基于具有LR型模 糊输出回归模型的上证指数预测

赵雪婷; 杨辰; 陆秋君

基于具有LR型模糊输出回归模型的上证指数预测

引用本文：赵雪婷，杨辰，陆秋君.基于具有LR型模糊输出回归模型的上证指数预测[J].经济数学,2013,(4):106-110

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作者	单位
赵雪婷，杨辰，陆秋君	（上海理工大学理学院，上海 200093）

中文摘要:以对称二次型模糊回归模型为基础，引入一般二次模糊回归模型，利用模糊最小二乘法估计未知参数.构建评价标准考察两模型的拟合效果，在样本期内和样本期外分别评价模型的实际拟合与预测能力.

中文关键词:区间序列模糊回归模型最小二乘法上证指数预测

Index of Shanghai Stock Exchange Prediction Based on Regression Model with LR-Type Fuzzy Output

Abstract:We constructed a fuzzy general quadric regression model to deal with the interval financial data based on the fuzzy symmetric quadratic form regression model with crisp inputs and fuzzy outputs, and by taking into account the fuzzy least square method to estimate the unknown parameter in the model.The evaluation standard SAME and SMSE were employed to evaluate and compare the fitting results of the models .Furthemore ,we deduced the data of index of shanghai stock exchange for forecasting the models.Empirical analysis shows the first one is more effective.

keywords:interval yield series fuzzy regression model least square method index of shanghai stock exchange prediction

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