... for the thermal coal futures traded in Zhengzhou Commodity Exchange in China with daily data spanning January 2016–December 2020. Design/methodology/approach The nonlinear autoregressive neural network is adopted for this purpose and prediction performance is examined based upon a variety of settings over...

... the forecasting computation. This paper aims to propose an effective long-term multi-step forecasting conjunction model, namely, wavelet–nonlinear autoregressive neural network (WNAR) conjunction model. The WNAR combines discrete wavelet transform (DWT) and nonlinear autoregressive neural network (NAR) to cope...