基于自回归积分滑动平均模型的玉竹价格预测分析
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摘要
通过网络爬虫技术和文献搜集采集了2010年1月至2018年9月湖南省玉竹统条月度价格数据;首先对数据进行了平稳性检验,获取平稳时间序列的阶数值;再采用自回归积分滑动平均模型(ARIMA),求取平稳时间序列的自相关和偏相关系数,初步判断模型的p、d、q值;通过对模型参数的比较分析,得出最适合玉竹价格预测的模型,并通过残差序列检验模型的相关性;最后对2019年湖南省玉竹价格走势进行预测,结果显示玉竹价格在2019年呈下降趋势,但其下降幅度相对平稳。
The monthly price data of Polygonatum odoratum in Hunan Province from January 2010 to September 2018 were collected through web crawler technology and literature collection. Firstly, the stationarity of the data is tested and the order values of stationary time series are obtained. Then, the auto regressive integrated moving average model was adopted to obtain the autocorrelation and partial correlation coefficients of stationary time series, and the p, d, q values of the model were preliminarily determined. Through the comparative analysis of the model parameters, the most suitable Polygonatum odoratum price model is obtained, and the correlation of the model was tested by residual sequence. Finally, the trend of Polygonatum odoratum price in Hunan Province in 2019 is predicted, and the result shows that the price of Polygonatum odoratum shows a downward trend in 2019, but the decline range is relatively stable.
The monthly price data of Polygonatum odoratum in Hunan Province from January 2010 to September 2018 were collected through web crawler technology and literature collection. Firstly, the stationarity of the data is tested and the order values of stationary time series are obtained. Then, the auto regressive integrated moving average model was adopted to obtain the autocorrelation and partial correlation coefficients of stationary time series, and the p, d, q values of the model were preliminarily determined. Through the comparative analysis of the model parameters, the most suitable Polygonatum odoratum price model is obtained, and the correlation of the model was tested by residual sequence. Finally, the trend of Polygonatum odoratum price in Hunan Province in 2019 is predicted, and the result shows that the price of Polygonatum odoratum shows a downward trend in 2019, but the decline range is relatively stable.
引文
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[2]梁超全,钟灿,肖深根.发展湖南玉竹产业的几点思考[J].湖南农业科学,2010(14):31-33.
[3]刘思峰,谢乃明.灰色系统理论及其应用[M].北京:科学出版社,2008.
[4]黄健柏,陈芳,邵留国.有色金属价格波动预测预警系统研究展望[J].价格理论与实践,2012(6):85-86.
[5]唐江桥,雷娜.中国鸡蛋价格波动预警研究[J].西部论坛,2011,21(6):44-49.