| 应用GM(1,1)模型对天然橡胶期货价格进行预测的实证分析 |
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| 引用本文： | 冯娟,柯佑鹏,赵朝飞.应用GM(1,1)模型对天然橡胶期货价格进行预测的实证分析[J].华南热带农业大学学报,2007,13(2):14-18. |
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| 作者姓名： | 冯娟 柯佑鹏 赵朝飞 |
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| 作者单位： | 华南热带农业大学经济管理学院 海南儋州571737(冯娟)，中国热带农业科学院基建处 海南儋州571737(柯佑鹏)，中国热带农业科学院财务处 海南儋州571737(赵朝飞) |
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| 摘 要： | 运用灰色系统理论的原始GM(1,1)模型与新陈代谢GM(1,1)模型,对上海期货交易所的天然橡胶期货品种的价格进行预测,研究在不同的GM(1,1)模型下的精确度。结果显示,新陈代谢GM(1,1)模型要比原始GM(1,1)模型精确度高,在进行价格预测时,可以根据精确度高低的要求选取合适的模型。
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| 关 键 词： | GM(1 1)模型 期货价格 预测 |
Positive Research on Price Forecast of Rubber Futures in Model GM (1,1) |
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| Feng Juan,Ke Youpeng,Zhao Chaofei.Positive Research on Price Forecast of Rubber Futures in Model GM (1,1)[J].Journal of South China University of Tropical Agriculture,2007,13(2):14-18. |
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| Authors: | Feng Juan Ke Youpeng Zhao Chaofei |
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| Institution: | 1.Economy and Management School, SCUTA, Danzhou, Haianan, 571737; 2 .Department of Infrastructure, CATAS, Danzhou, Hainan, 571737; 3 .Department of Finance, CATAS, Danzhou, Hainan, 571737 |
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| Abstract: | Price forecast of rubber futures in Shanghai Futures Exchange was made by using the original Model GM(1,1) and metabolic Model GM(1, 1) in Grayest System Theory to investigate the preciseness of each model, finding that the metabolic model GM (1,1) yields more precise results than Original Model GM(1,1). The paper suggests that in making price forecast of futures, different models can be chosen according to the requirement for preciseness. |
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| Keywords: | model GM(1 1) futures price forecast |
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