煤炭?jī)r(jià)格的時(shí)間序列模型分析與設(shè)計(jì)研究.pdf

1、y1022870烈虞利張學(xué)校代碼：10488學(xué)號(hào)：04107017夫哮碩士學(xué)位論文題目煤炭?jī)r(jià)格的時(shí)間序列模型分析與設(shè)計(jì)研究專業(yè)研究方向姓名導(dǎo)師應(yīng)用數(shù)學(xué)運(yùn)籌學(xué)粟勤農(nóng)呂緒華副教授定稿日期：2006年10月30日第lI頁(yè)武漢科技大學(xué)碩士學(xué)位論文AbstractCoalismainfuelforenterprisesofironandsteel，thepriceofcoalisimportantfactorforenterprisestodec

2、idehowtopurchasefuelBasingonthisbackgroundforcastingforIhepriceofcoalisverynecessaryThispapertakescoal’spricefrom1990to2004assampleseries，andforecaststhepriceofcoalbyusingthreesingleforecastingmodelsandcombinationforecas

3、tingmodelthroul曲analyzingtheinfluentialfactorsforthepriceofcoalThesatisfactoryresultofforecastingshowsthatthecombinationforecastingmodelisbestAboveall，thefirstchapterofthepaperintroducesnotonlythebackgroundandthemeaningo

4、fresearchingbutalsointernalandexternalsituationofresearching；Thesecondchapterintroducesthebasictheoriesoftimeseriesatfirst，thenanalyzesfourforecastingmodels，suchasmultiplelinearregressionmodel，ARMA(p，留)model，cubicexponen

5、tialsmoothingmodel，andcombinationforecastingmodelbasedoninducedorderedweightedaveragingoperators；Usingmultiplelinearregressionmodel，ARMA(p，q)model，andcubicexponentialsmoothingmodel，thispaperforecaststhetendencyoftheprice

6、ofcoalfromthethirdchaptertothefifthchapter；Inordertaisetheaccuracyofforecasting，thepaperforecaststhesampleserieswithcombinationforecastingmodelbasedoninducedorderedwe：ightedaveragingoperatorsinthesixthchapterthencompares

7、theresidualofforecastingwithotherthreeresultsTheresultshowsthattheaccuracyofcombinationforecastingmodelbasedOilinducedorderedweightedaveragingoperatorsisbestAttheend，Imakeasummaryforthepaperandputforwardtheprospectofthef