云南师范大学学报（自然科学版）2011，Vol.31Issue(5)：50-55,6.
ARIMA模型在股价预测上的应用及其傅里叶修正
The Applications of ARIMA on Stock Price Forecast and It's Fourier Series Correction
李美 1干晓蓉 1刘新乐1
作者信息
- 1. 昆明理工大学理学院,云南昆明650093
- 折叠
摘要
Abstract
The accuracy of static forecast of ARIMA model is high,but it can only forecast the next one. The dynamic forecast can do more than one, however, we cannot get a ideal trend of the stock price. As to the movement trend of stock price,this paper will first use the dynamic method to forecast the more future price,then combine Fourier series prediction method to modeling revised forecasting model,to get more Accurate movement trend of stock price.关键词
ARIMA模型/预报式/傅里叶级数修正/股价趋势预测Key words
ARIMA/ forecast/ Fourier series分类
数理科学引用本文复制引用
李美,干晓蓉,刘新乐..ARIMA模型在股价预测上的应用及其傅里叶修正[J].云南师范大学学报（自然科学版）,2011,31(5):50-55,6.
