Research Article
A Hybrid Forecasting Model for Nonstationary and Nonlinear Time Series in the Stochastic Process of CO2 Emission Trading Price Fluctuation
Table 4
The division results of training set and testing set of the total sample.
| | Carbon prices | Size | Date |
| | EUA spot | Sample set | 2443 | January 16, 2009-March 22, 2019 | | Training set | 1629 | January 16, 2009-January 13, 2016 | | Testing set | 814 | January 14, 2016-March 22, 2019 |
| | EUA futures—DEC18 | Sample set | 1705 | March 26, 2012-December 17, 2018 | | Training set | 1137 | March 26, 2012-September 27, 2016 | | Testing set | 568 | September 28, 2016-December 17, 2018 |
| | EUA futures—DEC19 | Sample set | 1771 | March 26, 2012-March 26, 2019 | | Training set | 1181 | March 26, 2012-November 28, 2016 | | Testing set | 590 | November 29, 2016-March 26, 2019 |
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