内蒙古民族大学学报（自然科学版）2025，Vol.40Issue(5)：71-79,9.DOI:10.14045/j.cnki.15-1220.2025.05.010
基于ARIMA与神经网络融合模型的碳市场价格预测
Price Prediction of Carbon Market Based on ARIMA and Neural Network Hybrid Model
摘要
Abstract
As an important indicator related to climate change and environmental policy,the carbon emission rights trading price has a significant impact on the global economy.In order to accurately predict the carbon emis-sion rights trading price,a prediction method based on the ARIMA stepwise model and the neural network hybrid model is proposed.This method uses the HP filter method to decompose the carbon emission rights trading price se-ries into a trend sequence and a cycle sequence,and fits the ARIMA stepwise model and the neural network model respectively.The ARIMA model can effectively extract the linear trend characteristics in the data,while the neural network has a strong nonlinear modeling ability.Through model fusion,the prediction results of the carbon emission rights trading price are obtained by hybrid model.Empirical studies show that compared with the prediction effect of a single model,the fusion model has a better effect in the prediction of carbon emission rights trading prices.关键词
碳排放权交易价格/时间序列分析/ARIMA逐步模型/神经网络/融合模型Key words
carbon emission rights trading price/time series analysis/ARIMA stepwise model/neural network/hybrid model分类
信息技术与安全科学引用本文复制引用
高洁,李晗,杨凯..基于ARIMA与神经网络融合模型的碳市场价格预测[J].内蒙古民族大学学报（自然科学版）,2025,40(5):71-79,9.基金项目
国家自然科学基金项目(12471249) （12471249）
