| 基于灰色时序组合模型的股价预测 |
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| 引用本文： | 刘兆鹏.基于灰色时序组合模型的股价预测[J].宿州学院学报,2009,24(6):83-85. |
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| 作者姓名： | 刘兆鹏 |
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| 作者单位： | 宿州学院,应用数学系,安徽,宿州,234000 |
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| 基金项目： | 宿州学院自然科学研究项目 |
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| 摘 要： | 基于Cramer分解定理，针对股票价格的随机性提出用灰色系统理论与时序分析相结合的方法描述股价变化。并通过对上证马钢股份数据进行预测分析证明了用GM（1，1）模型和ARMA模型共同描述股价变化的适用性，并用模型预算公式对预测值与实测值作了比较，说明该模型具有较高的预报精度和应用价值。
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| 关 键 词： | 股价 灰色系统 时间序列 预测 |
Stock-price Prediction Based on the Combinatory of Gray System and TSA |
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| LIU Zhaopeng.Stock-price Prediction Based on the Combinatory of Gray System and TSA[J].Journal of Shuzhou College,2009,24(6):83-85. |
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| Authors: | LIU Zhaopeng |
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| Institution: | LIU Zhaopeng (Department of Applied Mathematics, Suzhou University, Suzhou Anhui,234000,China) |
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| Abstract: | Based on Cramer decomposition theorem, a synthetical analysis method combining time series analysis method with gray system theory is adopted aimed at the key issue of stock-price fluctuation. This method is used to describe the change of stock-price. The actual measurement of stock-price change demonstrates that it is feasible to utilize GM（1,1 ） and ARMA model to describe stock-price. It the end,a forecast formula is presented to predict variation trend of the stock-price. |
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| Keywords: | stock price gray system time series forecasting |
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