上海自贸区相关股票进行象数学时间序列分析(2)
第五章 实例分析 25
5.1 上涨股票的象数学时间序列预测分析 25
5.2 下跌股票的象数学时间序列预测分析 29
5.3 波动股票的象数学时间序列预测分析 32
结论 36
参考文献 38
致谢 39
Abstract
Time series analysis is one of the important tools in the economic field, which describes the laws of historical data changes over time, and is used to forecast economic variables values.In the stock market, time series analysis methods is often used to predict the trend of stock prices for investors and stock market management decision.Classical time series analysis using Western logic, in theWestern science framework, by making many assumptions, to find the universal applicability of ideal theoretical model was developed, so we can solve all these problems.
But now, many studies have found, many having between homogeneous data, there is no universally applicable model, the classical time series analysis certain limitations.And Image mathematical time series analysis using Oriental overall thinking, take doctrine, through on different type of forecast model for balanced analysis, from twisted degrees, and interference degrees, and information decomposition than, and deviated from degrees, and risk function 5 a aspects considered, weigh the indicators, to found time sequence of turning point, reached on
system balance of control, on related data for analysis forecast, thus better of solution actual problem.
In this paper, we select several historical data of Shanghai free trade stocks, Image mathematical time series analysis on the future of the free trade stocks in Shanghai market overall balance analysis, to analyze the relevant shares, Shanghai free trade zone of buying and selling point in time.
The first chapter describes the background, FTA-related concepts and forecasts and stock basics.
The second chapter introduces the concepts and methods of the classical time series analysis.
The third chapter describes Image mathematical time series analysis models and five indicators of the analysis process.
The fourth chapter, the SAS software is simply introduced, and the image mathematical analysis and related procedures of the stock are given.
The fifth chapter example analysis, the relevant historical data of the stock by choosing several Shanghai free trade zone, using Image mathematical time series analysis on the future of the free trade stocks in Shanghai market overall balance analysis, and analysis of the relevant shares, Shanghai free trade zone of buying and selling point in time and in the future.
Key Words: Stock price；Shanghai Free trade zone-related stocks；Image mathematics；Time series analysis； Distortion； Interference degree；Decomposition of information；Deviation；Risk function.
主要符号对照表
1. 是长期趋势。
2. 是季节变动。
3. 是不规则变动。
4. 是误差项。
5. 是零均值白噪声。
6. 是在 时刻股票的历史数据，包括开盘价、最高价、最低价、收盘价、成交额、成交量。
7. 是在 时刻股票的预测值，包括开盘价、最高价、最低价、收盘价、成交额、成交量的预测值。
8. 是在 时刻用8天、13天、21天、34天、55天来预测股票的预测值，包括开盘价、最高价、最低价、收盘价、成交额、成交量的预测值。
9. 是在 时刻股票的平均值，包括开盘价、最高价、最低价、收盘价、成交额、成交量的平均值。
10. 是在 时刻股票的标准方差，包括开盘价、最高价、最低价、收盘价、成交额、成交量的标准方差，即干扰度。
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