灰色—马尔科夫复合模型在黄金价格预测中的应用

Application of Grey-Markov composite model in forecasting gold price

为了弥补GM(1,1)模型对黄金价格行情预测的缺陷,结合马尔科夫理论,建立了预测黄金价格的灰色—马尔科夫模型,并对模型进行了改进。通过对比分析,改进后的灰色—马尔科夫复合模型预测效果最佳。最后选用复合模型对今后三年的黄金价格进行了预测。

In order to make up for the shortcomings in the application of simple GM（1,1） model when predic- ting the gold price quotations, a Grey-Markov forecasting model of gold price is created and modified combined with Markov theory. Through comparative analysis of the three established models, the improved Grey-Markov composite model has the best prediction effect. Finally, the composite model is selected to predict gold price for the next three years.