| 基于信息修正GM(1,1)模型的黄金价格行情预测 |
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| 引用本文： | 涂小龙. 基于信息修正GM(1,1)模型的黄金价格行情预测[J]. 有色金属(矿山部分), 2012, 64(3): 11-14 |
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| 作者姓名： | 涂小龙 |
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| 作者单位： | 湖南辰州矿业股份有限公司,湖南怀化,419607 |
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| 基金项目： | 国家自然科学基金，全国优秀博士论文专项资金项目 |
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| 摘 要： | 为了科学预测黄金的价格行情,构建信息修正GM(1,1)模型来模拟其价格走势。首先对2011年国内黄金价格(Au9999)进行分析,选出波动较大的少量数据,再用信息修正GM(1,1)模型进行动态预测,最后将模拟结果与传统的GM(1,1)模型进行误差分析,并将预测结果与2012年1月、2月数据进行对比分析。结果表明信息修正GM(1,1)模型能减少随机扰动和驱动因素,其模拟和预测的精度较高,结果可靠。
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| 关 键 词： | 信息修正GM(1,1)模型 价格行情 预测 误差分析 |
| 收稿时间： | 2012-03-23 |
| 修稿时间： | 2012-03-23 |
Application of Information Revision GM(1,1) Model in Gold Price Quotation Prediction |
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| TU Xiaolong. Application of Information Revision GM(1,1) Model in Gold Price Quotation Prediction[J]. , 2012, 64(3): 11-14 |
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| Authors: | TU Xiaolong |
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| Affiliation: | TU Xiaolong(Hunan Chenzhou Mining Group Co.,Ltd.,Huaihua Hunan 419607,China) |
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| Abstract: | In order to make the scientific prediction on gold price,the information revision GM(1,1) model is constructed to simulate the price trend.Firstly,the domestic gold(Au9999) price in 2011 is analyzed and a few data which have great fluctuation are selected.Secondly,the information revision GM(1,1) model is established to simulate the gold price and predict the trend.Finally,the error comparative analysis is made with the traditional GM(1,1) model,and the prediction results are compared with the data of January and February in 2012.The results show that the information revision GM(1,1) model can reduce the factors of random disturbance,the simulation and prediction accuracy are relatively high,and the analysis results are reliable. |
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| Keywords: | information revision GM(1,1) model price quotation prediction error analysis |
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