摘要
灰色马尔可夫模型预测兼有灰色预测和马尔可夫链预测的优点,并能对较短的时间序列数据进行建模计算。文章尝试将该模型应用于房价指数的预测分析,并对2003年7月到2005年7月间的中房上海住宅指数和办公楼指数进行了实证分析,结果表明模型的拟合精度较高,在房价指数的预测中有较强的适用性。
Grey- Markov model combines the merits of grey model and Markov chain. Besides, it has advantage in dealing with short - length time series. This paper applies the Grey - Markov model on the prediction of housing price index and the empirical results demonstrate the strong power of the model in simulation and prediction of the index series. This analysis is valuable to provide the new way for the quantitative prediction of the housing price index.
出处
《统计与信息论坛》
2006年第5期52-55,共4页
Journal of Statistics and Information
关键词
灰色预测
马尔可夫链
房价指数
grey prediction
Markov chain
housing price index
