小波方法在股市分析中的应用  

The Application of wavelets method on Securities Analysis

作　　者：周景宏[1] 郗伟东[1] 禹海兰[2] 

机构地区：[1]东北电力大学经济管理学院,吉林吉林1320012 [2]东北电力大学理学院,吉林吉林132012

出　　处：《东北电力大学学报》2006年第2期47-51,共5页Journal of Northeast Electric Power University

摘　　要：股市的价格数据的处理,在股市的研究中起着非常重要的作用。现代的分析方法,多采用随机过程,统计学等理论对股市进行分析预测,但对于非平稳随机数据的分析受到限制。用小波分析的方法,对非平稳的随机数据进行分析,将趋势项、周期项、随机项分离,为预测奠定了重要的基础。It is very important to process data of stock market prices in the research of stock market. We frequently adopt contemporary analytic approach include random process and statistics, etc. for analytical prediction in stock-market, hut the analysis of non stationary random data is restricted. This paper introduces a method of wavelets and we can apply the method to analyse non stationary random data through separating trend term,cycle term and stochastic term from original time series. It lays the important foundations of forecasting.

关 键 词：小波变换 股价分析 非平稳时间序列 

分 类 号：F830.91[经济管理—金融学]