基于ARIMA模型的螺纹钢价格预测分析

Price Prediction Analysis of Rebar Based on ARIMA Model

摘要: 螺纹钢在房屋、桥梁、道路等土建工程建设上应用广泛。螺纹钢的价格波动会给交易双方带来较大的风险。螺纹钢期货在一定程度上可以规避价格波动带来的风险。螺纹钢期货价格的预测也成为当下的研究热点。本文在对最近六年的螺纹钢期货价格进行分析的基础上对螺纹钢期货价格进行预测。本文采用ARIMA模型，将螺纹钢期货价格的历史数据进行可视化，通过时间序列历史值及历史值预测的误差确定的模型对螺纹钢期货价格进行预测。本文所建模型在所选取的时间段内，对螺纹钢期货价格的预测值与真实值相比，平均误差为0.03%，能够很好地刻画期货价格的走势与波动。

Abstract: Steel rebar is widely used in the construction industry. With the change of market demand, the opacity of the trading market brings great risks to the price of steel rebar. Steel rebar futures can avoid the above risks to a certain extent. The prediction of steel bar futures price has become a hot research topic. Based on the analysis of the steel bar futures price in the last six years, this paper predicts the steel bar futures price in the future. In this paper, ARIMA model is used to visualize the historical data of steel bar futures price, and the price is predicted by the model of determining the historical value of time series and the error of historical value prediction. In the selected time peri-od, the model established in this paper compares the predicted value of steel bar futures price with the real price, and the average error is 0.03%, which can describe the trend and fluctuation of fu-tures price well.