Research on Exchange Rate Forecasting Model Based on ARIMA Model and Artificial Neural Network Model

被引：0
|
作者：
Xu Min [1 ]
Li Weiguo [1 ]
机构：
[1] Beihang Univ, Sch Math & Syst Sci, 37 Coll Rd, Beijing, Peoples R China
来源：
PROCEEDINGS OF THE 2017 2ND INTERNATIONAL CONFERENCE ON MATERIALS SCIENCE, MACHINERY AND ENERGY ENGINEERING (MSMEE 2017) | 2017年 / 123卷
关键词：
ARIMA model; BP neural network model; exchange rate;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
This paper uses the ARIMA and BP neural network model to forecast the exchange rate by collecting the monthly exchange rate data of RMB exchange rate from 2001 to 2017, and put forward the combined forecasting method of ARIMA and BP neural network model. From the prediction results, the results of the combined forecast are obviously better than the single model. The prediction error of the combined prediction model is 0.1433, while the prediction error of ARIMA and BP single model is 0.1514 and 0.1677.
引用
收藏
页码：1191 / 1196
页数：6
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