Table 1 Control parameters.
Time horizon | Models | Tuning parameters |
|---|---|---|
t + 3 | B-WKELM-R-GBO | \(a=1.90E+03\), \(b=2.00E+02\),\(c=2.00E+03\), γ \(=1985.56\),\({P}^{*}=0.48\) |
B-Ridge-GBO | \({P}_{0}=0.45\) | |
B-GRNN-GBO | \(spread parameter=3\) | |
B-ENET-GBO | \(\alpha =0.01\), \(L1\_ratio=1\) | |
B-LGBM-GBO | \(r=0.04\), \(ms=43.25\),\(mv=0.28\), ra \(=5.99\), \(s=7.19\),\(c=0.93\) | |
MVMD | \(K=5\) | |
t + 7 | B-WKELM-R-GBO | \(a=1.64E+03\), \(b=1.76E+03\),\(c=1.25E+03\), γ \(=200.99\),\({P}^{*}=6.99E-05\) |
B-Ridge-GBO | \({P}_{0}=7.05E-5\) | |
B-GRNN-GBO | \(spread parameter=5\) | |
B-ENET-GBO | \(\alpha =0.01\), \(L1\_ratio=1\) | |
B-LGBM-GBO | \(r=0.15\), \(ms=66.30\),\(mv=0.57\), ra \(=3.06\), \(s=7.88\),\(c=0.01\) | |
MVMD | \(K=10\) | |
t + 14 | B-WKELM-R-GBO | \(a=1.70E+03\), \(b=1.89E+03\),\(c=2.09E+02\), γ \(=33.67\),\({P}^{*}=4.13E-05\) |
B-Ridge-GBO | \({P}_{0}=2.41E-05\) | |
B-GRNN-GBO | \(spread parameter=2.5\) | |
B-ENET-GBO | \(\alpha =0.0001\), \(L1\_ratio=1\) | |
B-LGBM-GBO | \(r=0.39\), \(ms=66.78\),\(mv=0.25\), ra \(=1.02\), \(s=3.44\),\(c=1E-3\) | |
MVMD | \(K=12\) |
