摘要
阐述了股票市场价格指数所遵循的非线性确定系统规律的相关概念。提出了股指数据序列的相空间重构方法 ,利用这一方法在二维相空间对混沌价格指数行为进行分析预报 。
Some relative conceptions of non linear deterministic system law that the price indexes of stock market obeys are expounded. The method of phase space reconstruction for stock index dada series is put forward. By this the chaotic price index behavior is forecasted and analysed in 2 dimensional phase space . Meanwhile the linear forecasting model of non linear stock price behavior in high dimensional phase space is also put forward.
出处
《桂林电子工业学院学报》
2000年第1期52-55,共4页
Journal of Guilin Institute of Electronic Technology
关键词
价格混沌
股市
全局预报
price chaos, general forecasting of stock market, correlation dimension, entropy
