金融股和制造业类股票之间的相关分析
三、运用ARMA模型和 BP 神经网络模型对金融行业的日收盘价进行对比预测。无论是误差、误差率，还是保持数据线性关系等方面来看，BP 神经网络预测都比 ARMA模型预测更加精确；
关键词：金融业；汽车制造业；经验模态分解方法；ARMA模型；BP 神经网络Correlation Analysis between financial and manufacturing
stock
Abstract: As the financial industry and the manufacturing industry stock index nonlinear and
non- stationary characteristics, so this paper, empirical mode decomposition (EMD) of its
decomposition , reconstruction test the feasibility of subsequent verification of EMD , and two
industry correlation analysis , comparing the final prediction ARMA model and BP neural
network for the financial industry . In this paper, the specific work and the results are as
follows :
1. On the Shanghai financial industry and the automotive industry stock index were
decomposed by EMD method to obtain intrinsic mode function (IMF) and the residual
term (RES), the financial industry, the intrinsic mode function (IMF) and the residual
function (RES) conducted Reconstruction of the periodic inspection and analysis and
economic significance of each order IMF and RES ;
2. Correlation analysis , the financial industry and automobile manufacturing index
correlation analysis confirmed the presence of two distinct sectors interdependence and
mutual influence relationships. And two industry intrinsic mode functions (IMF) and the
residual term (RES) do correlation analysis ;
3. Using ARMA model and BP neural network model closing price of the financial industry
to compare forecasts. Whether it is an error , the error rate , or to maintain the data in
terms of linear relations , BP neural network prediction is more accurate than the ARMA
model predictions ;目录
第一章 引言1
1.1 课题的目的和意义1
1.2 国内外研究现状与发展趋势1
1.3 论文的结构框架及主要分析内容2
第二章 EMD和神经网络预测方法介绍4
2.1 传统信号处理方法的简介.4
2.1.1傅里叶分析.4
2.1.2小波分析.4
2.2 EMD及其运算法5
2.3 ARMA模型预测方法的简介及原理.8
2.3.1 ARMA 模型预测方法的简介.8
2.3.2 ARMA 模型预测方法的原理.8
2.4 BP 神经网络预测方法的简介及原理8
2.4.1 BP 神经网络预测方法的简介.8
2.4.2 BP 神经网络预测方法的原理.9
第三章 运用EMD方法进行金融时间序列研究及预测.10
3.1 数据预处理.10
3.2 综合日指数日收盘价格的 EMD分解及分析10
3.2.1 金融行业日指数日收盘价格的 EMD 分解10
3.2.2上证金融行业日收盘价各阶 IMF 的波动周期分析.12
3.2.3上证金融行业日收盘价格 EMD 分解后 IMF 的重构分解分析.12
3.2.4上证汽车制造业日收盘价格的 EMD 分解分析.13
3.3 相关性分析.15
3.3.1上证金融行业与汽车制造业日收盘价格的相关性分析.15
上一篇：插值在图像缩放中的应用+文献综述