天津工业大学学报2011，Vol.30Issue(3)：85-88,4.
黄金期货价格的混沌动力学分析与预测
Chaotic dynamics analysis and forecast of gold futures price
摘要
Abstract
The time series which formed by the daily closing price of gold futures of the Shanghai Futures Exchange are studied. Based on phase space reconstruction, it is proved that the studied time series have the chaotic behavior by drawing phase diagram, calculating the characteristic parameters of time series like correlation dimension and the Kolmogorov entropy. Finally, the Radial Basis Function (RBF) neural network is adopted to forecast the further data of time series, and the satisfying forecast result is obtained.关键词
黄金期货价格/混沌/动力学分析/关联维数/Kolmogorov熵/径向基神经网络Key words
gold futures price/ chaos/ dynamics analysis/ correlation dimension/ Kolmogorov entropy/ RBF neural network分类
数理科学引用本文复制引用
刘鸿杰,黄东卫,王永昭..黄金期货价格的混沌动力学分析与预测[J].天津工业大学学报,2011,30(3):85-88,4.基金项目
国家自然科学基金重点项目(10732020) （10732020）
