基于时间序列分析的股票价格短期预测与分析姓名：王红芳 数学与应用数学一班 指导老师：魏友华摘 要时间序列分析是经济领域讨论的重要工具之一，它描述历史数据随时间变化的规律，并用于预测经济变量值。在股票市场上，时间序列预测法常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策依据。本文通过各种预测方法的比照，突出时间序列分析的优势，从时间序列的概念出发介绍了时间序列分析预测法的根底以及其简单的应用模型。文中使用中石化股票的历史收盘价数据，运用时间序列预测法预测出中石化股票的后五个交易日的收盘价，通过对预测价格和实际价格做出比照，说明时间序列预测法的效果比拟好。 关键词：时间序列；股票价格；预测 The short-term stock price prediction based on time series analysisAbstract: The analysis of time series is one of the important tools for researching in the field of economy, it describes the law of historic data with the time passing by and it is also used to predict the value of economic variables. In the stock market, the forecasting method of time series is commonly used to forecast the trend of stock price, and provide evidence of decision making for investors and managements. In the thesis, through the comparison of various forecasting methods to highlight the advantages of the analysis of time series, beginning with the concept of time series, I introduce the basic of forecasting method of the analysis of time series as well as its simple application model. in the paper, I use the historic closing price data of Sinopec shares and the forecasting method of time series to predict the Sinopec shares' closing price of the last five days, and by comparison between predicting price and actual price to show the good effect of the forecasting method of time series.Keywords: Time series; Stock price; Forecast目 录第 1 章 前 言..........................................................
