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An application of grey wolf optimizer for commodity price forecasting


Mustaffa, Zuriani and Sulaiman, Mohd Herwan and Yusof, Yuhanis (2015) An application of grey wolf optimizer for commodity price forecasting. Applied Mechanics and Materials, 785. pp. 473-478. ISSN 1662-7482

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Abstract

Over the recent decades, there are many nature inspired optimization algorithms have been introduced.In this study, a newly algorithm namely Grey Wolf Optimizer (GWO) is employed for gasoline price forecasting.The performance of GWO is compared against the results produced by Artificial Bee Colony (ABC) algorithm and Differential Evolution (DE) algorithm. Measured based on Mean Absolute Percentage Error (MAPE) and prediction accuracy, the GWO is proven to produce significantly better results as compared to the identified algorithms.

Item Type: Article
Uncontrolled Keywords: Grey Wolf Optimizer, Parameter Tuning, Price Forecasting
Subjects: T Technology > TA Engineering (General). Civil engineering (General)
Divisions: School of Computing
Depositing User: Dr. Yuhanis Yusof
Date Deposited: 20 Dec 2015 07:16
Last Modified: 27 Apr 2016 07:24
URI: http://repo.uum.edu.my/id/eprint/16490

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