Forecasting and Early-warning Research on the Price of Chinas Corn and Late Indica Rice

摘要：

　　In recent years, the import of corn and late indica rice is increasing and increasing, because the demand of corn continues to strengthen and price differences at home and abroad exists.This paper wants to establish a comprehensive price forecasting and earlywarning system for com and late indica rice to effectively monitor price fluctuations.In this paper, we first built a combinatorial optimization model to forecast monthly price.Second,we set the early warning signal system of price based on the level of price volatility.Finally,according to the forecast results calculated in the first part, we analyzed and predicted the warning prices of corn and late india rice in the next 12 months.The result shows in the future 12 months, the price of late indica rice will increase steadily while the corn will fluctuate in a small range.

关键词： price prediction time series analysis optimal combination early warning monitoring

作者: WANG Huijuan WAN Feng XIAO Jianing QU Shuangshi

作者单位: The School of Statistics, The Central University of Finance and Economics The School of Finance, Renmin University of China

会议类型: 国际会议

会议名称: 2013 World Agricultural Outlook Conference(2013世界农业展望大会)

会议地点: 北京

会议语种:英文

页码: 46-60

在线出版日期: 2013-06-06（万方平台首次上网日期，不代表论文的发表时间）