摘要
本文讨论了时间序列的预测问题,在摆脱了在传统模型过多假设的基础上,采用对不同类型预测模型进行综合平衡分析的方法,权衡各项指标,以达到发现时间按序列转折点的目的.并以股票序列为例说明所给预测模型的有效性.
This paper discusses the prediction of time series.Without the assumptions on the traditional time series models,this paper considers all the indicators by balancing different types of forecasting models,so that the turning point in the time series can be found.An example of stock time series is given to show the effectiveness of the predictive model provided.
出处
《应用概率统计》
CSCD
北大核心
2010年第4期437-442,共6页
Chinese Journal of Applied Probability and Statistics
基金
江苏技术师范学院青年科研基金(KYY09051)
教育部高校博士点专项基金(44K55050)资助
关键词
时间序列
风险函数
相对偏离度
偏离度信息分解比
Time series
risk fuction
relatively departure index
information-decomposition ratios of departure index.
