基于TEI@I方法论的玉米期货价格预测研究  

Forecasting Corn Futures Prices Based on TEI@I Methodology

作　　者：王会娟[1] 陈红佳 高思琴 郭婧一 关蓉[1] Wang Huijuan;Chen Hongjia;Gao Siqin;Guo Jingyi;Guan Rong(School of Statistics and Mathematics,Central University of Finance and Economics,Beijing 100081)

机构地区：[1]中央财经大学统计与数学学院,北京100081

出　　处：《管理评论》2020年第7期293-301,共9页Management Review

基　　金：教育部人文社会科学青年项目(18YJC790162);教育部人文社会科学规划项目(18YJA790056);中央高校基本科研业务费专项资金资助项目(QL18009);中央财经大学学科建设经费项目。

摘　　要：玉米期货价格的预测预警工作在指导农业生产、调节农业下游市场发展中具有非常重要的作用。针对现有文献在玉米期货价格预测方法的不系统、不全面性,本文基于复杂系统管理方法论,采用TEI@I方法构建了玉米期货价格预测的研究框架,并通过实际数据开展了分析和预测。通过本文的研究结果可以看出,回归模型、VAR模型以及RPROP神经网络预测模型的单独预测效果差异较大且时序上不稳定,而通过Bootstrap集成方法后的TEI@I方法则呈现出较好的预测效果,且优于等权重的集成模型。The forecasting of corn futures prices is of great significance in instructing agricultural production and regulating the develop-ment of agricultural downstream markets.Based on the methodology of complex system management,this paper constructs a research framework for forecasting corn futures prices based on TEI@I methodology,and analyzes and predicts corn futures prices on the basis of actual data,because existing researches lack regularity and integrity.Our research confirms that the individual forecasting results of re-gression,Var and RPROP neural network prediction models have large difference and are not very stable in terms of time series.Howev-er,the forecasting results of TEI@I methodology with the Bootstrap integration outperforms the equal weight integration model.

关 键 词：TEI@I方法论 玉米期货价格 预测 Bootstrap集成方法 

分 类 号：F323.7[经济管理—产业经济] F724.5