标题:
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
作者:
程丽娟
关键字:
函数型数据, 主成分分析, 预测Functional Data, Principal Component Analysis, Forecast
期刊名称:
《Advances in Applied Mathematics》, Vol.5 No.2, 2016-05-30
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。
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.