摘要
灰色模型适合对数据量少、波动不大的短期数据进行预测,而马尔可夫模型适用于预测波动较大的过程。通过结合灰色模型和马尔可夫模型的特点,现提出一种灰色马尔可夫链组合预测模型,对股票价格进行预测,与其他文献不同的是,在数据处理上进行了改进。实验结果表明,与一般灰色马尔可夫模型相比,改进后的模型预测精度得到了提高。
Grey model is suitable for such kinds of objects with few data,short time and little fluctuation,but Markov model is applicable to predict fluctuating process.By combining the advantages of both grey model and Markov model,a grey-Markov model is established to predict the stock price,compared with other paper,the difference is the improving of the data processing.Experiment results show that the prediction accuracy has been improved.
出处
《科学技术与工程》
北大核心
2012年第1期133-136,共4页
Science Technology and Engineering
