摘要
在介绍非线性跟踪—微分器基本原理的基础上,运用非线性跟踪-微分器对上证综指进行了模拟和预测,并将其模拟和预测结果与五日移动平均法进行比较。结果发现,不管是敏感度还是误差,非线性跟踪-微分器比移动平均法要理想得多。
Based on introducing the principle of the Non-linear Trace Differential, this paper simulates and forecasts the SHCI and compared it＇s results to that of the Moving Method of Mean. It finds that Non-linear Trace Differential is better than Moving Method of Mean in either sensitivity or error.
出处
《系统工程》
CSCD
北大核心
2006年第5期81-87,共7页
Systems Engineering
关键词
非线性跟踪—微分器
股价模拟
股价预测
上证综指
Non-linear Trace Differential
Simulating Stock Pricer Forecasting Stock Pricer SHCI
