石油价格预测的分形方法——以西德克萨斯轻质原油月价为例

The Fractal Approach in Forecasting Oil Price——Taking monthly prices of WTI as example

由于经常受到意外因素影响,原油价格预测始终是一个世界性难题,采用分形理论预测油价是一种较为理想的预测方法,具有先天的优势。本文从分形的基本理论出发,提出原油价格预测的基本思路,并在此基础上以2009年2月至2009年11月的西德克萨斯轻质原油(WTI)月油价为例进行统计分析,预测出2009年12月、2010年1月和2月的原油价格,并与实际的原油价格进行了对比分析,取得了较为理想的预测结果,证明了该方法的可行性和有效性。

Influenced by various kinds of unpredictable factors, the forecast of crude oil price has always been a worldwide challenge. With its own advantages, fractal theory was considered as an ideal method in solving this problem. Based on the principles of fractal theory, this paper proposed basic steps in forecasting the crude oil price. The WTI prices of 10 months, from February, 2009 to November, 2009, will be taken as reference to analyze and forecast the monthly prices of December 2009, January and February 2010. The feasibility and effectivity of this method has been proved by comparing the predict- ed prices with real prices.