Title :
Application of time series auto regressive model in price forecast
Author :
Zhao, Yang ; Shen, Lei
Author_Institution :
Sch. of the Earth Sci. & Resources, China Univ. of Geosci., Beijing, China
Abstract :
This paper discusses the application of the time series AR (Auto Regressive) model in price forecast. It focuses on feasibility from the theoretical perspective and then proves the advantages of the application in price forecast by case studies. It shows that AR model is applicable in the forecasts of the trends in price statistics, the evaluation of physical conditions and the.
Keywords :
autoregressive processes; economic forecasting; pricing; time series; price forecast; price statistics; time series autoregressive model; Analytical models; Equations; Fitting; Mathematical model; Predictive models; Reactive power; Time series analysis; indice statistics; time series; trend forecast;
Conference_Titel :
Business Management and Electronic Information (BMEI), 2011 International Conference on
Print_ISBN :
978-1-61284-108-3
DOI :
10.1109/ICBMEI.2011.5921078
