基于信号分析与神经网络的人民币汇率预测模型研究

Research on RMB Exchange Rate Prediction Model Based on Signal Analysis and Neural Network

在人民币持续升值的趋势下,外汇风险管理的重要性不言而喻。因此采用科学有效的方法来预测和优化汇率预测模型具有重要意义。本文根据汇率模型的特点选择综合的时频信号分析和神经网络模型分析方法,对人民币汇率的价格水平进行了前期的数据分析和处理,利用EEMD方法进行了有效信号筛选和重构,利用神经网络进行了人民币汇率的价格水平的预测,模型准确反映了波动变化的趋势,验证了本预测方法的有效性,为外汇管理规避市场风险,应对利率、汇率波动带来的影响具有重要的现实意义。

Under the trend of continuous appreciation of RMB,the importance of foreign exchange risk management is self-evident.Therefore,it is of great significance to use scientific and effective methods to predict and optimize the exchange rate prediction model.This article selects a comprehensive signal analysis and network model analysis method according to the characteristics of the exchange rate model,analyzes and processes the data of the RMB exchange rate price in the previous period,uses the EEMD method for effective signal screening and reconstruction,and uses the neural network to perform the prediction of RMB exchange rate price level,the model accurately reflects the trend of fluctuations,and validates the effectiveness of the method based on the combination of signal analysis and intelligent algorithms.It has important reality for foreign exchange management to avoid market risks and respond to the impact of interest rate and exchange rate fluctuation significance.