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  • ISSN 1005-2518 
  • 创刊于1988年
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采选技术与矿山管理

基于商空间的黄金价格SVM模型预测

  • 韩旭 ,
  • 杨珊 ,
  • 王喜梅
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  • 中南大学资源与安全工程学院,湖南 长沙 410083
韩旭(1995-),男,陕西宝鸡人,硕士研究生,从事矿业经济和采矿系统工程研究工作。531865317@qq.com

收稿日期: 2019-06-05

  修回日期: 2019-11-14

  网络出版日期: 2020-02-26

基金资助

国家自然科学基金青年基金项目“基于人工智能的矿山技术经济指标动态优化”(51404305);国家自然科学基金项目“基于属性驱动的矿体动态建模及更新方法研究”(51504286);中国博士后科学基金面上项目“辰州矿业采掘计划可视化编制与优化研究”(2015M 572269);湖南省科技计划项目“辰州矿业采掘计划可视化编制与优化研究”(2015RS4060)

Modelling SVM and Prediction of Gold Price Based on Quotient Space

  • Xu HAN ,
  • Shan YANG ,
  • Ximei WANG
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  • School of Resources and Safety Engineering,Central South University,Changsha 410083,Hunan,China

Received date: 2019-06-05

  Revised date: 2019-11-14

  Online published: 2020-02-26

摘要

结合商空间理论和支持向量机方法,根据黄金价格的价格因子对我国黄金价格进行预测。采用Person相关系数法,对现阶段黄金价格的9个价格因子与黄金价格的相关性进行比较,筛选出相关系数较大的5个价格因子,并通过Granger因果检验,得出可能导致黄金价格变化的2个价格因子;将Person相关系数法和Granger因果检验选出的7个因子作为黄金价格预测的主要价格因子,结合商空间理论,按照时间属性,将黄金价格论域划分为年、季、月3个粒度,建立3层商空间,并进行粒度的合成和计算。然后建立基于商空间理论的支持向量机预测模型,预测得出年、季、月粒度的黄金价格预测值分别为8 122.4,7 947.506和8 089.5元/金衡盎司,合成结果为8 053.1元/金衡盎司。将预测结果与GM(1,1)预测值和实际黄金价格进行对比,证明该模型的预测结果在误差允许范围内,优于传统的价格预测方法。

本文引用格式

韩旭 , 杨珊 , 王喜梅 . 基于商空间的黄金价格SVM模型预测[J]. 黄金科学技术, 2020 , 28(1) : 148 -157 . DOI: 10.11872/j.issn.1005-2518.2020.01.067

Abstract

Based on the detailed analysis of the influencing factors of the gold price,the gold price of China was predicted according to the price factor of gold price combined with the quotient space theory and the support vector machine method.Firstly,we used the person correlation coefficient method to compare the correlation between 9 price factors with gold price in the current.Five price factors with larger correlation coefficient were selected,they are US dollar index,WIT crude oil futures,G5 currency index,producer index,consumer index and correlation coefficient with correlation coefficient of -0.46,0.52,0.5,0.59 and 0.55 respectively.Secondly,through the granger causality test,we got the reason that the commodity index and the consumer price of the index lead to the change of the gold price hypotheses are more likely to be established,the odds are 0.83338 and 0.95609 respectively.Then,using the dollar index,the WIT crude oil futures,the G5 currency index,the producer index,the consumer index,the commodity index and the consumer price index as the main price factors for the forecast,combining with the quotient space theory and according to the time attribute,divided the gold price domain into three divisions of year,quarter and month,then established the three-tier quotient space,and conducted the granularity of the synthesis and calculation.The SVM forecasting model based on the quotient space theory was established to forecast the gold price.The forecast value of the gold price for year,quarter and month granularity is 8 122.4 CNY/troy ounce,7 947.506 CNY/troy ounce and 8 089.5 CNY/troy ounce respectively,and the composite result is 8 053.1 CNY/troy ounce.Finally,the reliability of the model is verified by comparing the gold price forecast with the GM(1,1) forecast of 9 382.2 CNY/troy ounce and the actual gold price of 8 306.0 CNY/troy ounce,indicate that the prediction result of the model is within the range allowed by the error,and the model is superior to traditional price prediction methods..

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