基于部分函数型线性回归模型的上证指数预测

Prediction for the Shanghai Stock Index Based on the Partial Functional Linear Regression Model

在金融数据的研究中,经常遇到函数型数据.本文主要建立部分函数型线性回归模型,分析函数型数据在上证指数预测中的应用,根据函数型数据分析的原理及其求解主成分分析的方法,使用Matlab对上证指数进行预测.

In the research of financial data,the functional data is often encountered. In this paper,the partial functional linear regression model is established to predict the Shanghai stock index. Based on the principal component analysis theory and calculation method,the Shanghai Composite Index is predicted by Matlab.