Corn futures price forecast based on Arima time series and support vector machine

被引:2
作者
Wu Shengchao [1 ]
Shao Fengjing [1 ]
Sun Rencheng [1 ]
机构
[1] Sch Qingdao Univ, Qingdao 266001, Shandong, Peoples R China
来源
2018 4TH INTERNATIONAL CONFERENCE ON SYSTEMS, COMPUTING, AND BIG DATA (ICSCBD 2018) | 2019年
关键词
Arima time series; Corn futures price;
D O I
10.25236/icscbd.2018.007
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
This paper applies arima time series and support vector machine combination to predict corn futures prices. At present, when the price forecast is made on the Chinese futures market, the data is unstable. Since linear prediction or nonlinear prediction alone cannot flexibly deal with corn futures price forecasting problems, the combination forecasting of Arima time series and support vector machine has a prominent advantage in dealing with price forecasting problems.
引用
收藏
页码:41 / 49
页数:9
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