{"id":6397,"date":"2025-10-05T21:27:11","date_gmt":"2025-10-05T13:27:11","guid":{"rendered":"http:\/\/192.168.1.29\/?p=6397"},"modified":"2025-10-05T21:29:08","modified_gmt":"2025-10-05T13:29:08","slug":"spss-modeler%e5%af%b9%e8%82%a1%e7%a5%a8%e9%a2%84%e6%b5%8b%e5%88%86%e6%9e%90%e6%a6%82%e8%a6%81","status":"publish","type":"post","link":"http:\/\/cnliutz.wicp.vip\/?p=6397","title":{"rendered":"spss Modeler\u5bf9\u80a1\u7968\u9884\u6d4b\u5206\u6790\u6982\u8981"},"content":{"rendered":"\n<h3 class=\"wp-block-heading\">\u4e00\u3001<strong>\u4f7f\u7528SPSS Modeler\u5bf9\u80a1\u7968\u6570\u636e\u8fdb\u884c\u9884\u6d4b\u53ef\u4ee5\u6309\u7167\u4ee5\u4e0b\u6b65\u9aa4\u8fdb\u884c\uff0c\u4e3b\u8981\u5305\u62ec\u6570\u636e\u51c6\u5907\u3001\u63a2\u7d22\u5206\u6790\u3001\u5efa\u6a21\u548c\u8bc4\u4f30\u51e0\u4e2a\u9636\u6bb5\uff1a<\/strong><\/h3>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1. \u6570\u636e\u51c6\u5907<\/strong><\/h3>\n\n\n\n<h4 class=\"wp-block-heading\">\uff081\uff09\u6570\u636e\u6536\u96c6<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u83b7\u53d6\u80a1\u7968\u5386\u53f2\u6570\u636e\uff1a\u5305\u62ec\u65e5\u671f\u3001\u5f00\u76d8\u4ef7\u3001\u6536\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u3001\u6210\u4ea4\u91cf\u7b49\u57fa\u7840\u6307\u6807\u3002<\/li>\n\n\n\n<li>\u53ef\u8865\u5145\u5916\u90e8\u6570\u636e\uff1a\u5982\u5b8f\u89c2\u7ecf\u6d4e\u6307\u6807\uff08\u5229\u7387\u3001GDP\uff09\u3001\u884c\u4e1a\u6570\u636e\u3001\u65b0\u95fb\u60c5\u7eea\u7b49\uff08\u9700\u4e0e\u80a1\u7968\u6570\u636e\u65f6\u95f4\u5bf9\u9f50\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">\uff082\uff09\u6570\u636e\u5bfc\u5165SPSS Modeler<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6253\u5f00SPSS Modeler\uff0c\u901a\u8fc7\u201c\u6e90\u201d\u8282\u70b9\uff08\u5982\u201cExcel\u201d\u201c\u6587\u672c\u6587\u4ef6\u201d\uff09\u5bfc\u5165\u6570\u636e\u3002<\/li>\n\n\n\n<li>\u786e\u4fdd\u65e5\u671f\u683c\u5f0f\u6b63\u786e\uff08\u53ef\u901a\u8fc7\u201c\u7c7b\u578b\u201d\u8282\u70b9\u8bbe\u7f6e\u4e3a\u65e5\u671f\u578b\uff09\uff0c\u6570\u503c\u5b57\u6bb5\uff08\u5982\u6536\u76d8\u4ef7\uff09\u8bbe\u7f6e\u4e3a\u8fde\u7eed\u578b\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">\uff083\uff09\u6570\u636e\u9884\u5904\u7406<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7f3a\u5931\u503c\u5904\u7406<\/strong>\uff1a\u4f7f\u7528\u201c\u586b\u5145\u201d\u8282\u70b9\uff0c\u5bf9\u7f3a\u5931\u7684\u4ef7\u683c\u6216\u6210\u4ea4\u91cf\u7528\u5747\u503c\u3001\u4e2d\u4f4d\u6570\u6216\u524d\u540e\u503c\u586b\u5145\u3002<\/li>\n\n\n\n<li><strong>\u5f02\u5e38\u503c\u5904\u7406<\/strong>\uff1a\u901a\u8fc7\u201c\u5206\u5e03\u201d\u8282\u70b9\u67e5\u770b\u6570\u636e\u5206\u5e03\uff0c\u7528\u201c\u8fc7\u6ee4\u201d\u8282\u70b9\u79fb\u9664\u6781\u7aef\u5f02\u5e38\u503c\u3002<\/li>\n\n\n\n<li><strong>\u7279\u5f81\u5de5\u7a0b<\/strong>\uff1a<\/li>\n\n\n\n<li>\u8ba1\u7b97\u6280\u672f\u6307\u6807\uff1a\u5982\u79fb