Financial Variety Trend Prediction Technology Based on ARIMA Model
Author(s): WANG Cheng-guo, DENG Zhong-yuan, CHEN Hai-wen, CAI Zhi-ping
Pages: 11-14,19
Year: 2015 Issue: 7
Journal: Computer Technology and Development
Keyword: time series; auto-regressive integrated moving average model; steady; financial products recommended; prediction of model;
Abstract: The use of data mining based on historical data of financial products can predict the trend of the financial variety,and it has wide application value and market prospects. According to the application demand of the forecast of the financial variety trend,analyze the characteristics of the time series of the financial variety deeply,and summarize that it not only contains the common characteristics of non-linear,non-stationary and dynamic,but also has the characteristics of high noise and non-normal distribution. Based on autoregressive moving average model,establish the forecasting model of the trend of the financial varieties,and verify the validity of the model and accu-racy of prediction on the basis of the actual data. The autoregressive moving average model can be used to dynamic analysis and make a short-term prediction of financial products.
Pages: 11-14,19
Year: 2015 Issue: 7
Journal: Computer Technology and Development
Keyword: time series; auto-regressive integrated moving average model; steady; financial products recommended; prediction of model;
Abstract: The use of data mining based on historical data of financial products can predict the trend of the financial variety,and it has wide application value and market prospects. According to the application demand of the forecast of the financial variety trend,analyze the characteristics of the time series of the financial variety deeply,and summarize that it not only contains the common characteristics of non-linear,non-stationary and dynamic,but also has the characteristics of high noise and non-normal distribution. Based on autoregressive moving average model,establish the forecasting model of the trend of the financial varieties,and verify the validity of the model and accu-racy of prediction on the basis of the actual data. The autoregressive moving average model can be used to dynamic analysis and make a short-term prediction of financial products.
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