD and error correction

A new carbon price prediction model

Multistep short-term wind power forecasting model based on secondary decomposition, the kernel principal component analysis, an enhanced arithmetic optimization algorithm, and error correction

Long-short term memory (LSTM) is a state-of-art and widely used model to forecast financial time series. However, primitive LSTM networks do not perform well due to over-fitting problems of the deep learning model and nonlinear and non-stationary characteristics of financial time series data. In addition, complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) is an outstanding data frequency decomposition technique that can decompose original time series into several intrinsic mode functions and a residue. Thus, this paper proposed a novel hybrid network CEEMDAN-LSTM-BN based on LSTM. Specifically, to avoid over-fitting, the modified LSTM-BN network consists of two LSTM layers, two Batch Normalization (BN) layers following each LSTM layer, and a dropout layer. Each of the intrinsic mode functions and the residue would be processed by CEEMDAN-LSTM-BN and the final prediction results are obtained by reconstructing each predictive series. The advantages of the proposed CEEMDANLSTM-BN networks are verified by comparing them to primitive LSTM, other hybrid models, and some famous machine learning models. Moreover, the robustness of the networks is assessed by numerical experiments on different stock indices datasets.

The electrical energy supply relies on the satisfactory operation of insulators. The ultrasound recorded from insulators in different conditions has a time series output, which can be used to classify faulty insulators. The random convolutional kernel transform (Rocket) algorithms use convolutional filters to extract various features from the time series data. This paper proposes a combination of Rocket algorithms, machine learning classifiers, and empirical mode decomposition (EMD) methods, such as complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), empirical wavelet transform (EWT), and variational mode decomposition (VMD). The results show that the EMD methods, combined with MiniRocket, significantly improve the accuracy of logistic regression in insulator fault diagnosis. The proposed strategy achieves an accuracy of 0.992 using CEEMDAN, 0.995 with EWT, and 0.980 with VMD. These results highlight the potential of incorporating EMD methods in insulator failure detection models to enhance the safety and dependability of power systems.

Accurate carbon price prediction can help the government establish an effective and stable carbon trading market mechanism, which researchers are increasingly focusing on. However, much research on carbon price prediction has ignored the impacts of multiple factors on the carbon price. A novel ensemble deep learning prediction model, termed CEEMDAN-Attention-RNN, which considers multiple influencing factors, has been proposed to improve the accuracy of carbon price prediction. Firstly, raw data such as carbon price and external variables are decomposed by complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) into multiple sub-components with different frequencies. Then, the recurrent neural network (RNN) enhanced by LSTM and GRU is combined with the attention mechanism to form a prediction model. Finally, several evaluation indicators are used to obtain the final prediction accuracy, and the model is applied to 3 pilot areas of carbon trading in the Yangtze River basin. The results indicate that the mean absolute percentage errors of the proposed model are 1.8872%, 1.5686%, and 5.2548% in Shanghai Municipality, Hubei Province, and Chongqing Municipality, respectively, and its forecasting ability is better than that of other carbon price forecasting models. Therefore, the proposed model is an excellent method for carbon trading price prediction due to its high accuracy. In addition, high-precision carbon trading price forecasting technology is of great significance for the government to formulate emission reduction policies.

With the in-depth implementation of China’s “National Strategy for Building a Strong Transportation Network,” the scale of expressway construction has continued to expand. As a result, the number of high-fill and deep-cut subgrade projects under complex geological conditions has increased significantly, leading to a surge in landslide-related issues. Consequently, accurate prediction of slope displacement is of critical importance for early warning and prevention of landslide disasters. This study proposes a hybrid prediction model, VMD-MPA-LSSVM-LSTM (VMLL), which integrates Variational Mode Decomposition (VMD), Marine Predators Algorithm (MPA), Least Squares Support Vector Machine (LSSVM), and Long Short-Term Memory (LSTM) networks. Using monitoring data from the high-fill embankment slope at Hongtuyao as the research subject, the VMLL model is employed to predict slope displacement based on small-sample data. The objective is to provide a more accurate method for early warning of slope displacement. Firstly, the original monitoring data are decomposed into trend displacement components and fluctuation displacement components using Variational Mode Decomposition (VMD). Subsequently, the trend component and the fluctuation component are predicted using Least Squares Support Vector Machine (LSSVM) and Long Short-Term Memory (LSTM) networks, respectively. Finally, the Marine Predators Algorithm (MPA) is employed to optimize the hyperparameters of the predictive models. Based on this framework, a VMLL-based slope displacement prediction model is constructed. To verify the superiority of the VMLL model, a comparative analysis was conducted against LSSVM, LSTM, and the VMD-LSSVM-LSTM models. The results demonstrate that the VMLL model achieves the highest prediction accuracy, with a Mean Absolute Percentage Error (MAPE) of 0.4022%, a Mean Absolute Error (MAE) of 0.016 mm, a Root Mean Square Error (RMSE) of 0.0206 mm, a coefficient of determination (R²) of 94.08%, and a Variance Accounted For (VAF) of 96.5%. Compared with the other three models, the VMLL model reduces the MAPE, MAE, and RMSE by 30.41–67.62%, 30.38–67.40%, and 27.32–71.00%, respectively. Meanwhile, it improves the R² and VAF by 5.95–217.51% and 0.38–11.48%, respectively. These improvements clearly demonstrate that the VMLL model outperforms the other models, indicating its significant advantage over single prediction models. Furthermore, three additional datasets were used to evaluate the model’s performance. The average values of the performance evaluation metrics for these datasets were 0.6207% (MAPE), 0.0238 mm(MAE), 0.0273 mm(RMSE), 90.33%(R²), and 96.81%(VAF), respectively. These results demonstrate the high accuracy and strong robustness of the proposed model in predicting both horizontal displacement and vertical settlement of slopes, providing a reliable methodological framework for slope stability assessment and landslide disaster early warning.