【摘要】 在模式识别系统(PMRS)的基础上,采用石油期货价格加权,提出了能够有效的预测短期石油现货价格的新方法.以自然预测模型(na■ive forecast model)和 PMRS 作为评价基准,对美国西德克萨斯轻质原油(WTI)、普通汽油(regular gasoline)和燃料油(heating oil)的现货价格和期货价格进行了实证研究.结果表明,提出的基于 PMRS 的期货加权油价多步预测方法具有更为优越的短期预报性能.更多还原

【Abstract】 In this paper,a futures-weighted short-term oil price prediction approach based on PMRS is pro- posed.Empirical study on the spot and futures price of WTI,regular gasoline and heating oil is conducted. The comparison between the new approach and the na■ve forecast model as well as the PMRS model indicates that the futures-weighted oil price multi-step prediction approach based on PMRS performs much better for short-term oil price prediction.更多还原