基于灰色关联分析的BP算法预测沪铜期货价格

Prediction of shanghai copper futures price based on BP algorithm with gray correlation analysis

采用灰色系统理论中的关联分析方法,对2012年影响沪铜期货价格的因素进行分析,挑选出主要的影响因素.以主要影响因素为输入向量,以参考价格为输出向量,建立了沪铜期货价格与主要影响因子之间的BP神经网络预测模型,并对沪铜期货价格进行了实证研究.实证研究结果表明:该方法预测精度较高、实用性强.

Using the relational analysis method of gray system theory ,this paper analyzed the main factors which affected Shanghai copper futures price in 2012 ,and selected out the main influencing factors .The input vector was the main influencing factors ,and the output was the reference price ,the BP neural network forecast model was established between Shanghai copper futures price and the main influencing factors .The empirical results showed that this method had a high prediction precision and strong practicality .