计算机工程与应用
計算機工程與應用
계산궤공정여응용
COMPUTER ENGINEERING AND APPLICATIONS
2013年
18期
245-248,259
,共5页
股票价格%组合预测%神经网络%自回归移动差分模型
股票價格%組閤預測%神經網絡%自迴歸移動差分模型
고표개격%조합예측%신경망락%자회귀이동차분모형
stock price%combination forecasting%neural network%autoregressive integrating moving average
针对股票价格的突变性、非线性和随机性,单一预测方法仅能描述股票价格片断信息等缺陷,提出一种股票价格组合预测模型。采用自回归移动平均模型(ARIMA)对股票价格进行预测,捕捉股票价格线性变化趋势。采用RBF神经网络对非线性、随机变化规律进行预测。将两者结果组合得到股票价格预测结果。采用组合模型对包钢股份(600010)股票收盘价进行仿真实验,结果表明,相对于单一预测模型,组合预测模型更加全面、准确刻画了股票价格的变化规律,提高了股票价格预测精度。
針對股票價格的突變性、非線性和隨機性,單一預測方法僅能描述股票價格片斷信息等缺陷,提齣一種股票價格組閤預測模型。採用自迴歸移動平均模型(ARIMA)對股票價格進行預測,捕捉股票價格線性變化趨勢。採用RBF神經網絡對非線性、隨機變化規律進行預測。將兩者結果組閤得到股票價格預測結果。採用組閤模型對包鋼股份(600010)股票收盤價進行倣真實驗,結果錶明,相對于單一預測模型,組閤預測模型更加全麵、準確刻畫瞭股票價格的變化規律,提高瞭股票價格預測精度。
침대고표개격적돌변성、비선성화수궤성,단일예측방법부능묘술고표개격편단신식등결함,제출일충고표개격조합예측모형。채용자회귀이동평균모형(ARIMA)대고표개격진행예측,포착고표개격선성변화추세。채용RBF신경망락대비선성、수궤변화규률진행예측。장량자결과조합득도고표개격예측결과。채용조합모형대포강고빈(600010)고표수반개진행방진실험,결과표명,상대우단일예측모형,조합예측모형경가전면、준학각화료고표개격적변화규률,제고료고표개격예측정도。
The stock price is mutant, nonlinear and random. Single prediction methods can only describe the stock price segment information defect. This paper proposes a stock price combination forecasting model. Autoregressive moving average is used to forecast the stock price’s linear trend, and then the RBF neural network is used to capture the nonlinear part. The two results are combined to form the stock price forecasting results. The simulation experiment is carried out on Baotou Steel shares (600010). The results show that, compared with single forecast model, the proposed combination forecasting model can describe stock price change rules more comprehensively and accurately. It improves the forecasting precision of stock price.