资料下载
×
灰色系统理论在汇率预测中的应用
消耗积分:3 |
格式:rar |
大小:344 |
2010-01-03
分享资料个
本文用灰色预测方法，建立了外汇汇率预测的GM（1,1）预测模型，并在此基础上建立了基于灾变灰色预测理论的灰色预测与回归预测的组合模型，分别对外汇汇率进行了实证预测，均在中短期预测中取得较好效果，并对模型的适用性进行了分析。
关键字： 汇率、灰色预测、GM（1,1）
An application of grey forecasting model
for foreign exchange rate analysis
Abstract
In this paper,GM(1,1) forecasting model is established to analysis foreign exchange rate by using grey forecasting model.Then a disaster forecasting model combined with GM(1,1) and linear method is established based on it. And both get good forecasting results in the short-term forecasting in an example. At last, making a analysis about this model’s suitable scope.
Key words: foreign exchange rate, grey forecasting model, GM（1,1）,disaster forecasting
关键字： 汇率、灰色预测、GM（1,1）
An application of grey forecasting model
for foreign exchange rate analysis
Abstract
In this paper,GM(1,1) forecasting model is established to analysis foreign exchange rate by using grey forecasting model.Then a disaster forecasting model combined with GM(1,1) and linear method is established based on it. And both get good forecasting results in the short-term forecasting in an example. At last, making a analysis about this model’s suitable scope.
Key words: foreign exchange rate, grey forecasting model, GM（1,1）,disaster forecasting
声明：本文内容及配图由入驻作者撰写或者入驻合作网站授权转载。文章观点仅代表作者本人，不代表电子发烧友网立场。文章及其配图仅供工程师学习之用，如有内容侵权或者其他违规问题，请联系本站处理。 举报投诉
评论(0)
发评论
- 相关下载
- 相关文章
