准确和高效的股票市场指数预测:基于VMD-SNNs的综合方法
Xuchang Chen1, Guoqiang Tang1, Yumei Ren1
1Faculty of Science, Guilin University of Technology, Guilin, People's Republic of China.
本研究介绍了一种用于股票市场指数预测的新型混合模型,它结合了时间卷积网络 (TCN),长短期记忆 (LSTM) 和尖端神经网络 (SNN). VMD-TLSNN模型提高了预测准确度,并降低了能源消耗.
科学领域:
- 金融预测 财务预测
- 人工智能的人工智能是人工智能.
- 计算神经科学是一种计算神经科学.
背景情况:
- 准确的股票市场指数预测对于投资风险管理和回报增强至关重要.
- 传统的统计方法面临的挑战是股票市场数据的非线性动态,影响长期预测的准确性.
- 现有的混合模型可能无法完全捕捉复杂的市场趋势或优化计算效率.
研究的目的:
- 开发一种先进的混合模型,以便更准确,更有弹性地预测股票市场指数趋势.
- 解决处理非线性财务数据的传统方法的局限性.
- 提高财务预测模型中的预测准确度和降低能源消耗.
主要方法:
- 时间卷积网络 (TCN) 和长短期记忆 (LSTM) 的集成,用于在尖端神经网络 (SNN) 架构中提取特征,形成 TCN-LSTM-SNN (TLSNN) 模型.
- 减去平均值优化器 (SABO) 的应用来完善变量模式分解 (VMD) 以分离股票指数组件并减少噪音.
- 开发一个分解组合框架,以提高模型的稳定性.
主要成果:
- 拟议的变化模式分解-TCN-LSTM-SNN (VMD-TLSNN) 混合模型与单个基准模型和其他混合方法相比,显示出更高的预测准确性.
- VMD-TLSNN模型的能耗明显低于现有的混合动力模型.
- 分解组合框架增强了预测模型的整体弹性.
结论:
- 混合型VMD-TLSNN模型在股票市场指数预测准确性和效率方面取得了重大进展.
- 这种新的方法有效地处理财务数据的非线性性质,提供可靠的长期趋势预测.
- 该模型的降低能耗为财务预测应用提供了更可持续的解决方案.
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