A Hybrid Forecasting Model for Nonstationary and Nonlinear Time Series in the Stochastic Process of CO₂ Emission Trading Price Fluctuation

Table 7

The changing space forecasting results for EUA spot and future prices.

Carbon prices	The original data						Changing space
EUA spot	Date	2019/3/11	2019/3/12	2019/3/13	2019/3/14	2019/3/15	Actual changing space
	Price	22.18	22.22	22.16	22.61	22.35	[Low,R,Up] = [20.57,21,21.71]
	Date	2019/3/18	2019/3/19	2019/3/20	2019/3/21	2019/3/22	Predicted changing space
	Price	21.71	21	21.52	20.82	20.57	[Low,R,Up] = [18.79,19.89,22.60]
EUA futures—DEC18	Date	2018/12/3	2018/12/4	2018/12/5	2018/12/6	2018/12/7	Actual changing space
	Price	20.64	20.73	19.68	19.99	20.3	[Low,R,Up] = [20.16,21.47,23.37]
	Date	2018/12/10	2018/12/11	2018/12/12	2018/12/13	2018/12/14	Predicted changing space
	Price	20.86	20.16	21.47	22.32	23.37	[Low,R,Up] = [16.66,19.38,23.88]
EUA futures—DEC19	Date	2019/2/18	2019/2/19	2019/2/20	2019/2/21	2019/2/22	Actual changing space
	Price	20.02	20.2	20.47	18.82	18.93	[Low,R,Up] = [19.25,21.28,22.28]
	Date	2019/2/25	2019/2/26	2019/2/27	2019/2/28	2019/3/1	Predicted changing space
	Price	19.25	19.67	21.28	21.69	22.28	[Low,R,Up] = [17.05,17.86,23.66]