现代信息科技2024，Vol.8Issue(21)：41-45,5.DOI:10.19850/j.cnki.2096-4706.2024.21.009
基于ARIMA及LSTM模型的股票分析
Stock Analysis Based on ARIMA and LSTM Models
摘要
Abstract
The research on financial time series data has always received widespread attention,especially in the research on stock prices.Taking the opening price of the Shanghai Securities Composite Index as the research object,this paper uses ARIMA model,ARIMA-LSTM model,and ARIMA and ARIMA-LSTM combination model to predict the opening price for 10 days,50 days and 116 days,and calculates the R2,MAE and RMSE for each model.By comparing the three statistical indicators of the three models,it is found that the ARIMA model predicts better at 10 days.When the prediction time is extended,the ARIMA-LSTM model and the ARIMA and ARIMA-LSTM combination model performs better than the ARIMA model.关键词
预测/ARIMA模型/ARIMA-LSTM模型/ARIMA和ARIMA-LSTM组合模型Key words
prediction/ARIMA model/ARIMA-LSTM model/ARIMA and ARIMA-LSTM combination model分类
信息技术与安全科学引用本文复制引用
何杰,李素平,何盈盈,孙亚南,秦晓江..基于ARIMA及LSTM模型的股票分析[J].现代信息科技,2024,8(21):41-45,5.基金项目
重庆人文科技学院科学研究项目(JSJGC202205) （JSJGC202205）
重庆人文科技学院科学研究项目(JSJGC202201) （JSJGC202201）
重庆人文科技学院科学研究项目(JSJGC202202) （JSJGC202202）
