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Forecasting Support System Based On Quantitative Forecasting Technology

Posted on:2006-12-28Degree:MasterType:Thesis
Country:ChinaCandidate:Y B ZhangFull Text:PDF
GTID:2166360155458416Subject:Computational Mathematics
Abstract/Summary:PDF Full Text Request
Advanced forecasting support system has already become an absolutely necessarily tool of decision-making work and economic activity, in west developed countries, high layer departments of government, enterprises and daily economic activities. At home, computer assistant forecast system is more applied in government high layer project divisions of having numerous forecasting personnel, but less applied in commonly services and enterprises. One of the primary causes is generic plan manager has a litter knowledge of forecasting; the other is the developer of forecast support system unilaterally go in for specialization and complication mathematic model, but this is difficult to understand and accept for forecaster. There is much lack in the pop better forecasting support system now. It has less models, and is too simple. It has a narrow applicability. It requests high forecast knowledge for user. It has too many parameters and operations. It has inadequate intelligence. And so on.With the fast economic development, more and more fields need the assistant support of forecast support system. It is imperative for people to invent a forecast support system of popular and having wild applicability.This paper studies more than thirty kinds forecast models of having high forecast precision, and invests a high-powered forecast support system. In the system, the forecast capability, practicability and maneuverability of forecast model are sufficiently considered. The strong interaction manipulator is built, and the lack of traditional forecast support system is improved.The system has the following characteristics:First, there are abundance models: the system has 29 models sharing in 9 kinds, including more ideas and methods of forecasting.Second, the system has a wide applicability; the system can forecast many real problems. For example: administration management, economy, negotiable securities paper finance, weather, energy sources, prospecting, exploitation for oil and gas and so on.Third, user also can operate majority of forecast model to forecast, without forecast specialty knowledge.Forth, there are fewer or no parameters, and operation is simple.Fifth, operation interface is simple, friendly and strong interaction, and the data is intuitionistic.In addition, the system have a try in the intelligentize side, and give a time serial synthesis forecast module.As example, this paper applies Forecasting Support System to forecast the market price of convertible bonds form the history data of convertible bonds, to forecast the lower limit of their market price base on their A stocks, to forecast the turning point of their market price, to forecast the price interval of convertible bonds, and giving forecast and analysis on intersecting point of operation cure of stock index and acting force curve of macroscopic regulation and controlling of information.
Keywords/Search Tags:Forecast, Support System, Matlab, Mathematics Model, Convertible Bonds
PDF Full Text Request
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