摘要
对上证综合指数每日收盘数据进行非趋势化处理,并对经过处理后的股票指数数据进行了功率谱检验,找出具有混沌功率谱特征的时间序列所对应的去趋势化方法,为后续计算股票指数的关联维数和李雅普诺夫指数等提供了有效的数据处理平台,以便对股市进行有效的预测和研究。
In this paper every day closing data of the ShangHai share price index is processed by no - tendency, and the data of share processed is carried on with the power spectrum verification. This is for the purpose of seeking the non - tendency corresponding the time series with the chaotic power spectrum characteristic. It also calculates the correlation dimension and Lyapunov exponent in order to effectively forecast and study stock market.
出处
《商业研究》
CSSCI
北大核心
2009年第2期189-192,共4页
Commercial Research
基金
广西教育厅科研项目
项目编号:200702MS066
广西工学院科学基金
项目编号:0704105
关键词
股票价格指数
非趋势化处理
功率谱
share price index
non - tendency processing
power spectrum
