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股市行情波段的数值特征提取

Extraction of Numerical Characteristics of Stock Wave Band
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摘要 对作为数据挖掘模型预测项的股票波段数值特征进行了研究.首先采用了二次平滑模型和有限自动机模型,根据股票峰(谷)点的概念实现对波段状态的初步提取.然后根据波段对象属性的规范化表示,给出了小波段与盘整波段的规则设定,用有限自动机模型实现小波段合并与盘整波段的提取,最终得到了过滤后的波段数值特征. The numerical characteristics of stock wave were studied based on pattern recognition. The quadratie smoothing model and basic limited automatic theories were adopted to extract the stock state according to the theory of stock peak-valley point. Daily transaction state of stock was realized to preliminary extraction. After standard expression of wave band, rule-making of the whole wave band and filtering of partial wave band, the numerical characteristics of stock wave were obtained finally.
作者 杨晋浩 吴明朗 杨金坤
机构地区 成都大学信息科学与技术学院
出处 《成都大学学报（自然科学版）》 2012年第2期161-163,共3页 Journal of Chengdu University（Natural Science Edition）
关键词 股市行情 二次平滑 有限自动机 波段对象 stock wave quadratic smoothing model finite automation wave band
分类号 TP311.1 [自动化与计算机技术—计算机软件与理论]
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成都大学学报（自然科学版）
2012年 第2期

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