Study on the real estate price forecast model with changeable weight combination

被引：0

作者：

Zhang Suodi ^{[1
]}

Liu Ningning ^{[1
]}

机构：

[1] Shanxi Univ Finance & Econ, Sch Management Sci & Engn, Taiyuan 030006, Peoples R China

来源：

ADVANCES IN MANAGEMENT OF TECHNOLOGY, PROCEEDINGS | 2007年

关键词：

real estate price; non-linear double time series model; Gray System model; changeable weight combination; forecast;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This paper brings forward the Real Estate price forecast model with changeable weight combination (hereafter also CW model) based on the non-linear double time series AR (1) - MA (0)([4]) and Gray GM (1,1)([5]) model. Besides, it studies the approach to the coefficient determination in the CW model subject to time. Moreover, it conducts a case study using the above three models with Chinese real estate stock Vanke shares. And the results indicate that the CW Model can significantly improve the prediction accuracy.

引用

页码：8 / 14

页数：7

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