基于二次平滑处理的沈阳市房地产价格指数研究  

Real Estate Price Index of Shenyang Based on Quadratic Smoothing

作　　者：陈兵 王鹏岳 CHEN Bing;WANG Pengyue(School of Management,Shenyang Jianzhu University,Shenyang 110168,China)

机构地区：[1]沈阳建筑大学管理学院,辽宁沈阳110168

出　　处：《沈阳建筑大学学报（社会科学版）》2020年第5期474-478,共5页Journal of Shenyang Jianzhu University:Social Science

基　　金：教育部人文社会科学研究项目(20YJCZH008)

摘　　要：传统房地产价格指数的滞后特质表现出较大的局限性,一元指数平滑法虽然克服了移动平均存储数据量较大及近期数据等权不合实际的问题,但依旧存在明显的滞后性,因而采取二次平滑处理的方法,通过构建房地产动态价格指数完成了未来10年沈阳市房地产价格走势的预测。由于二次平滑处理对房地产价格参数φ值的依赖性比较大,利用蒙特卡洛模拟进行了房地产价格参数φ值的校验,进而通过价格指数预测得出了未来10年沈阳市房地产价格呈波动式上升的结论。The delay characteristic of traditional real estate price index shows great limitation.Although univariate index smoothing method overcomes the problems of large amount of mobile average storage data and unrealistic weight of recent data,it still has obvious delay quality.Therefore,it adopts the method of secondary smoothing to complete the real estate price of Shenyang in the next 10 years by building the real estate dynamic price index.Because of the great dependence of the second smoothing on the real estate price parameter value,the paper uses Monte Carlo simulation to verify the real estate price parameter value,and then draws the conclusion that the real estate price in Shenyang will fluctuate in the next 10 years through the price index prediction.

关 键 词：二次平滑处理 房地产价格走势预测 动态价格指数 蒙特卡洛模拟 

分 类 号：F299.23[经济管理—国民经济] F224