DocumentCode
3570363
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
Volume
4
fYear
2011
Firstpage
768
Lastpage
771
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Management and Electronic Information (BMEI), 2011 International Conference on
Print_ISBN
978-1-61284-108-3
Type
conf
DOI
10.1109/ICBMEI.2011.5921078
Filename
5921078
Link To Document