School of Business, Hohai University, Nanjing, 210000, China.
Sci Total Environ. 2020 Jul 10;725:138350. doi: 10.1016/j.scitotenv.2020.138350. Epub 2020 Apr 5.
The construction of carbon emission trading market is gradually improved, making carbon assets have financial nature, which can effectively restrain excessive carbon emissions. Accurate prediction of the carbon price is of great significance to the scientific decision-making of the government. In order to make the prediction more accurate and reasonable, this paper proposes a new combinatorial optimization prediction method based on unstructured data. In the model, firstly, the structured data screened by grey correlation method and factor analysis and the unstructured data screened by Baidu index are taken as one of the input ends of prediction. Secondly, the Mean value Optimization (MOEMD) method is used to decompose the fluctuating carbon price as the other part of the input of the prediction model. Then, based on the optimized Extreme Learning Machine (ELM) prediction model, the Kidney Algorithm (KA) algorithm with scaling factor and cooperation factor (CKA) model are established to predict the carbon trading price of China. Finally, simulation experiments are carried out in eight pilot areas in China to verify the effectiveness of the model. The results show that the MOEMD-CKA-ELM performs well in carbon price prediction, and the unstructured learning method effectively improves the prediction performance of the model.
碳排放交易市场建设逐步完善,使碳资产具有金融属性,能够有效遏制碳排放过量。准确预测碳价对政府的科学决策具有重要意义。为了使预测更加准确合理,本文提出了一种基于非结构化数据的新组合优化预测方法。在模型中,首先,将灰色关联法和因子分析筛选的结构化数据以及百度指数筛选的非结构化数据作为预测的输入端之一。其次,采用均值优化(MOEMD)方法对波动碳价进行分解,作为预测模型的另一个输入部分。然后,基于优化的极限学习机(ELM)预测模型,建立具有缩放因子和协同因子的 Kidney 算法(KA)模型(CKA)对中国碳交易价格进行预测。最后,在中国 8 个试点地区进行仿真实验验证模型的有效性。结果表明,MOEMD-CKA-ELM 模型在碳价预测中表现良好,非结构化学习方法有效提高了模型的预测性能。