组合预测模型在股指短期预测中的应用——以上证综合指数为例的实证分析

本文分析了自回归移动平均模型(ARIMA)与BP神经网络模型在预测方面的特性和模型各自的优缺点,在此基础上尝试建立了ARIMA和BP神经网络的股指组合预测模型。ARIMA与BP神经网络组合使用的基本原理是股指时间序列数据可分解为线性部分和非线性残差部分。本文以上证综合指数为例,首先采用ARIMA预测上证综合指数的线性变化趋势,然后采用BP神经网络对上证综合指数的非线性趋势进行拟合,最后整合两种模型的预测结果。仿真结果表明:组合模型提高了对上证综合指数的预测精度,证实了组合模型在股指预测方面的有效性。     

基于组合模型的金融机构存款余额预测研究——以河南省为例

金融机构存款余额反映地区经济活力和要素吸附能力。研究利用差分自回归移动平均模型(ARIMA)在时间序列预测上的线性优势和长短期记忆神经网络模型(LSTM)对非线性数据的挖掘能力,对河南省金融机构的月度存款余额进行了预测。首先,利用ARIMA模型对2010—2020年的存款数据建立模型,得出线性预测值与残差值;然后,采用LSTM神经网络对存款余额残差数据集建模和预测,得出存款余额残差值的拟合值;最后,将线性预测值和残差拟合值组合得出存款余额的预测值。实证结果表明,ARIMALSTM模型能较好地实现河南省金融机构存款余额的预测。     

江苏省GDP的ARIMA模型的研究和应用

综合运用了时间序列预测方法,建立了1976年～2006年江苏省GDP的时间序列ARIMA模型(单整自回归移动平均模型)。并对OLS方法估计的模型进行统计检验,并对通过检验的回归结果进行了分析,与实际情况非常相符。     

基于ARIMA模型对我国就业状况的预测

本文采用求和自回归移动平均模型（ARIMA）,对我国1952年～2006年的就业人数的数据进行时间序列分析,结果显示ARIMA（2,1,1）模型提供了较准确的预测结果,可用于未来的预测,就此可为我国社会保障部门提供一些参考数据。     

基于ARIMA模型对我国就业状况的预测

本文采用求和自回归移动平均模型(ARIMA),对我国1952年～2006年的就业人数的数据进行时间序列分析,结果显示ARIMA(2,1,1)模型提供了较准确的预测结果,可用于未来的预测,就此可为我国社会保障部门提供一些参考数据。     

基于ARIMA模型的武汉市居民价格消费指数研究

模型对时间序列的趋势有较好的拟合效果,介绍自回归移动平均模型的建模方法及Eviews实现。建立模型对1952年到2008年武汉市居民价格消费指数进行了拟合和研究,在三种不同的模型下,对和进行比较分析,选出了最优拟合模型。发现武汉市居民价格消费指数的波动具有记忆性,随着时间变化而增加。将ARIMA模型应用于武汉市居民历年CPI数据的分析与预测,得到较为满意的结果。     

ES和ARIMA旅游需求模型预测效果比较

指数平滑技术(ES)和综合自回归移动平均技术(ARIMA)是当前国际上利用单变量时间序列进行旅游需求预测的两种重要的预测技术。本文利用中国四大入境旅游客源国日本、英国、美国、澳大利亚到中国的年旅游人数数据,对二种预测方法的事后预测效果进行了比较。结果显示,对于日本和美国两个国家的入境旅游人数,指数平滑技术的预测效果优于综合自回归模型;而对于英国和澳大利亚两个国家,指数平滑技术的预测效果劣于综合自回归模型。     

ARIMA模型在社会消费品零售总额预测中的应用

运用时间序列分析方法之一的单整自回归移动平均模型(ARIMA)法,对中国社会消费品零售总额进行时间序列分析。分析显示,ARIMA模型可以提供比较准确的短期预测效果,可以为中国社会消费品零售总额的预测提供一定的依据。     

桂林市社会消费品零售总额ARIMA模型的建立与预测

利用单整自回归移动平均模型法,以1950—2007年桂林市消费品零售总额的统计数据为依据,进行时间序列分析。根据自相关系数、偏相关系数的性质,建立合理的ARIMA模型,并对桂林市2005—2007年的社会消费品零售总额进行分析预测。     

