摘要
利用组合模型对茅台股票价格进行预测。首先通过ADF检验观察价格时间序列是否平稳。其次,选择ARIMA、GM(1,1)、GM-ARIMA回归模型分别对股票价格序列进行拟合。最后,基于误差标准选择GM-ARIMA回归模型对茅台股价进行预测。结果表明,GM-ARIMA回归模型更能准确地预测茅台股票的股价。
The combination model is used to forecast the stock price of Moutai.First,the ADF test is used to observe whether the price time series is stable.Secondly,ARIMA,GM(1,1)and GM-ARIMA regression models are selected to fit the stock price series.Finally,GM-ARIMA regression model is selected based on the error criteria to predict the share price of Moutai.The results show that GM-ARIMA regression model can predict the share price of Moutai stock more accurately.
作者
郭改文
王诗涵
GUO Gaiwen;WANG Shihan(Department of Computer and Artificial Intelligence,Henan Finance University,Zhengzhou 450046,China;Faculty of Science and Technology,Beijing Normal University-Hong Kong Baptist University United International College,Zhuhai 519085,China)
出处
《河南教育学院学报（自然科学版）》
2023年第2期22-27,共6页
Journal of Henan Institute of Education(Natural Science Edition)
基金
教育部中国高校产学研创新基金蓝点分布式计算项目(2021LDA11001)
河南省教育厅重点项目(22A520016)
2020年度河南省新工科研究与实践项目(84)
2021年河南省高等教育教学改革研究与实践重大项目(33)。
