基于函数型数据的上证指数预测
Prediction for the Shanghai Stock Index Based on the Functional Data
DOI: 10.12677/AAM.2016.52037, PDF, HTML, XML, 下载: 2,388  浏览: 6,067  科研立项经费支持
作者: 程丽娟：岭南师范学院数学与计算科学学院，广东 湛江
关键词: 函数型数据；主成分分析；预测；Functional Data； Principal Component Analysis； Forecast
摘要: 在金融数据的研究中，经常遇到函数型数据。主要建立函数型主成分分析的预测模型，分析函数型数据在上证指数预测中的应用，根据函数型数据分析的原理及其求解主成分分析的方法，使用Matlab对上证指数进行预测。
Abstract: In the research of financial data, the functional data are often encountered. In this paper, the pre-diction model of functional principal components analysis is established to forecast the Shanghai Stock Index. Based on the principal component analysis theory and calculation method, the Shanghai Composite Index is forecasted by Matlab.
文章引用：程丽娟. 基于函数型数据的上证指数预测[J]. 应用数学进展, 2016, 5(2): 291-297. http://dx.doi.org/10.12677/AAM.2016.52037

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