摘要
利用灰色系统中的GM(1,1)模型和灾变预测方法,以深圳股市股指极小值的日期作为灾变集,进行了短期和中长期模拟预测,其误差均小于5%.作长期预测时,灾变集元素之间具等间距性,作等间距预测,其效果更佳.该法同样适用于证券投资分析.
Using the model GM (1,1) in grey system and the method of catastrophe forecasting,taking the date of stock index minimum in Shen Zhen stock market as catastrophe set,short-term and mid-long-term analoh forecasts are done. Itserror is less than 5%.When being forecasted in long-term, there is the property of iso-spacing between catastrophe elements. Deing iso-space forecasting, its effects are better, this method is suitable for the analysis of stock investment.
关键词
灰色系统
灾变预测
灾变集
等间距
证券投资
Grey system
GM(1,1)model
Catastrophe forecasting
Catastrophe set
Iso-spacing
Stock investment