时间序列在安徽省GDP预测中的应用——基于ARIMA模型

本文搜集了安徽省1978年-2015年的地区生产总值作为数据基础,根据时间序列的相关理论,对数据进行平稳化检验,在通过合理的平稳化处理之后,对数据进行AIC定则检验,找到最合适的模型,并用此模型对参数进行相关估计。这里最终建立的是自回归移动平均模型,经过检验,识别出的最理想模型为ARIMA(1,1,2)。先利用此模型对安徽省2014年和2015年的GDP作出预测,将预测值与实际值进行相对误差分析,得到的相对误差在可控范围之内,从而认为该模型的可行性高。最终利用ARIMA(1,1,2)模型对我省"一三五"规划期间5年地区生产总值做出预测,结果显示超过了2020年的目标GDP。     

Public Financial Expenditure——A Reflection of the Livelihood Improvement

In recent years.China's public finance put social construction high on the agenda and attaches more importance on livelihood insurance and improvement.The 2003-2007 public financial expenditure reflects a fact that the government isputting more emphasis on livelihood andissues concerning the people.     

Voices from the MPC and CPPCC

"Crucial for economic growth.energy utilization has its role in all economic sectors and every aspect of people's daily life.Now we are in dire need of a new profession,namely energy manager.We not only need to have passion and responsibility,but also a scientific approach to conserve energy and cut emissions.APpropriate legislation should be in place.and a special profession should be introduced to ensure the implementation of these laws and regulations."     

Slowdown Trade Surplus Growth

According to Ma Kai＇s economic planning report submitted to the NPC session on March 5th,（Ma Kai is the Minister in charge of the National Development and Reform Commission）,the government has listed the slowdown in trade surplus growth and the steady expansion of external investment as major tasks for 2008.     

Ouyang Riping： A Hero Besides Entrepreneur

A bout fifty years ago. a baby＇s cry broke the sky of quietness, in a small and beautiful town of Hunan province, which surroundcd by green hills and clear water. Though his .birth brought his family great happiness and hope just as any new life, nobody knew that the little boy would get great achievement when he grow up. even start his business oversea, and earn international honor. Let＇s share with you the entrepreneur Ouyang Riping＇s story, which may insights thcsc people who want to succeed and complete oneself in favorite condition or adversity rather leave things to so-called fate.     

Belarus, A Chinese Fort in Europe

＂In recent years, we＇ve found increasing interest from Chinese investors in the Belarus economy. Please let China know, Belarus is always ready to be a true friend to China. We have built a fort in Europe for China,＂ the President of Belarus, Alexander Lukashenko told Zhou Xiaochuan, President of the Bank of China, during his visit to the capital of Minsk, on January 8th, he expressed his high praise and firm confidence in the development of Sino-Belarusian relations.     

What＇s Behind Spring Festival？

Similar to what the Christmas Day means for the westerners,the Spring Festival is the most important celebration for Chinese people.This big event according to Chinese traditional lunar calendar relaxes and pleases the whole country as the happiest gathering time of the year.National-wide crusade for going back home,too-difficult-to-get train tickets,generous family-going-out shopping,Miaohui laundering,New Year Eve reunion dinner,visiting friends and relatives,watching annual TV gala......each piece of clue reminds us of the smell of Chinese Spring Festival.     

KEY WDRDS for Foreign Investment in China

FDI(Foreign Direct Investment),a component of a country's national financlal accounts,is investment of foreign assets into domestic structures,equipment,and organizations.It does not include foreign investment into the stock markets,concession and subcontract.FDI iS thought to be more useful to a country than investments in the equity of its companies because equity investments are potentially "hot money"which can leave at the first sign of trouble,whereas FDI is durable and generally useful whether things go well or badly.     

Universal Coverage, Pinpoint Illustration and Profound Impact HTC 2008 Intermedia Recommendation and Introduction Meeting

Holding 88 percent of train media resources across China, based on "Time Cube", on the 2008 Intermedia Recommendation and Introduction Meeting on December 19, 2007, HTC announced its high-profile strategy of tour marketing and tapping the immeasurable potentials on the train. Meanwhile, HTC officially launched its brand new product Olympic Train on the meeting, providing a fabulous platform for all the brands that are prepared to do a smart marketing on the occasion of 2008 Olympic Games.     

Market presence in China strengthened Network growth and Dual-Chinese-Hub Strategy More frequet Flyer Benefit——Air China and shanhai Airlines Join Star Alliance

In the end of 2007, Air China Limited (hereinafter "Air China") and Shanghai Airlines, formally joined Star Alliance at a ceremony held in the new Terminal Three at Beijing Capital International Airport. With the addition of the two Chinese airlines, Star Alliance now has 19 member carriers operating 17,000 daily flights to 897 destinations in 160 countries.     

Brown＇s Blossom in Britain-China

The overall strategic relationship between U.K. and China is ＂better than ever＂, China- Britain relations have maintained good momentum, with increased high-level exchanges and the reinforcement of strategic mutual trust, with more room for growth in the future.