国际石油经济2024，Vol.32Issue(7)：99-106,8.
基于CCA-ELM模型的国产LNG出厂价格中短期预测研究
Short-and medium-term forecast of domestic LNG ex-factory prices based on CCA-ELM model
摘要
Abstract
This paper constructs a CCA-ELM model for LNG ex-factory price forecast,considering supply and demand fundamentals and non-fundamental factors.Supply and demand fundamentals include LNG production,sales volume,inventory,air temperature,and feedstock gas cost,while such alternative energy prices as crude oil,gasoline,diesel fuel,coal,as well as Northeast Asian natural gas spot prices belongs to non-fundamental influences factors.It conducts the typical correlation analysis to examine the extent to which each influencing factor contributes to the price.A CCA-ELM neural network prediction model is constructed using the weekly data of the 10 influencing factors,the historical series of LNG ex-factory prices and their influencing factors.10 influencing factors are strongly correlated with LNG ex-factory prices,LNG ex-factory prices in China are more influenced by the energy market and less influenced by supply and demand fundamentals,and the CCA-ELM model,which takes into account the historical data of LNG ex-factory price and the influencing factors,effectively improves the prediction method of time series neural networks as well as increases the prediction accuracy.关键词
LNG出厂价格/影响因素/ELM神经网络/典型相关分析Key words
LNG ex-factory price/influence factor/ELM neural network/canonical correlation analysis引用本文复制引用
潘凯,孙仁金,谢翔,张曦,刘定智,张晗,张元涛,邓钰暄,贺美,李慧慧..基于CCA-ELM模型的国产LNG出厂价格中短期预测研究[J].国际石油经济,2024,32(7):99-106,8.基金项目
中国石油天然气集团有限公司院所基金课题(编号 KJ2024-009)成果. （编号 KJ2024-009）
