基于ARIMA模型与BP神经网络的三七价格预测

Price Estimation of Pseudo-Ginseng Based on ARIMA Model and BP Neural Network

摘要: 本文分别选取了ARIMA、BP神经网络方法对三七价格进行分析预测。首先，采用传统时间序列分析模型——自回归移动平均模型对三七价格进行预测，发现其仅能提取价格变化曲线中的线性特征，对于离群点拟合效果不佳。BP神经网络适用于非线性可分问题求解，结合三七价格数据的波动性和非线性的特征，使用BP神经网络对三七价格进行分析预测，并利用相空间重构方法确定网络输入维数，加快网络结构确定。本文以云南文山地区2010年1月至2015年12月每天的价格数据为实例进行分析，并通过训练得到的模型对2016年1月至3月三七价格进行预测，结果表明利用相空间重构方法优化的BP神经网络预测的结果优于传统的ARIMA模型。

Abstract: In this paper, ARIMA and BP neural networks are used to analyze and forecast the price of Pseudo- ginseng. Firstly, the traditional time series analysis model—autoregressive moving average model is used to predict the price of Pseudo-ginseng, and it is found that it can only extract the linear characteristics of the price curve, and the effect of outlier fitting is poor. BP neural network is applied to solving the nonlinear separable problem. Combining with the fluctuation and non-linearity of the price data of Pseudo-ginseng, the BP neural network is used to analyze and forecast the price of Pseudo-ginseng, and the phase space reconstruction method is used to determine the network input dimension, to determine the network structure better. This paper analyzes the price data from January 2010 to December 2015 in Wenshan area, Yunnan Province, and forecasts the price of January to March in 2016 through the trained model. The results show that the optimized BP neural network by the method of phase space reconstruction is better than the traditional ARIMA model.

文章引用：刘建中, 李慧超. 基于ARIMA模型与BP神经网络的三七价格预测[J]. 计算机科学与应用, 2017, 7(7): 696-710. https://doi.org/10.12677/CSA.2017.77081

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