基于SVR的国际石油期货价格预测

2010-08-01 中心编辑

题名:基于SVR 的国际石油期货价格预测

作者:陈希;朱建平

摘要:将石油期货价格看作是一个经济时间序列,综合经济理论、计量模型以及人工智能模型各自的优点,建立石油期货价格的预测模型.深入探讨了SVR模型的构建,主要就ε-SVR和v-SVR两种支持向量回归机模型,常用的核函数类型以及它们对应的相关参数进行模型原理和参数性能的分析及确定.将两种SVR应用于国际石油期货合约价格的预测,取得较理想的结果.

关键词:SVR;石油期货;价格预测;参数优化

刊名:數據分析

发表日期:2010(08)

Title:Based on SVR Model Predicti on of International Oil Futures Price

Author:CHEN Xi;Zhu Jianping

Abstract:Oil futures prices as an economic time series, integrated economic theory, econometric model and the merits of artificial intelligence model, establishing the oil futures price forecasting model. Depth of the SVR model building, mainly on ε-SVR and v-SVR two support vector regression model of the type commonly used kernel function parameters and their corresponding principles and parameters of the model performance analysis and determined. Appli cation of SVR predicted international oil futures contract prices achieving good results.

Keywords:SVR, Oil Futures, Price Prediction, Parameter Optimization

Journal:Journal of Data Analysis

Date of publication:2010(08)

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