\u52a8\u5e73\u5747\u7ebf\uff08MA\uff09\u3001\u76f8\u5bf9\u5f3a\u5f31\u6307\u6570\uff08RSI\uff09\u3001MACD\u7b49\uff08\u53ef\u901a\u8fc7\u201c\u5bfc\u51fa\u201d\u8282\u70b9\u624b\u52a8\u8ba1\u7b97\uff09\u3002<\/li>\n\n\n\n<li>\u6ede\u540e\u7279\u5f81\uff1a\u5c06\u524dN\u5929\u7684\u6536\u76d8\u4ef7\u4f5c\u4e3a\u7279\u5f81\uff08\u5982\u7528\u524d3\u5929\u6536\u76d8\u4ef7\u9884\u6d4b\u7b2c4\u5929\uff09\u3002<\/li>\n\n\n\n<li>\u76ee\u6807\u53d8\u91cf\u5b9a\u4e49\uff1a\u4f8b\u5982\u9884\u6d4b\u6b21\u65e5\u6536\u76d8\u4ef7\uff08\u9700\u901a\u8fc7\u201c\u6392\u5e8f\u201d+\u201c\u5bfc\u51fa\u201d\u8282\u70b9\u521b\u5efa\u6ede\u540e\u76ee\u6807\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. \u6570\u636e\u63a2\u7d22<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4f7f\u7528\u201c\u56fe\u5f62\u201d\u8282\u70b9\uff08\u5982\u6563\u70b9\u56fe\u3001\u65f6\u95f4\u5e8f\u5217\u56fe\uff09\u89c2\u5bdf\u80a1\u4ef7\u8d8b\u52bf\u3001\u5b63\u8282\u6027\u6216\u5468\u671f\u6027\u3002<\/li>\n\n\n\n<li>\u901a\u8fc7\u201c\u76f8\u5173\u201d\u8282\u70b9\u5206\u6790\u7279\u5f81\u95f4\u7684\u76f8\u5173\u6027\uff0c\u79fb\u9664\u9ad8\u5ea6\u5171\u7ebf\u7684\u7279\u5f81\uff08\u5982\u6536\u76d8\u4ef7\u4e0e\u5f00\u76d8\u4ef7\u53ef\u80fd\u9ad8\u5ea6\u76f8\u5173\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. \u6784\u5efa\u9884\u6d4b\u6a21\u578b<\/strong><\/h3>\n\n\n\n<p>SPSS Modeler\u63d0\u4f9b\u591a\u79cd\u65f6\u95f4\u5e8f\u5217\u6216\u673a\u5668\u5b66\u4e60\u6a21\u578b\uff0c\u5e38\u7528\u7684\u6709\uff1a<\/p>\n\n\n\n<h4 class=\"wp-block-heading\">\uff081\uff09\u65f6\u95f4\u5e8f\u5217\u6a21\u578b\uff08\u9002\u5408\u6709\u660e\u663e\u65f6\u5e8f\u7279\u5f81\u7684\u6570\u636e\uff09<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6307\u6570\u5e73\u6ed1\u6cd5<\/strong>\uff1a<\/li>\n\n\n\n<li>\u62d6\u5165\u201c\u65f6\u95f4\u5e8f\u5217\u201d\u8282\u70b9\uff0c\u9009\u62e9\u76ee\u6807\u53d8\u91cf\uff08\u5982\u6536\u76d8\u4ef7\uff09\u3002<\/li>\n\n\n\n<li>\u9009\u62e9\u6a21\u578b\u7c7b\u578b\uff08\u7b80\u5355\u6307\u6570\u5e73\u6ed1\u3001 Holt\u7ebf\u6027\u8d8b\u52bf\u3001 Holt-Winters\u5b63\u8282\u6027\uff09\uff0c\u8bbe\u7f6e\u65f6\u95f4\u95f4\u9694\uff08\u5982\u6309\u65e5\uff09\u3002<\/li>\n\n\n\n<li><strong>ARIMA\u6a21\u578b<\/strong>\uff1a<\/li>\n\n\n\n<li>\u5728\u201c\u65f6\u95f4\u5e8f\u5217\u201d\u8282\u70b9\u4e2d\u9009\u62e9ARIMA\uff0c\u81ea\u52a8\u6216\u624b\u52a8\u8bbe\u7f6ep\uff08\u81ea\u56de\u5f52\u9879\uff09\u3001d\uff08\u5dee\u5206\u6b21\u6570\uff09\u3001q\uff08\u79fb\u52a8\u5e73\u5747\u9879\uff09\u53c2\u6570\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">\uff082\uff09\u673a\u5668\u5b66\u4e60\u6a21\u578b\uff08\u9002\u5408\u591a\u7279\u5f81\u9884\u6d4b\uff09<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u56de\u5f52\u6a21\u578b<\/strong>\uff1a\u5982\u7ebf\u6027\u56de\u5f52\u3001\u51b3\u7b56\u6811\u56de\u5f52\u3001\u968f\u673a\u68ee\u6797\u56de\u5f52\u3002<\/li>\n\n\n\n<li>\u5c06\u6570\u636e\u62c6\u5