摘要
上证综指反映了上海证券交易市场的总体走势,对上证综指的分析与研究可以帮助我们了解上证的经济市场。就2012年以来的上证综指进行分析研究,提出一种自回归移动平均模型(ARIMA)与广义自回归条件异方差模型(GARCH)和最小二乘支持向量机(LSSVM)的组合模型来对上证综指进行预测,取得了良好的预测效果。在设计的过程中,我们利用R语言进行处理,R语言是一款免费的优秀的数据处理软件。
The Shanghai composite index reflects the general trend of Shanghai stock market.Analysis and Research on the Shanghai composite index can help us to know more about the economic market,this paper analyses the Shanghai compos- ite index from 2012 and then Put forward a kind of Autoregressive Integrated Moving Average Model (ARIMA) and the Generalized Autoregressive Conditional Heteroskedasticity Model (GARCH) and Least Squares Support Vector Machine (LSSVM) model to predict the Shanghai composite index.In the process of design,this paper use R language,R language isa free good data processing software
出处
《工业控制计算机》
2013年第9期110-111,113,共3页
Industrial Control Computer