股票价格预测的时间序列组合模型方法-计算机科学与技术专业论文.docxVIP

II II Abstract With the rapid development of national economy, the stock market has become an important part of our market economy. The most primitive and direct purpose of the almost investors is to get profit. To make profits as much as possible, Investment need reasonable actions of the investment decision-making.It requests us has a full and effective analysis of historical stock data before a reasonable forecasts for the price. The stock market is a complex nonlinear system, and its data is huge and continually change .Thus, it?s of important reference value and guidance to set up a moderate calculation speed and high precision automatic stock prediction model. Stock price series is a special type of time series, and it can be forecast with some improved time series predicting methods. There is three method that commonly used of time series: statistical model method, the machine learning method and combination method. Simple statistical model method application in the complex background, which performance is often disappointing. At present more popular as the machine learning method and combination method. Because combination method is the organic integration of a variety of methods, matching the share prices of many ingredients consistent characteristics, this paper argues that combination method can more effectively predict the stock price than the single method. Based on the well known three division of the stock prices, this paper try to build a framework of stock prices combination forecast method in which the final forecasting result can be selected by certain rules. The final result is obtained from the kinds of result formed of kinds of methods used in different part, and it is more reliable than those obtained by the single prediction methods.On the basis of this framework, this article also did the exploration and research to the The formation mechanism of the Some parts , and established the corresponding mathematical model. In this way, further impr