用MATLAB软件对股票做线性预测的数学建模(毕业设计).doc

　　 基于 基于基于 基于MATLAB股票市场的线性预测 股票市场的线性预测股票市场的线性预测 股票市场的线性预测 摘要 摘要摘要 摘要 本毕业设计借助MATLAB的技术工具软件对股票价格的数据信号图进行分 析，来构造一个线性预测器。并用MATLAB生成一个豪华的界面，把线性预测 的结果直观、明了的变现出来。 本设计内容在理解信号与系统基本原理的前提下，利用MATLAB设计了一 个线性预测系统，该系统利用一个离散时间有限脉冲响应（FIR）滤波器来解决 属于预测建模等问题。这是一个基于MATLAB计算机仿真的股票线性预测模型， 它用股票的开盘、收盘、最高、最低四种价位为源信号进行预测，可以用选择滤 波器的阶数来调整它的精确度，能够做到预测误差最小。 本设计分为四个部分：第一部分介绍了股票预测的现实意义及发展现状；第 二部分主要阐明线性预测的方法；第三部分简述MATLAB及图形用户界面的相 关知识；第四部分给出预测过程及结果。 关键词 关键词关键词 关键词： ：： ：线性预测系统、MATLAB、离散时间有限脉冲响应（FIR）滤波器 MATLAB-based linear prediction of the stock market A AA Abstract bstractbstract bstract： ：： ：This graduation project carries on the analysis with the aid of the MATLAB technical tool software to the stock price data signal chart, comes a structure linear predictor. And produces a luxurious contact surface with MATLAB, the linear prediction result direct-viewing, the perspicuity changes appears. This design content in the understanding signal and under the system basic principle premise, has designed a linear prediction system using MATLAB, this system uses a discrete time limited pulse to respond the (FIR) filter to solve belongs to questions and so on forecast modeling. This is one based on the MATLAB computer simulation stock linear prediction model, it uses the stock the opening price, closing, high, the lowest four kind of prices to carry on the forecast for the source signal, may use the selective filter the exponent number to adjust its precision, can achieve the forecast error to be smallest. This design divides into four parts: The first part introduced the stock forecast practical significance and the development present situation; Second part of main exposition linear prediction method; The third part summarizes MATLAB and the graphical user interface related knowledge; The fourth part gives the forecast process and the result. Key Key Key Key w ww words ordsords ords： ：： ：Linear