%0 Journal Article
%T Prediction research of the supper-shortterm exchange rate
超短期汇率的预测研究
%A HUANG Qiao-ling
%A XIE Wei-bo
%A
黄巧玲
%A 谢维波
%J 计算机应用
%D 2007
%I
%X A new method which is fit to the prediction of supper-shortterm exchange rate was proposed. The data for experimentation was got from Interact, and the model was established with the reconstructed phase space and Kalman. Compared with the neural network predicting model, the results show that the proposed model can track the instant exchange rates change well, and it is better than the neural network model both in accuracy rate and run-time length. Finally, the whole procedure of prediction on line based on . NET was introduced.
%K prediction of the supper-shortterm exchange rate
%K data getting
%K the phase space reconstruction and Kalman
%K predicting on line
超短期汇率预测
%K 数据获取
%K 相空间重构与卡尔曼滤波
%K 在线预测
%K 短期汇率预测
%K 预测研究
%K exchange
%K rate
%K research
%K 过程
%K 在线预测
%K 环境
%K 速度比
%K 法运行
%K 精度比较
%K 变化趋势
%K 跟踪
%K 结果
%K 实验数据
%K 网络模型
%K 神经
%K 建模
%K 计算
%K 卡尔曼滤波
%K 相空间重构
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=831E194C147C78FAAFCC50BC7ADD1732&aid=F1AB8E134AA283E6E297B34E3DFA40A8&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=E158A972A605785F&sid=9F481C73BF82C48F&eid=85873A559EE29055&journal_id=1001-9081&journal_name=计算机应用&referenced_num=2&reference_num=6