基于指数平滑法的动力煤价格预测研究

Research on prediction of thermal coal price based on exponential smoothing method

根据秦皇岛港口5 500 kcal动力煤2010年1月至2018年5月的月平均价格,通过二次指数平滑法建立了价格变化的预测模型,并对2018年6—8月的动力煤价格进行了预测。研究表明:利用二次指数平滑预测法对秦皇岛港口动力煤价格进行预测是可行的,建立的三套预测模型精度都在90%以上,预测效果较好。对于不同的超前期数m值,最优指数平滑系数α的取值有所不同。预测结果表明,2018年6月秦皇岛港口5 500 kcal动力煤预测价格为654.42元/t,2018年7月预测价格为597.4元/t,2018年8月预测价格为665.18元/t,动力煤价格将有所波动。

According to the monthly average price of 5 500 kcal thermal coal in Qinhuangdao port from January 2010 to May2018,a forecast model of price changes was established by the double exponential smoothing method,and the thermal coal price from June to August 2018 was forecasted. The research showed that it is feasible to use the quadratic exponential smoothing forecasting method to forecast the thermal coal price in the port of Qinhuangdao. The accuracy of the three sets of forecasting models established is over 90%,and the forecasting effect is good. The value of the optimal exponent smoothing coefficient α is different for different values of the leading period m. The forecast results indicate that the predicted price of 5500 kcal thermal coal at Qinhuangdao port in June 2018 is 654.42 yuan/t,the forecast price in July and August 2018 are597.4 yuan/t and 665.18 yuan/t,thermal coal prices will fluctuate.