基于多元线性回归的螺纹钢价格分析及预测模型

发布时间：2017-12-28 05:43

本文关键词：基于多元线性回归的螺纹钢价格分析及预测模型　出处：《计算机科学》2017年S2期 　论文类型：期刊论文

【摘要】：通过分析期货黑色系品种螺纹钢产业链上下游的关系,提出了一种基于多元线性回归分析的螺纹钢价格分析及预测模型。首先,收集影响螺纹钢价格的主要因素数据,包括焦炭期货结算价、焦煤期货结算价、铁矿石期货结算价、热卷期货结算价与人民币兑美元汇率中间价;然后,通过散点图与趋势线对这些影响因素进行分析以确定影响因素,借助SPSS与NCSS软件利用收集到的数据构建基于最小二乘法的多元线性回归模型,并通过岭回归分析消除自变量间的共线性,得到修正后的模型;最后,运用此模型对未来一个月交易日的螺纹钢价格进行较为精准的预测。实验表明,该模型拟合度较高,具有一定的实用性。
[Abstract]:Based on the analysis of the relationship between the upstream and downstream industries of the black chain variety of rebar industry, a price analysis and prediction model of rebar based on multiple linear regression analysis is put forward. First, the main factors affect the data collection of steel prices, including coke, coking coal futures futures, iron ore futures settlement price, hot rolled futures settlement price and the renminbi against the dollar; then, by the scatter diagram in line with the trend of these factors were analyzed to determine the impact of factors, with the help of SPSS with the NCSS software to construct multiple linear least squares regression model based on the collected data, and eliminate the multicollinearity among variables by ridge regression analysis, obtained the modified model; finally, using the model of steel prices next month trading day forecast more accurate. The experiment shows that the model has a high degree of fitting and has a certain practicality.
【作者单位】：吉林大学计算机科学与技术学院;吉林大学软件学院;
【基金】：国家青年科学基金项目(61305046,61602203) 吉林省自然科学基金项目(20140101193JC)资助
【分类号】：F724.5;F764.2;O212
【正文快照】： 本文受国家青年科学基金项目(61305046,61602203),吉林省自然科学基金项目(20140101193JC)资助。1引言螺纹钢是我国产量最大的钢材品种之一,被广泛用于房屋、桥梁、道路等土建工程建设。大到高速公路、铁路、桥梁、涵洞、隧道、防洪、水坝等公用设施,小到房屋建筑的基础、梁、

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