震荡油价走势推断模型的确立

本文用随机过程理论对震荡期油价序列进行了讨论,证实其为马尔柯夫链,并以马尔柯夫链的极限概率为依据,建立了油价序列的中长期推断模型。进而文章又对该序列进行了概率分布检验,证实对数正态分布是其经验分布的最佳拟合,并以此作为依据建立了油价走势的近期推断模型。文章指出,将这二者结合起来,构成油价时间序列由近期到中长期的一个完整的推断模型。作者用此模型对油价走势所作的推断与油价实际走势是相吻合,证实了模型的可信性和实用性。此外,用此模型还揭示出今后可能出现新一轮的国际油价飙升期。

An Establishment of Trend-Deduction Model of Changing Oil Prices

This article uses stochastic process theory to examine oil price time sequences,showing that they are Markov chains and using limit probability to establish a medium-long term deduction model for them.It goes on to apply a probability distribution test to these sequences,showing that log-normal distribution fits their actual distribution best,and establish a short-term deduction model of oil price trends on the base of this test.The article demonstrates that a combination of these three models constitutes a...