文献类型：期刊文献

英文题名：Carbon Price Forecasting for China's Eight Major Markets Based on GRU-Attention Model

作者：Wang, Mingcheng[1]; Hu, Qingchun[1]; Zhu, Wei[1]; Huang, Jiani[1]

机构：[1] East China University of Science and Technology, Shanghai, China

年份：2024

外文期刊名：ACM International Conference Proceeding Series

收录：EI(收录号：20242816689608)

语种：英文

外文关键词：Carbon - Emission control

摘要：Carbon price can not only be used to judge environmental quality, but also assist in policy designation and structural transformation. However, predicting carbon price is still a difficult task due to the high volatility of carbon price. At this stage, carbon price prediction models mainly include econometric models and machine learning models. The former can only capture the linear features while the latter is challenging to predict the long time series. The paper proposes a carbon price prediction model based on GRU-Attention network. By introducing the attention mechanism on the basis of GRU network, the sensing field is expanded to capture the temporal features of long sequences. The model is experimented on eight major carbon trading markets in China. Experimental results show that the average performance on the three error indicators of MAE, MAPE and RMSE is 1.1697%, 3.4562% and 1.7881%, respectively. The proposed model outperforms other benchmark models in the majority of markets, indicating the effectiveness of the model. ? 2024 ACM.