论文部分内容阅读
在我国股票市场上,股价变动比较频繁,相关数据也是典型的非平稳时间序列,因此,使用传统的预测方法难以对股价这一金融数据进行预测,基于此,本文选用了小波分析法对东风汽车2013年1月5日至2014年1月2日股票收盘价进行预测,然后对预测值与实际值进行比较。通过研究发现,小波分析法得到的预测结果与实际结果比较接近,预测值在三天到四天内是比较相似的,而当分解层数在3层时候,预测效果最好好。
Therefore, it is difficult to predict the financial data of the stock price by using the traditional forecasting method. Based on this, this paper selects the wavelet analysis method to analyze the stock price of Dongfeng Motor From January 5, 2013 to January 2, 2014, the stock’s closing price is estimated, and then the predicted value is compared with the actual value. The results show that the prediction results obtained by wavelet analysis are close to the actual ones, and the predicted values are similar within three days to four days. When the number of decomposition layers is three, the prediction results are the best.