集成时序分析与形态理论的证券价格预测方法

在证券价格预测中如何将已有的技术分析方法和现代统计学理论相结合，寻求价格运动规律存在的统计支持，获得更直接的实证，成为近年来证券价格预测的课题之一．本文提出一种利用ARMA模型和形态理论进行组合预测股票价格的方法，计算实例表明了这种组合方法预测能力相对于单一的预测方法有明显的优越性，更具有实际意义0。

A Predictor Method of Securities Price Based on Integration of Time Series Analysis and Shape Theory

How combine the existing method of technical analysis and the theory of modern statistics, how seek for statistic support of law of motion of price, and how obtain demonstration more directly than ever, become one of task of forecast of securities price in recent years. This paper proposes a combination of securities price forecast methodology which integrated the ARMA model and the shape theory. This paper uses a example testing the methodology, the outcome show that the methodology is superiorer and more practicality than one of each predictor method.