The Application of Grey Markov Forecasting Model Based on Entropy Method

被引：0

作者：

Zhou, Zhuoan ^{[1
]}

Lan, Bo ^{[1
]}

Huang, Zhitao ^{[1
]}

Chen, Peina ^{[1
]}

Deng, Xiaoling ^{[2
]}

Mao, Weihua ^{[1
]}

Yuan, Liguo ^{[1
]}

机构：

[1] South China Agr Univ, Coll Math & Informat, Guangzhou 510642, Guangdong, Peoples R China

[2] South China Agr Univ, Coll Econ & Management, Guangzhou 510642, Guangdong, Peoples R China

来源：

2018 37TH CHINESE CONTROL CONFERENCE (CCC) | 2018年

关键词：

Markov chain forecasting model; transition matrix; entropy method; ARIMA model; grey prediction;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Markov forecasting model is applicable for data fluctuation interval estimation and prediction. It is important to determine the weighting in model evaluation to avoid subjectivity. In order to close the gap, comparison studies are performed on prediction accuracy and weighting coefficient selection among Markov chain model, grey model and ARIMA model. Furthermore, a new grey Markov forecasting model based on entropy method is established to predict stock prices. Empirical analysis shows that it is an effective method, because it is more reliable and more accurate than the aforementioned models.

引用

页码：1533 / 1538

页数：6

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