基于小波分析的ARIMA模型对上证指数的分析与预测

股票价格的预测一直受到广泛关注,其预测方法虽然很多,但是往往存在预测精度有限、容易陷入局部极小等问题.为了提高股票价格预测的准确性,提出了基于小波分析的A砒MA模型的股票价格预测方法,同时利用该方法对上证指数收盘价的月平均值进行实例分析,并与其他方法的预测结果进行了比较,结果表明了提出方法的有效性.

Analysis and Prediction of Shanghai Composite Index by ARIMA Model Based on Wavelet Analysis

Stock price prediction attracts the extensive attention,although there are many forecasting method.But they often has problems such as limited prediction accuracy,easy to fall into local minimum and so on.In order to improve the accuracy of stock price forecasting.The modified model of ARIMA based on wavelet analysis of stock price forecasting methods is established.Then using this model analysis the monthly average closing price of the Shanghai composite index.And compared the prediction results with other methods.The results show the effectiveness of the proposed method.