Coefficient of Determination. Autoregressive Conditional Interval Model with Exogenous Explanatory Interval Variable. Adaptive Linear Neural Network

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1 List of Symbols R 2 A AC ACF ACIX AE AI ALNN AMIN ANN APARCH AR ARIMA BFGS BiP Sig BLR BNN BP BPNN Coefficient of Determination Annual Analog Complexity Auto-Correlation Function Autoregressive Conditional Interval Model with Exogenous Explanatory Interval Variable Absolute Error Artificial Intelligent Adaptive Linear Neural Network AI framework of Amin-Naseri et al. Artificial Neural Network Asymmetric Power ARCH Annualised Return Autoregressive Integrated Moving Average Broyden Fletcher Goldfarb Shanno Quasi Newton Bipolar Sigmoid Bias Learning Rule Boltzmann Neural Network Back-Propagation Back-Propagation Neural Network xvi

2 BR Br BVaR CA Ca-Var CC CrI D DA Db DirS DNN DS DT Du ECM EGARCH EM EMD ENN Eqn. FBS Fig FIGARCH FIML Bayesian Regulation Brent Crude Oil Market Bayesian Vector Auto-Regression Correlation Analysis Conditionally Autoregressive VaR Cluster Classifier Crisis Index Daily Day Ahead Daubechies Direct Strategy Decomposition based Neural Networks Directional Statistics Delta Test Dubai Oil Market Error Correction Model Exponential GARCH Expectation Maximization Empirical Mode Decomposition Elman Neural Network Equation Forward Backward Selection Figure Fractionally Integrated GARCH Full Information Maximum Likelihood xvii

3 FLNN FM FNN FP GA GARCH GB GD GDX GPMGA GRNN GSM GT HaT HM HQIC HR HTS HWBT IBL IGARCH IGP JC KAB L-RIM Functional Link Neural Network Fuzzy Model Fuzzy Neural Network NYMEX Future Prices Genetic Algorithm Generalized Autoregressive Conditional Heteroskedasticity Geometric Brownian Process Gradient Descent Gradient Descent BEP Generalized Pattern Matching Genetic Algorithm General Regression Neural Network Grey System Model Gamma Test Harr a Trous Hidden Markov Model Hannan-Quinn Info Criterion Hit Rate Hyperbolic Tangent Sigmoid Hull White with Binomial Tree Instance Based Learning Integrated GARCH Inverse Gaussian Process Judgemental Criterion Genetic Programming framework of Kaboudan Linear Relative Inventory Model xviii

4 LD Lgs LM LS LSE M MA MAE MAPE MFA MLP MoGNN MRP MSE NL-RIM NMSE NN NORM NRW NSR OLS OU PACF PARCH PCP Log-Differenced Logistic Levenberg-Marquardt Algorithm Logarithmic Sigmoid Least Square Error Monthly Month Ahead Mean Absolute Error Mean Absolute Percentage Error Manual Feature Extraction Multi-layered Feed Forward Neural Network Mixture of Gaussian NN Mean Reverting Process Mean Squared Error Non-linear Relative Inventory Model Normalised Mean Squared Error Neural Networks Normalization Naïve Random Walk Noise-to-Signal Ratio Ordinary Least Square Ornstein-Uhlenbeck Model Partial Autocorrelation Function Power ARCH Percentage of Correct Predictions xix

5 PGRP PMI PR PRMS RBF RecS RM RMA RMS RMSE RNN RS RT RW S-SVM SA Sig SM SMAPE SMP SNR SoMLP SP SR SSE Persian Gulf Region Prices Partial Mutual Information Prediction Rate Pattern Modelling in Recognition System Approach Radial Basis Function Recursive Strategy Regression Model Relative Change of Moving Average Regime Markov Switching Stochastic Volatility Model Root Mean Squared Error Recurrent Neural Network Regime Switching Return Transformation Random Walk Standard SVM Step Ahead Sigmoid Stochastic Model Symmetric MAPE Smoothing Procedure Signal-to-Noise Ratio Self-organizing MLP Spot Prices Scaling Range Sum of Square Error xx

6 STEO SVM SVR TE TGARCH TM TPA TSig TSK VaR VECM W WA WANG WCI WDE WNN WSP WT WTI EIA s Short-Term Energy Outlook Econometric Model Support Vector Machine Support Vector Regression Trial and Error Method Threshold GARCH Text Mining Time Period Ahead Tangent Sigmoid Takagi-Sugano-Kang Value-at-Risk Model Vector Error Correction Model Weekly Week Ahead AI framework of Wang et al. Without Crisis Index Wavelet Decomposition Ensemble Wavelet Neural Network Without Smoothing Procedure Wavelet Transform West Texas Intermediate Crude Oil Market xxi