An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price

In this paper, we propose an ensemble of the CRT-RVFLN-SVM (Classification and Regression Tree (CRT), Random Variable Functional Link Neural Network (RVFLN), and Support Vector Machine (SVM)) to improve robustness and effectiveness in estimating propane spot price. The propane spot price data which...

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Main Authors: Haruna, Chiroma, Sameem, Abdul-kareem, Abdulsalam, Gital, Sanah, Abdullahi Muaz, Adamu, Abubakar Ibrahim, Mungad, Mu, Tutut, Herawan
Format: Conference or Workshop Item
Language:English
English
English
English
Published: 2015
Subjects:
Online Access:http://irep.iium.edu.my/40164/
http://irep.iium.edu.my/40164/
http://irep.iium.edu.my/40164/1/18_-An_Ensemble_CRT%2C_RVFLN%2C_SVM_Method_for_Estimating_Propane_Spot_Price.pdf
http://irep.iium.edu.my/40164/4/bfm_978-3-319-13153-5_1_Adamu.pdf
http://irep.iium.edu.my/40164/7/Adamu_front_pg.pdf
http://irep.iium.edu.my/40164/9/40164_An%20ensemble%20CRT%2C%20RVFLN%2C%20SVM%20method_Scopus.pdf
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recordtype eprints
spelling iium-401642017-09-19T10:40:02Z http://irep.iium.edu.my/40164/ An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price Haruna, Chiroma Sameem, Abdul-kareem Abdulsalam, Gital Sanah, Abdullahi Muaz Adamu, Abubakar Ibrahim Mungad, Mu Tutut, Herawan Q350 Information theory In this paper, we propose an ensemble of the CRT-RVFLN-SVM (Classification and Regression Tree (CRT), Random Variable Functional Link Neural Network (RVFLN), and Support Vector Machine (SVM)) to improve robustness and effectiveness in estimating propane spot price. The propane spot price data which are collected from the Energy Information Administration of the US Department of Energy and Barchart were used to build an ensemble CRT-RVFLN-SVM model for the estimating of propane spot price. For the purpose of evaluation, the constituted intelligent computing technologies of the proposed ensemble methodology in addition to Multilayer Back-Propagation Neural Network (MBPNN) were also applied to estimate the propane spot price. Experimental results show that the proposed ensemble CRT-RVFLN-SVM model has improved the performance of CRT, RVFLN, SVM, and MBPNN. The can help to reduce the level of future uncertainty of the propane spot price. Propane investors can use our model as an alternative investment tool for generating more revenue because accurate estimations of future propane price implies generating more profits 2015 Conference or Workshop Item PeerReviewed application/pdf en http://irep.iium.edu.my/40164/1/18_-An_Ensemble_CRT%2C_RVFLN%2C_SVM_Method_for_Estimating_Propane_Spot_Price.pdf application/pdf en http://irep.iium.edu.my/40164/4/bfm_978-3-319-13153-5_1_Adamu.pdf application/pdf en http://irep.iium.edu.my/40164/7/Adamu_front_pg.pdf application/pdf en http://irep.iium.edu.my/40164/9/40164_An%20ensemble%20CRT%2C%20RVFLN%2C%20SVM%20method_Scopus.pdf Haruna, Chiroma and Sameem, Abdul-kareem and Abdulsalam, Gital and Sanah, Abdullahi Muaz and Adamu, Abubakar Ibrahim and Mungad, Mu and Tutut, Herawan (2015) An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price. In: Fourth INNS Symposia Series on Computational Intelligence in Information Systems (INNS-CIIS 2014), 7-9 November 2014, Brunei. http://link.springer.com/chapter/10.1007%2F978-3-319-13153-5_3#page-1
repository_type Digital Repository
institution_category Local University
institution International Islamic University Malaysia
building IIUM Repository
collection Online Access
language English
English
English
English
topic Q350 Information theory
spellingShingle Q350 Information theory
Haruna, Chiroma
Sameem, Abdul-kareem
Abdulsalam, Gital
Sanah, Abdullahi Muaz
Adamu, Abubakar Ibrahim
Mungad, Mu
Tutut, Herawan
An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price
description In this paper, we propose an ensemble of the CRT-RVFLN-SVM (Classification and Regression Tree (CRT), Random Variable Functional Link Neural Network (RVFLN), and Support Vector Machine (SVM)) to improve robustness and effectiveness in estimating propane spot price. The propane spot price data which are collected from the Energy Information Administration of the US Department of Energy and Barchart were used to build an ensemble CRT-RVFLN-SVM model for the estimating of propane spot price. For the purpose of evaluation, the constituted intelligent computing technologies of the proposed ensemble methodology in addition to Multilayer Back-Propagation Neural Network (MBPNN) were also applied to estimate the propane spot price. Experimental results show that the proposed ensemble CRT-RVFLN-SVM model has improved the performance of CRT, RVFLN, SVM, and MBPNN. The can help to reduce the level of future uncertainty of the propane spot price. Propane investors can use our model as an alternative investment tool for generating more revenue because accurate estimations of future propane price implies generating more profits
format Conference or Workshop Item
author Haruna, Chiroma
Sameem, Abdul-kareem
Abdulsalam, Gital
Sanah, Abdullahi Muaz
Adamu, Abubakar Ibrahim
Mungad, Mu
Tutut, Herawan
author_facet Haruna, Chiroma
Sameem, Abdul-kareem
Abdulsalam, Gital
Sanah, Abdullahi Muaz
Adamu, Abubakar Ibrahim
Mungad, Mu
Tutut, Herawan
author_sort Haruna, Chiroma
title An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price
title_short An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price
title_full An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price
title_fullStr An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price
title_full_unstemmed An ensemble CRT, RVFLN, SVM method for estimating Propane Spot Price
title_sort ensemble crt, rvfln, svm method for estimating propane spot price
publishDate 2015
url http://irep.iium.edu.my/40164/
http://irep.iium.edu.my/40164/
http://irep.iium.edu.my/40164/1/18_-An_Ensemble_CRT%2C_RVFLN%2C_SVM_Method_for_Estimating_Propane_Spot_Price.pdf
http://irep.iium.edu.my/40164/4/bfm_978-3-319-13153-5_1_Adamu.pdf
http://irep.iium.edu.my/40164/7/Adamu_front_pg.pdf
http://irep.iium.edu.my/40164/9/40164_An%20ensemble%20CRT%2C%20RVFLN%2C%20SVM%20method_Scopus.pdf
first_indexed 2023-09-18T20:57:36Z
last_indexed 2023-09-18T20:57:36Z
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