一种线性移动自回归预测模型

The model of a linear moving self-regression forecast

应用线性回归分析和移动平均理论 ,对按时间次序排列的单一数据序列 ,给出了一种线性移动自回归预测模型 ,并对原始数据受不确定因素影响而产生的随机振荡 ,给出了合理的控制区间和运行通道。将其应用于深圳证券交易所股价综合指数每日收盘指数序列 ,得到了与实际情况相符合的结果 ,预测的准确性相当之高 ,具有一定的创新性和实际应用价值。

The theory of linear regression and the theory of moving average are applied to analyse single data in time series,the model of a linear moving self regression forecast are given out.The controllable interval of primal data random oscillation is found.It is applied to analyse the stock price index in Stock Exchange of Shenzhen.Some conclusions of conforming to reality are obtained.The model has higher operative value for forecasting investment profit.