现代计算机（专业版）
現代計算機（專業版）
현대계산궤（전업판）
MODERN COMPUTER
2014年
19期
9-14
,共6页
时间序列%市场预测%ARMA模型
時間序列%市場預測%ARMA模型
시간서렬%시장예측%ARMA모형
Time Series%Market Prediction%ARMA Model
由于黄金价格受到诸多经济及政治因素的影响，其生成过程十分复杂，因此研究黄金价格的动态演变过程具有极强的现实意义。而具体的预测要根据市场的过去和当前的需求，以及影响市场需求变化的因素之间的关系，利用一定的判断、技术和模型，对其价格波动变化及发展趋势进行分析和判断。利用时间序列相关理论，建立黄金价格的ARMA模型，发现其可以动态刻画黄金价格数据的生成过程并且较好地对黄金价格进行预测。
由于黃金價格受到諸多經濟及政治因素的影響，其生成過程十分複雜，因此研究黃金價格的動態縯變過程具有極彊的現實意義。而具體的預測要根據市場的過去和噹前的需求，以及影響市場需求變化的因素之間的關繫，利用一定的判斷、技術和模型，對其價格波動變化及髮展趨勢進行分析和判斷。利用時間序列相關理論，建立黃金價格的ARMA模型，髮現其可以動態刻畫黃金價格數據的生成過程併且較好地對黃金價格進行預測。
유우황금개격수도제다경제급정치인소적영향，기생성과정십분복잡，인차연구황금개격적동태연변과정구유겁강적현실의의。이구체적예측요근거시장적과거화당전적수구，이급영향시장수구변화적인소지간적관계，이용일정적판단、기술화모형，대기개격파동변화급발전추세진행분석화판단。이용시간서렬상관이론，건립황금개격적ARMA모형，발현기가이동태각화황금개격수거적생성과정병차교호지대황금개격진행예측。
Gold as a product which has commodity, currency and financial attributes, the price change directly decides the behavior of gold investors and producers. In recent years, people are becoming more and more in favor of the gold market investment. Because the price of gold is affected by many economic and political factors and its formation process is complex, so the dynamic evolution process in the price of gold is very important. Market forecast is based on the relationship between past and present market demand conditions, as well as the impact of changes in market demand factors, using certain judgments, methods and models, analyzing and forecasting the changes and de-velopment trends of the market price fluctuations. In order to help investors make more scientific decisions, uses theories of time series established the ARMA model of gold price, and finds that it can dynamically depict the generation process of gold price data and forecast the price of gold.
