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基于小波网络的非线性逼近股票分析方法
引用本文:钟满田 苏云. 基于小波网络的非线性逼近股票分析方法[J]. 武汉化工学院学报, 2007, 29(1): 81-83
作者姓名:钟满田 苏云
作者单位:成都理工大学信息管理学院,四川成都610059
摘    要:针对传统方法在股票走势最高点和最低点的预测上不尽人意,收敛速度慢且精度不高的问题,利用小波空间中函数的多分辨分解思想,构造了一种用于学习的小波网络模型.该模型通过子网络酊擎习并且把它们并入整个网络学习,达到全局最优解.实验表明,该网络不但对股价走势逼近的收敛速度快,而且精度高,股票走势最高点和最低点也明显.

关 键 词:小波网络 非线性逼近 多分辨分析 股价 走势
文章编号:1004-4736(2007)01-0081-03
修稿时间:2005-11-30

Stock analysis method of approaching nonlinear function based on wavelet network
ZHONG Man- tian, SU Yun. Stock analysis method of approaching nonlinear function based on wavelet network[J]. Journal of Wuhan Institute of Chemical Technology, 2007, 29(1): 81-83
Authors:ZHONG Man- tian   SU Yun
Affiliation:College of Information Management, Chengdu University of Technology, Chengdu 610059,China
Abstract:Because of the limitation of the conventional stock analysis method of stock trend in culmination and nadir,a new wavelet network model for learning is obtained according to the multiresolution analysis in the wavelet space.The experiments show that the wavelet network not only has the rapid constringency speed of approaching share price trend,but also has high precision and the stock trend in culmination and nadir is evident too.
Keywords:wavelet network    nonlinear approaching    multiresolution analysis    shock    trend
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