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讨论主要工具之一，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 The short-term stock price prediction based on time series analysis Abstract: The analysis of time series is one of the important tools for researching i the field of economy, it describes the law of historic data with the time passing byit 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 serie introduce the basic of forecasting method of the analysis of time series as well as simple application model. in the paper, I use the historic closing price data of Sin shares and the forecasting method of time series to predict the Sinopec shares' closprice 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.......................................................................1 1.1 讨论背景 ..........................................................
