| ARIMA模型在股价预测上的应用及其傅里叶修正 |
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| 引用本文： | 李美,干晓蓉,刘新乐.ARIMA模型在股价预测上的应用及其傅里叶修正[J].云南师范大学学报(自然科学版),2011(5):50-55. |
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| 作者姓名： | 李美 干晓蓉 刘新乐 |
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| 作者单位： | 昆明理工大学理学院; |
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| 摘 要： | ARIMA模型静态预测精确度较高,但是只能预测下一期的值,动态预测可以预测多期的值,但是不能很好的给出股价走势.现以股票价格走势为例,首先利用ARIMA模型动态的预测序列未来多期的值,再结合傅里叶级数预测法建立修正的预测模型,以得到较为准确的股价走势.
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| 关 键 词： | ARIMA模型 预报式 傅里叶级数修正 股价趋势预测 |
The Applications of ARIMA on Stock Price Forecast and It's Fourier Series Correction |
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| LI Mei,GAN Xiao-rong,LIU Xin-le.The Applications of ARIMA on Stock Price Forecast and It's Fourier Series Correction[J].Journal of Yunnan Normal University (Natural Sciences Edition),2011(5):50-55. |
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| Authors: | LI Mei GAN Xiao-rong LIU Xin-le |
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| Institution: | LI Mei1,GAN Xiao-rong2,LIU Xin-le(School of Science,Kunming University of Science and Technology,Kunming 650093,China) |
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| Abstract: | The accuracy of static forecast of ARIMA model is high,but it can only forecast the next one.The dynamic forecast can do more than one,however,we cannot get a ideal trend of the stock price.As to the movement trend of stock price,this paper will first use the dynamic method to forecast the more future price,then combine Fourier series prediction method to modeling revised forecasting model,to get more Accurate movement trend of stock price. |
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| Keywords: | ARIMA forecast Fourier series |
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