基于时间序列分析的股票价格短期预测与分析.doc

基于时间序列分析股票价格短期预测与分析摘要时间序列分析是经济领域研究主要工具之一，它描述历史数据随时间改变规律，并用于预测经济变量值。在股票市场上，时间序列预测法惯用于对股票价格趋势进行预测，为投资者和股票市场管理方提供决议依据。本文经过各种预测方法对比，突出时间序列分析优势，从时间序列概念出发介绍了时间序列分析预测法基础以及其简单应用模型。文中使用中石化股票历史收盘价数据，利用时间序列预测法预测出中石化股票后五个交易日收盘价，经过对预测价格和实际价格做出对比，表明时间序列预测法效果比很好。关键词：时间序列；股票价格；预测Theshort-termstockpricepredictionbasedontimeseriesanalysisAbstract:Theanalysisoftimeseriesisoneoftheimportanttoolsforresearchingithefieldofeconomy,itdescribesthelawofhistoricdatawiththetimepassingbyitisalsousedtopredictthevalueofeconomicvariables.Inthestockmarket,theforecastingmethodoftimeseriesiscommonlyusedtoforecastthetrendofstockprice,andprovideevidenceofdecisionmakingforinvestorsandmanagements.Inthethesis,throughthecomparisonofvariousforecastingmethodstohighlighttheadvantagesoftheanalysisoftimeseries,beginningwiththeconceptoftimeserieintroducethebasicofforecastingmethodoftheanalysisoftimeseriesaswellassimpleapplicationmodel.inthepaper,IusethehistoricclosingpricedataofSinsharesandtheforecastingmethodoftimeseriestopredicttheSinopecshares'clospriceofthelastfivedays,andbycomparisonbetweenpredictingpriceandactualpricetoshowthegoodeffectoftheforecastingmethodoftimeseries.Keywords:Timeseries;Stockprice;Forecast目录第1章前言.......................................................................11.1研究背景.......................................................................11.2预测基础知识...................................................................21.3股票基础知识...................................................................41.4股票预测方法...................................................................4第2章时间序列预测法...............................................................62.1时间序列预测...................................................................62.1.1时间序列概念.............................................................62.1.2时间序列分析特点...........................................................72.1.3时间序列预测法分类.......................................................72.1.4时间序列预测法步骤............................................