Font Size: a A A

Fluctuations In The Price Of Oil Analysis And Forecasting Methods Research

Posted on:2007-12-14Degree:MasterType:Thesis
Country:ChinaCandidate:G N DuFull Text:PDF
GTID:2209360185472995Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
This paper regards oil prices and its influence factors as a system to study for the first time. After analyzing in depth the structure and characteristic of the oil price system, on the basis of the principle of function simulation (the differential simulation method and neural network method), this paper has carried on systematic simulation to oil price (as the system output) and its influence factors (as the system input), having set up corresponding simulation model and designed the systematic simulation algorithm. Furthermore, the author has developed "the simulation software system of the oil price "by using VB.NET as a developing instrument. With this system, oil price system simulation and prediction in future has been realized successfully. From the results of real example data that the software operates , it can be concluded that this method has better precision than other prediction methods in the result of fitting . The research has discussed the prediction question for oil price (as output) in term of control (as input), having not merely offered the platform and tool for prediction and simulation at the oil price, the more important thing is that it has established the foundation for china how to impact and drive on international oil price in future.The groundwork of this text is as follows:1. Have studied the dependence of the influence factor of the price of petroleum, and has carried on accurate quantitative analysis to these factors;2. In the time of analyzing array fluctuates on the foundation of the model, the constant and long memory of fluctuating to the price of petroleum has been examined.3. Understand and master the tradition and predict the method deeply , on this basis , predict to the theory of the array of traditional Chaos time that the method has been improved, have proposed the application that Chaos time predicted that models are in petroleum price expectation in the dynamic office land of the weighting of the array;4. In term of inputting and exporting , have established the related relation of nonlinearity between oil price and its influence factor with the simulation method of the function (including the neural network method and differential simulation method );5. Regard VB.NET as the developing instrument, has developed "the...
Keywords/Search Tags:Crude Oil Price, Systematic Simulation, Oil Price Prediction, Software
PDF Full Text Request
Related items