巢湖学院学报2025，Vol.27Issue(3)：66-74,9.DOI:10.12152/j.issn.1672-2868.2025.03.008
基于两阶段多变点估计的原油价格模型
The Crude Oil Price Model Based on Two-Stage Multiple Change Points Estimation
摘要
Abstract
Variable selection techniques are currently effective and popular methods for detecting and estimating multiple change points.This paper first introduces a two-stage method for detecting and estimating multiple change points,and then applies this variable selection approach to a linear regression model of weekly closing price data for WTI(West Texas Intermediate)crude oil futures from January 1,2000 to November 22,2024.Multiple change points in the regression coefficients are detected,and a more precise piecewise linear regression model is construct-ed to depict the trend of international WTI crude oil futures closing prices.Short-term forecasts are conducted us-ing the seventh sub-segment,demonstrating the two-stage multiple change points estimation method's viability for accurate modeling and prediction.关键词
两阶段多变点估计/变量选择/线性回归模型/WTI原油期货价格Key words
two-stage multiple change points estimation/variable selection/linear regression model/WTI crude oil futures prices分类
数理科学引用本文复制引用
阿依木古丽·图尔洪,董翠玲..基于两阶段多变点估计的原油价格模型[J].巢湖学院学报,2025,27(3):66-74,9.基金项目
新疆维吾尔自治区自然科学基金项目(项目编号:2023D01A37) （项目编号:2023D01A37）
