经济数学Issue(2):19-22,4.
基于Elman网络预测汇率短期发展趋势
Predicting the Exchange Rate Based on Elman Neural Networks
摘要
Abstract
This paper predicts the Exchange Rate by employing Neural Networks(NN)models.We classified the sample sequence,and then made residual analysis on the training and test samples.The predicted results show that the method has a 74.54% accuracy to predict the fluctuation of Exchange Rate.Furthermore,we analyzed the phenomenon of a slightly big devi-ation between the Exchange Rate’s predicted values and actual value.关键词
Elman网络/时间序列/残差分析/涨落方向Key words
Elman network/Time series/Residual analysis/Fluctuation direction分类
数理科学引用本文复制引用
胡欢,林莉莎,陈文韬,孟纯军..基于Elman网络预测汇率短期发展趋势[J].经济数学,2014,(2):19-22,4.基金项目
国家级大学生创新训练计划项目 ()