价格预测模型及算法  

Price prediction model and its algorithm

作　　者：滕素珍[1] 刘羽[1] 于建坤 

机构地区：[1]大连理工大学应用数学系

出　　处：《大连理工大学学报》1995年第5期593-595,共3页Journal of Dalian University of Technology

摘　　要：建立价格预测系统。包括价格及相关因素的预测模型、算法及软件。该系统适应面广，特别适合农产品、副食品等价格的预测，其中针对模型的参数估计，提出一种计算方法，称为恒等变换法；它解决了迭代公式中的初始值问题，将此初始值赋予Ｇ－Ｎ、Ｍａｒｑｕａｒｄｔ、交替迭代或其他算法，只需经过几次迭代便满足收敛条件的要求。A system of price prediction is established, which includes prediction model,algorithm and software of price and corresponding factors. This system is suitable for many kindsof prediction, especially for the prediction of the price of the agricultural products, sidelinepreducts, etc. An algorithm called identical transformation method is presented against theparameter estimation of the model. This method solves the initial value problems in the iterativeformula,and it is shown that only through several iterations by this algorithm the convergecondition can be satisfied when the initial value is being assigned to G-N,Marquardt,iteration orother method.

关 键 词：参数估计 价格预测模型 算法 ARMA模型 

分 类 号：F045.32[经济管理—政治经济学]