| 基于相空间重构技术的国际原油价格时序特征 |
| |
| 引用本文： | 张亚光,梁静国,许国利.基于相空间重构技术的国际原油价格时序特征[J].商业研究,2005(22):66-69. |
| |
| 作者姓名： | 张亚光 梁静国 许国利 |
| |
| 作者单位： | 哈尔滨工程大学,经济管理学院,黑龙江,哈尔滨,150001 |
| |
| 摘 要： | 由于国际原油市场的复杂性,结构性预测方法很难实现准确的国际原油价格预测。因此,通过原油价格的时间序列,分析原油市场随时间变化的历史行为和规律,建立时间序列预测模型成为原油价格预测的又一重要研究方向。在建立原油价格时间序列预测模型之前,必须掌握原油价格时间序列的特征,才能选择合适的原油价格时间序列预测方法。
|
| 关 键 词： | 国际原油价格 相空间重构 递归图 延时嵌入法 |
| 文章编号： | 1001-148X(2005)22-0066-04 |
| 收稿时间： | 10 7 2004 12:00AM |
| 修稿时间： | 2004年10月7日 |
The Chronological Characteristics of World Crude Oil Price with the Method of Phase Space Reconstruction |
| |
| ZHANG Ya-guang,LIANG Jing-guo,XU Guo-li.The Chronological Characteristics of World Crude Oil Price with the Method of Phase Space Reconstruction[J].Commercial Research,2005(22):66-69. |
| |
| Authors: | ZHANG Ya-guang LIANG Jing-guo XU Guo-li |
| |
| Institution: | Economy and Management College, Harbin Engineering University, Harbin 150001, China |
| |
| Abstract: | Because of the complexity of world crude oil market, the price of world crude oil cannot be accuratdy predicted with the prediction method. So the chronological prediction method is an important approach, as a result of anglicizing historical behavior and law that the crude oil market changes over time. Before establishing the crude oil price chronlogoical prediction n~el, the characteristics of crude oil price time must be grasped so as to decide the suitable predict method for crude oil price. |
| |
| Keywords: | world crude oil price reconstruction of phase space recurrence plot embedding by delays |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
