The Forecasting Model of Futures Market Based on Time Series Analysis

In order to avoid the risks associated with blind investment, especially in the current financial crisis, the demand forecast for the market has become very necessary. Data mining is the use of a variety of analysis tools found in the mass data of certain models and the relationship between the process data, it has become in all walks of life to solve the problem by means of an integral, the general procedures, including statements and clarify issues, data collection, data preprocessing, model evaluation, interpretation of models and reach a conclusion. In this paper, the last few decades of U.S. soybean acreage and yield data for the study, carried out data mining, to build a more accurate mathematical models to predict the future trend of short-term demand and supply of soybeans, so as to future companies to provide a basis for decision-making.