基于灰色预测方法的中国黄金期货价格预测模型  

Forecasting model China's gold futures price based on gray prediction method

作　　者：许贵阳[1] 

机构地区：[1]河南财经政法大学MBA学院

出　　处：《黄金》2014年第1期8-11,共4页Gold

摘　　要：由于黄金具有多重属性,而导致其价格的形成机制非常复杂。灰色预测法是一种通过原始数据的处理和灰色模型的建立,发现和掌握系统发展规律,对系统的未来状态作出科学的定量预测方法。根据中国黄金期货价格形成的灰因白果特点,在预测模型建立过程中,为了削弱期货价格的随机性,对数据采用了累加处理,运用灰色预测方法尝试建立了由有限数据构成样本量的中国黄金期货价格预测模型。从检验数据来看,模型拟合度较好,建立的模型能够较好地描述样本数据在连续时点上的变动情况,具有较好的预测效果,对中国黄金期货价格的短期变动趋势预测具有一定的指导和借鉴意义。Because of its multiple properties, the formation of the Gold price mechanism is very complex, gray pre- diction method processes raw data and establishes gray model based on which it finds and masters development regu- larities of the system, and then makes a scientific quantitative prediction of the future state of the system, in light of the unique features of China gold futures price, randomness of future price is weakened by using cumulative method to process data during the establishment of forecasting model, a China gold futures price forecasting model with sample capacity consisting of limited data is established. As for the data confirmation, the model is fairly consistent which proves a good performance in describing the continuous changes of sample data with better predictive power,and it of- fers some guidance for China＇s gold futures price movements in the short-term prediction.

关 键 词：灰色预测方法 黄金市场 黄金期货 黄金价格 价格预测 

分 类 号：F830.94[经济管理—金融学]