RMB Exchange Rate Forecasting Model Based on Exponential Smoothing and Gray Correlation

被引:0
|
作者
Liu Bingxiang [1 ]
Wu Yan [1 ]
Cheng Xiang [1 ]
机构
[1] JDZ Ceram Inst, Sch Informat Engn, Jingdezhen, Peoples R China
关键词
RMB exchange rate; exponential smoothing; gray correlation;
D O I
10.4028/www.scientific.net/AMM.401-403.1480
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
This paper through the establishment of a Rolls linear trend exponential smoothing model, make use of SPSS Clementine for 2005-2010 analysis and forecast of RMB against the U.S. dollar exchange rate, the predicted curve is better than the expectations of the prediction accuracy. To further analyze the dynamic changes of the RMB against the U.S. dollar, method of gray correlation factors that affect the exchange rate is used
引用
收藏
页码:1480 / 1483
页数:4
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