国际石油价格长期趋势预测系统的研制与应用

Development and Application of Long-term and Multi-stage Oil Price Forecasting System

国际石油价格的剧烈波动将对经济乃至整个社会产生巨大的影响。如何准确预测国际油价趋势已成为一个非常重要的课题。基于小波多尺度分析长期趋势多步预测模型,设计并开发了国际石油价格长期趋势预测系统(LOFS)。该系统的应用证明:LOFS系统在一定程度上可以预测未来国际油价的变化趋势,但预测的关键是选取合适的参数(小波波形、峰谷选取严格度、波动检验量常数)。基于计算实验的思想,提出了一套确定参数的方法,并据此预测了2013年Brent原油价格的走势。

The intense volatility of the oil price may have great effects not only on the economy but also on the whole society.It has become a very important task to forecast the trend of oil price accurately.This paper designs and develops Long-term and Multi-stage Oil Price Forecasting System（LOFS）based on MAW model.The application of LOFS proves that LOFS can forecast the trend of oil price in the future in a certain degree,but the key of the forecast is the choice of appropriate parameters（e.g.wave type）.This paper proposes a method to determine these parameters based on computational experiments and accordingly forecasts the trend of Brent crude oil price in 2013.