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基于SVM的回归预测分析——上证指数开盘指数预测.

于 2023-06-15 发布 文件大小:218.23 kB
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SVM不但可以用来分类也可以用来做回归预测分析,这个案例中我们就来看一下如何用SVM做回归预测分析.对于大盘指数的有效预测可以为从整体上观测股市的变化提供强有力的信息,所以对于上证指数的预测很有意义,SVM不但可以用来做分类预测,也可以用来做回归分析,通过对上证指数从1990.12.20-2009.08.19每日的开盘数进行回归分析,最终拟合的结果是:均方误差 MSE =1.95029e-005 平方相关系数 R = 99.9345%.回归拟合结果还是比较理想的.

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