ARIMA模型在股价预测上的应用及其傅里叶修正

The Applications of ARIMA on Stock Price Forecast and It's Fourier Series Correction

ARIMA模型静态预测精确度较高,但是只能预测下一期的值,动态预测可以预测多期的值,但是不能很好的给出股价走势。现以股票价格走势为例,首先利用ARIMA模型动态的预测序列未来多期的值,再结合傅里叶级数预测法建立修正的预测模型,以得到较为准确的股价走势。

The accuracy of static forecast of ARIMA model is high,but it can only forecast the next one. The dynamic forecast can do more than one,however,we cannot get a ideal trend of the stock price. As to the movement trend of stock price,this paper will first use the dynamic method to forecast the more future price,then combine Fourier series prediction method to modeling revised forecasting model,to get more Accurate movement trend of stock price.