Study on Time Series of Short-Term Trend Signal Model
Xiaoyan Liu · Computer Technology and Development · 2011
Time series is based on a fixed time interval of data sampling.Time series is arranged in chronological order a set of data or information which has been observed.With the development of financial market in our country,financial time series are becoming more important for financial investors.More and more scholars and investors pay attention to the study of time series.It is on the trend of financial time series.Detect the short term signals and predict the short term trend.Detect the rising trend and falling trend in financial time series.Classify the trend in time series as strict trend,flexible trend and interval trend.Also define the strength of trend.Use actual value of time series to construct a model to modify the forecast value of the financial time series.Predict the trend rightly.So it is useful to investors.