油价系统的随机模拟

Stochastic Simulation on the System of Oil Price

石油价格的波动已经对相关产业及国家经济产生了重要的影响,未来油价趋势的准确预测是国家及相关产业经济的重要参考因素。在综合分析已有的油价预测方法的基础上,笔者提出了一种新的研究思路,首次把石油价格及其影响因素作为一个随机系统来展开研究。基于系统、信息、控制的观点,在分析油价系统结构的基础上,从随机的角度研究了油价及其影响因素的变化规律;设计了一个随机模拟器,对未来油价的概率分布函数及统计特征进行随机模拟。

The fluctuation of oil price has already had an important impact on relevant industries and national economy, so accurate prediction of the trend of oil price in future has become main reference factors for the country and relevant industries＇ economies. This paper puts forward a kind of new thinking of research on the basis of analysing synthetically existing prediction method of oil price, regarding the price of petroleum and its influence factors as a stochastic system for the first time. Based on the view of system theory, after analysing systematic structure of oil price, the fluctuate law of oil price and its influence factors are researched in terms of randomicity. Besides, a random simulator is designed to simulate the probability distribution and characteristics of the oil price in the future.