%0 Journal Article
%T Financial Time Series Forecasting based on Nonlinear Tracking-Differentiator<br>基于非线性跟踪—微分器的金融时间序列预测
%A LIU Feng-gen
%A WANG Xiao-fang
%A ZHANG Min
%A <br>刘凤根
%A 王晓芳
%A 张 敏
%J 系统工程理论与实践
%D 2007
%I 
%X This paper forecasts the SHCI in a creative way with the second order and the third order discrete form of Nonlinear Tracking-Differentiator,which is be based upon the principle of the Nonlinear Tracking-Differentiator.The results shows preferable forecasting effect that the second order discrete form of Nonlinear Tracking-Differentiator can control the relative forecasting error within 8 percent and the third order discrete form of Nonlinear Tracking-Differentiator can control the relative forecasting error within 5 percent.
%K nonlinear tracking-differentiator
%K stock price forecasting
%K SHCI<br>非线性跟踪-微分器
%K 股价预测
%K 上证综指
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=43AB7886D62F363E&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=38B194292C032A66&sid=7F5DDA4924737DF5&eid=CDEBD1ACE0A4C1C1&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=4