基于ARIMA模型对突发状况下煤炭价格的预测

Forecast of Coal Prices in Emergencies Based on ARIMA Model

针对突发状况下煤炭价格的预测,考虑煤炭价格的影响因素较多,运用层次分析法,选择合理的影响因素,计算其权重.基于灰色马尔科夫预测模型和多元线性回归分析,研究煤炭价格的波动趋势,运用ARIMA模型得出在突发状况下煤炭价格的急剧下降走向的结论.

To forecast of coal price in emergency situation, many influencing factors of coal price are considered by using the analytic hierarchy process, selecting reasonable influencing factors, and calculating its weight. Based on the gray-Markov forecasting model and multiple linear regression analysis, the volatility trend of coal prices is studied, and the ARIMA model is used to obtain the sharp decline trend of coal prices in emergencies.