基于小波分析理论的证券投资市场预测

提出了一种基于小波分析理论对证券投资市场建模及其预测的方法·该方法分两步完成:第一步通过小波分解进行数据滤波,将证券价格变化曲线中的高频信息过滤,从而实现消除噪声,提高预测精度的目的;第二步应用最小二乘方法建立数学模型,并用模型进行中、长期证券价格预测·实际股票价格仿真结果表明:此方法简洁、预测效果良好,优于一般最小二乘方法

Security Investment Prediction Based on Wavelet Analysis Theory

Applying wavelet analysis, a method is proposed to model system identification for stock market investment prediction. The suggested method includes two steps. First, the data is filtered by wavelet decomposition to eliminate the high frequency noise and to improve the precision. Second, the mathematical model prediction is carried out by Least Square (LS) for price change of medium or long term security. The efficiency of the method is proved by simulation. This suggests that the method is simple and gives prediction values better than those by the LS method.