ARIMA and Neural Network Prediction of Foreign Exchange Reserves

摘要：

This paper is about ARIMA and neural network prediction of the foreign exchange reserves of China. Both of unit-root nonstationarity and nonlinearity are tested. In the conclusion, we show that the predictive accuracy of neural networks outperforms ARIMA in terms of the MSE and MADE criteria.

关键词： ARIMA neural networks unit-root nonlinear.

作者: Chunhua Shi Huimin Wang Fancheng Yin Zhengliang Ru

作者单位: State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering,Hohai University,Nanjing Faculty of science,Hohai University,Nanjing China Department of Basic Course,Nanjing Institute of Technology,Nanjing China

会议类型: 国际会议

会议名称: The 6th International Forum on Strategic Technology(IFOST 2011)(第六届国际战略技术论坛)

会议地点: 哈尔滨

会议语种:英文

页码: 986-989

在线出版日期: 2011-08-22（万方平台首次上网日期，不代表论文的发表时间）