ARIMA模型在期货交易预测中的应用研究

Study on the Application of ARIMA model in time-bargain forecast

求和自回归移动平均模型(ARIMA)在非平稳时序序列预测中有良好的效果,文章通过对原始数据进行简单平稳处理,在一定程度上达到减小预测误差,提高预测精度的目标。

Autoregressive integrated moving average model（ARIMA） has favorable effect in forecast of trohbled time series, the article do some simple calm disposal to original data, so as to decrease the forecast error in a way, and get the goal of increasing forecast precision.