基于SVM的橡胶连续收盘指数的降噪回归预测

On Consecutive Closing Price of Rubber Based on SVM’s Regression Forecast with Noise-reduction

基于支持向量机的预测模型对橡胶连续的收盘价原始数据和降噪后数据进行预测,并对拟合得到的2个结果进行对比.结果表明:对时间序列降噪后,再用支持向量机进行预测模拟,相比直接用原始数据得到预测结果要精确得多,也具有很好的推广价值.

Based on support vector machine, the raw data and data with noise reduction are separately used to predict rubber consecutive closing price, and comparison of these two results is conducted and conclusion is obtained. The study suggests that the forecast using the data of time series with noise reduction is more accurate than the one directly with the raw data.