Estimation of Crude Oil Price Using Unscented Kalman Filter

Karya, Denis Fidita and Anshori, Mohamad Yusak and Mardhotillah, Rachma Rizqina and Katias, Puspandam and Muhith, Abdul and Herlambang, Teguh (2020) Estimation of Crude Oil Price Using Unscented Kalman Filter. Journal of Physics: Conference Series, 1538. pp. 1-8. ISSN 1742-6596

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Abstract

The stock market and commodity relation is one of the most attractive issues for investors. A problem in one stock market can affect another advertise cost files. Raw petroleum Prices are affected by political conditions and factors related to the weather, and oil has moreoverplayed a key jobin the world economy despite the fact that its inclination changes from time to time. The instability of oil costs can be thought about by assessing world raw petroleum costs, thereby prediction can made to see at the point at the point when world oil costs fall or rise and to decide arrangements on the buy and utilization of unrefined petroleum. In this study methods of estimating the crude oil prices were applied to decide government strategies regarding the world crude oil. The purpose of this examination was to assess the prices of raw petroleum by applying the Unscented Kalman Filter (UKF) method and Kalman Filter (KF) technique. The simulations results suggested that the KF strategy has a high precision of not exactly 3% and the KF technique has precision of not exactly 7%.

Item Type:	Article
Subjects:	T Technology > T Technology (General)
Depositing User:	Mr. . Aji
Date Deposited:	26 Jun 2020 14:57
Last Modified:	11 Oct 2023 02:17
URI:	http://repository.unusa.ac.id/id/eprint/6177

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