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原油期货价格预测是一个世界性的难题。本文在多分辨分析和小波神经网络相关理论的基础上,建立了WTI国际原油期货价格预测模型,并利用该模型对原油期货价格进行预测。结果发现该方法在预测原油期货价格上较BP神经网络模型等有更高的精准度。
Crude oil futures price forecast is a worldwide problem. Based on the theory of multi-resolution analysis and wavelet neural network, this paper establishes the WTI international crude oil futures price forecasting model, and uses this model to forecast the crude oil futures price. The results show that this method is more accurate than BP neural network model in forecasting the price of crude oil futures.