The research on financial time series data has always received widespread attention,especially in the research on stock prices.Taking the opening price of the Shanghai Securities Composite Index as the research object,this paper uses ARIMA model,ARIMA-LSTM model,and ARIMA and ARIMA-LSTM combination model to predict the opening price for 10 days,50 days and 116 days,and calculates the R2,MAE and RMSE for each model.By comparing the three statistical indicators of the three models,it is found that the ARIMA model predicts better at 10 days.When the prediction time is extended,the ARIMA-LSTM model and the ARIMA and ARIMA-LSTM combination model performs better than the ARIMA model.
predictionARIMA modelARIMA-LSTM modelARIMA and ARIMA-LSTM combination model
国家科技期刊平台
NSTL
万方数据
