摘要
运用时间序列预测方法,以长江有色A00铝价日均价格为样本,建立非平稳时间序列ARIMA(1,1,1)模型,描述并预测A00铝价的变化情况,得到了2016年10月到2017年10月的长江有色A00铝价的预测值,并使用真实观测值与预测值进行预测拟合精度分析,结果表明,该模型拟合精度高,适合于中短期模拟预测铝价价格。本文所建立的预测模型能对铝价格的中短期变化情况做出较为准确的预测,以便铝行业生产经营者、消费者掌握铝产品的市场价格变化情况和变动趋势并及时进行买卖决策。
By using the time senes forecasting method and taking the daily average price of colored aluVminum A00 as a sample, an ARIMA＂ （ 1, 1, 1 ） model of non - stationary time series is established to describe and predict the variation of A00aluminum prices, and obtain the predicted price of colored A00 aluminum of Yangtze River From 2016 October to 2017 December. The analysis of prediction fitting accuracy is performed by using real observed and predicted values. The results show that the model has high fitting accuracy and it is suitable for medium and short term simulation and prediction of alumi- num price. The prediction model established can make more accurate predictions for the short - to - medium - term changes in aluminum prices, so that the aluminum industry operators and consumers can grasp the market price changes and trends of aluminum products and make timely purchase and sales decisions.
作者
杨斌清
刘文福
Yang Binqing;Liu Wenfu(School of Applied Sciences, Jiangxi University of Science and Technology, Ganzhou 341000, China;School of foreign studies, Jiangxi University of Science and Technology, Ganzhou 341000, China)
出处
《轻金属》
CSCD
北大核心
2018年第5期1-5,共5页
Light Metals
