基于CNN与LSTM多组合策略的中国碳市场价格预测

陈晓红, 龚思远, 贺怡帆, 曹文治, 刘厚盾

Carbon Price Forecasting in Chinese Carbon Trading Market Based on Multi-Strategy CNN-LSTM

Xiaohong CHEN, Siyuan GONG, Yifan HE, Wenzhi CAO, Houdun LIU

表2 不同模型碳市场价格预测结果评价指标对比表

模型 广东 重庆 MSE RMSE MAE MSE RMSE MAE LSTM 1.0249 1.1510 0.8534 3.9616 1.9904 1.4534 GRU 1.1060 1.1518 1.0659 5.1085 2.2602 1.6947 CNN 1.1032 1.0503 1.0587 4.9673 2.2287 1.6122 CNN-LSTM 0.9012 0.9493 0.6791 3.3859 1.6712 1.2351 CNN-GRU 0.9564 0.9608 0.8688 3.4382 1.8543 1.5388 EMD-CNN-LSTM-Ⅰ 0.7925 0.8902 0.5888 1.3867 1.1245 0.7186 EMD-CNN-LSTM-Ⅱ 0.3323* 0.5765* 0.4821* 2.3236 1.5243 1.1283 EMD-CNN-LSTM-Ⅲ 0.8948 0.9459 0.7603 2.0197 1.4211 0.8637 EMD-CNN-LSTM-Ⅳ 0.5035 0.7095 0.4923 1.2378* 1.1126* 0.8783* 模型 上海 湖北 MSE RMSE MAE MSE RMSE MAE LSTM 1.6591 1.6658 1.3988 1.8571 1.3627 1.1480 GRU 2.6815 1.7277 1.9243 2.7676 1.6636 1.5537 CNN 1.6653 1.6731 1.5587 2.6811 1.6374 1.4551 CNN-LSTM 1.6169 1.6330 1.2193 1.1090 1.0530 0.8692 CNN-GRU 1.9647 1.7218 1.3976 1.8076 1.3445 1.0981 EMD-CNN-LSTM-Ⅰ 0.8050* 0.8972* 0.6713* 0.4871 0.6979 0.5503 EMD-CNN-LSTM-Ⅱ 1.3368 1.1562 0.9408 1.1346 1.0689 0.8706 EMD-CNN-LSTM-Ⅲ 1.4734 1.5727 1.1032 0.6267 0.7916 0.6379 EMD-CNN-LSTM-Ⅳ 0.9619 0.9807 0.7476 0.3128* 0.5593* 0.4581*