Comparison of Forecast Ability between The BP Neural Network Model and ARIMA Model Based on The Shanghai Securities Composite Index

摘要：

　　For the Shanghai securities composite index, the paper forests its closing price by ARIMA model and BP neural network model.To explore the forecast ability of the models, the paper compares predicted values with actual value, and calculates forecast errors of the models.The results show that,compared with the ARIMA model, BP model has higher forecast accuracy and better predictability.

关键词： Shanghai securities composite index ARIMA model BP neural network model

作者: ZHAO Yang

作者单位: College of Sciences,North China University of Technology,Beijing,100144

会议类型: 国际会议

会议名称: The 7th International Institute of Statistics & Management Engineering Symposium(IISMES2015) (第七届国际统计与管理工程学术研讨会)

会议地点: 山东 日照

会议语种:英文

页码: 389-393

在线出版日期: 2015-08-17（万方平台首次上网日期，不代表论文的发表时间）