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介绍了协整检验方法,用于检验两数据序列是否具有系统的共同运动,为建立的预测模型选择输入变量;建立了传递函数噪声模型,分析了粒子群算法,提出了粒子群-传递函数噪声模型,使用粒子群算法对预测模型进行全局寻优,得到更高精度的预测模型。
The cointegration test method is introduced to test whether the two data sequences have systematic common motion and the input variables are selected for the established prediction model. The transfer function noise model is established, the particle swarm optimization algorithm is proposed, and the particle swarm-transfer function noise Model, using particle swarm algorithm to global optimization of the prediction model to obtain a more accurate prediction model.