Short - term Forecast Model of Sugar Futures Price Based on Seasonal Decomposition

DOI

10.2991/wrarm-17.2017.45How to use a DOI?

Keywords

the sugar futures; price prediction; seasonal decomposition method; exponential smoothing method

Abstract

With the sugar futures price forecast for the theme in this article, from the seasonal character-istics of white sugar, in January 2006 - June 2017 the sugar futures first month closing price as the foundation of data, using the seasonal decomposition method to the sugar futures price forecast of July to September, and the predicted value and actual value were analyzed. The seasonal factor of the original time series was precipitated by seasonal decomposition method and the seasonal adjustment sequence was obtained. Then the seasonal adjustment sequence is predicted by exponential smoothing. Finally, the seasonal factors are replenished to the trend forecast, and the price prediction results of the sugar futures are obtained. The research results show that the price of the sugar futures fluctuates in fluctuation, and the author puts forward four related policy suggestions.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Shuang Cheng
PY  - 2017/11
DA  - 2017/11
TI  - Short - term Forecast Model of Sugar Futures Price Based on Seasonal Decomposition
BT  - Proceedings of the Fifth Symposium of Risk Analysis and Risk Management in Western China (WRARM 2017)
PB  - Atlantis Press
SP  - 256
EP  - 261
SN  - 1951-6851
UR  - https://doi.org/10.2991/wrarm-17.2017.45
DO  - 10.2991/wrarm-17.2017.45
ID  - Cheng2017/11
ER  -