基于时间序列和神经网络的股票预测分析.doc

精品文档 可编辑 西 南 交 通 大 学 本科毕业设计（论文） 基于时间序列和神经网络的股票预测分析 摘要 时间序列分析是经济领域研究的重要工具之一，它描述历史数据随时间变化的规律，并用于预测经济变量值。在股票市场上，时间序列预测法常用于对股票价格趋势进行预测，为投资者和股票市场管理方提供决策依据。本文通过各种预测方法的对比，突出时间序列分析的优势，从时间序列的概念出发介绍了时间序列分析预测法的基础以及其简单的应用模型。文中使用中石化股票的历史收盘价数据，运用时间序列预测法预测出中石化股票的后五个交易日的收盘价，通过对预测价格和实际价格做出对比，表明时间序列预测法的效果比较好。 随着人们生活水平的提高，人们的投资方式也在发生着巨大的变化，越来越多的人开始关注并参与到股票市场投资中去。股票具有高收益的同时也具有高风险性，股票市场受众多因素的影响，价格令人无法捉摸，股票价格预测的研究具有巨大的价值，因此对于股票价格的预测从股票市场诞生之日起，就成了股民与学者们不懈探索的难题。? 时间序列分析是经济领域研究的重要工具之一，它不仅可以描述历史数据随时间变化的规律，还可以用于经济领域的研究预测。在股票市场上，时间序列预测法常用于对股票价格趋势进行预测，为投资者提供决策依据。本文对时间序列相关的理论知识做了简单的介绍，重点对预测模型进行了研究。最后使用上证指数的历史数据，运用时间序列预测法对上证指数进行了短期预测，得到了较好的预测效果。? 关键词：时间序列；股票价格；预测The?short-term?stock?price?prediction?based on?time?series?analysis Abstract：Time series analysis is one of the most important tools in the field of economic research. It describes the law of historical data changing with time and is used to predict the value of economic variables. In the stock market, time series forecasting method is often used to predict stock price trends, and to provide decision-making basis for investors and stock market management. Through the comparison of various forecasting methods and the advantages of time series analysis, this paper starts with the concept of time series, introduces the basis of time series analysis and prediction method and its simple application model. The history of the use of Sinopec shares closing price data, the closing price of the five trading days of the use of time series forecasting method to predict the Sinopec shares, by making comparison of the predicted and actual prices, show that the time sequence prediction method to compare the effect of good. With?the?improvement?of?peoples?living?standard,?peoples?investment?mode?is?changing.?More?and?more?people?begin?to?pay?attention?to?the?stock?market?and?put?their?money?into?the?stock?market.?Stock?has?high?earnings?but?also?has?high?risk.?There?are?many?factors?that?influence?the?stock?market.?The?price?of?the?stock?is?always?une