摘要
针对黄金价格时间序列的特点,首先结合马尔可夫决策思想对数据集进行相空间重构处理,然后利用支持向量机技术建立黄金价格走势的短期预测模型,最后对上海黄金交易所AU9999的预测结果表明所建模型可以有效地进行黄金价格的短期预测.
Short-term prediction of gold prices is studied by means of support vector regression. According to the characteristics of gold price time series, phase space reconstruction of data set is studied by ideas of Markov decision, and then a short-term prediction model of gold price is presented by using support vector regression technology. In addition, an example, price prediction of Shanghai Gold Exchange AU9999, is provided in order to verify validness of our model.
出处
《数学的实践与认识》
CSCD
北大核心
2011年第24期1-6,共6页
Mathematics in Practice and Theory
基金
国家自然科学基金(10871226
11171226)
关键词
黄金价格
预测
支持向量机
相空间重构
马尔可夫决策
Gold price
prediction
support vector machine
phase space reconstruction Markov decision