206\u4e3a\u8bad\u7ec3\u96c6\uff0870%-80%\uff09\u548c\u6d4b\u8bd5\u96c6\uff0820%-30%\uff09\uff08\u4f7f\u7528\u201c\u5206\u533a\u201d\u8282\u70b9\uff09\u3002<\/li>\n\n\n\n<li>\u62d6\u5165\u5bf9\u5e94\u6a21\u578b\u8282\u70b9\uff08\u5982\u201cC&amp;R\u6811\u201d\u201c\u968f\u673a\u68ee\u6797\u201d\uff09\uff0c\u9009\u62e9\u8f93\u5165\u7279\u5f81\uff08\u5982MA\u3001\u6210\u4ea4\u91cf\uff09\u548c\u76ee\u6807\u53d8\u91cf\uff08\u6b21\u65e5\u6536\u76d8\u4ef7\uff09\u3002<\/li>\n\n\n\n<li><strong>\u795e\u7ecf\u7f51\u7edc<\/strong>\uff1a\u9002\u5408\u975e\u7ebf\u6027\u5173\u7cfb\uff0c\u901a\u8fc7\u201c\u795e\u7ecf\u7f51\u7edc\u201d\u8282\u70b9\u8bbe\u7f6e\u9690\u85cf\u5c42\u548c\u8fed\u4ee3\u6b21\u6570\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4. \u6a21\u578b\u8bc4\u4f30\u4e0e\u4f18\u5316<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u8bc4\u4f30\u6307\u6807<\/strong>\uff1a<\/li>\n\n\n\n<li>\u56de\u5f52\u6a21\u578b\uff1a\u67e5\u770b\u5747\u65b9\u8bef\u5dee\uff08MSE\uff09\u3001\u5e73\u5747\u7edd\u5bf9\u8bef\u5dee\uff08MAE\uff09\u3001R\u00b2\u503c\uff08\u8d8a\u63a5\u8fd11\u8d8a\u597d\uff09\u3002<\/li>\n\n\n\n<li>\u65f6\u95f4\u5e8f\u5217\uff1a\u89c2\u5bdf\u9884\u6d4b\u503c\u4e0e\u5b9e\u9645\u503c\u7684\u62df\u5408\u66f2\u7ebf\uff08\u901a\u8fc7\u201c\u5206\u6790\u201d\u8282\u70b9\u751f\u6210\u56fe\u8868\uff09\u3002<\/li>\n\n\n\n<li><strong>\u4f18\u5316\u65b9\u6cd5<\/strong>\uff1a<\/li>\n\n\n\n<li>\u8c03\u6574\u6a21\u578b\u53c2\u6570\uff08\u5982ARIMA\u7684p\/d\/q\uff0c\u51b3\u7b56\u6811\u7684\u6df1\u5ea6\uff09\u3002<\/li>\n\n\n\n<li>\u589e\u52a0\u6216\u7b5b\u9009\u7279\u5f81\uff08\u901a\u8fc7\u201c\u7279\u5f81\u9009\u62e9\u201d\u8282\u70b9\u4fdd\u7559\u91cd\u8981\u7279\u5f81\uff09\u3002<\/li>\n\n\n\n<li>\u5c1d\u8bd5\u4e0d\u540c\u6a21\u578b\u7ec4\u5408\uff08\u5982\u96c6\u6210\u591a\u4e2a\u6a21\u578b\u7684\u9884\u6d4b\u7ed3\u679c\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5. \u751f\u6210\u9884\u6d4b\u7ed3\u679c<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5bf9\u8bad\u7ec3\u597d\u7684\u6a21\u578b\uff0c\u4f7f\u7528\u201c\u9884\u6d4b\u201d\u8282\u70b9\u5e94\u7528\u5230\u6d4b\u8bd5\u96c6\u6216\u672a\u6765\u65f6\u95f4\u6bb5\uff08\u9700\u51c6\u5907\u65e0\u76ee\u6807\u53d8\u91cf\u7684\u672a\u6765\u7279\u5f81\u6570\u636e\uff09\u3002<\/li>\n\n\n\n<li>\u901a\u8fc7\u201c\u8868\u683c\u201d\u6216\u201c\u5bfc\u51fa\u201d\u8282\u70b9\u8f93\u51fa\u9884\u6d4b\u7ed3\u679c\uff0c\u5982\u6b21\u65e5\u6536\u76d8\u4ef7\u6216\u4ef7\u683c\u6da8\u8dcc\u8d8b\u52bf\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u6ce8\u610f\u4e8b\u9879<\/h3>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u80a1\u7968\u5e02\u573a\u53d7\u968f\u673a\u56e0\u7d20\u5f71\u54cd\u5927\uff0c\u9884\u6d4b\u51c6\u786e\u7387\u901a\u5e38\u6709\u9650\uff0c\u9700\u8c28\u614e\u89e3\u8bfb\u7ed3\u679c\u3002<\/li>\n\n\n\n<li>\u65f6\u95f4\u5e8f\u5217\u6a21\u578b\u9700\u786e\u4fdd\u6570\u636e\u7684\u65f6\u95f4\u8fde\u7eed\u6027\uff0c\u907f\u514d\u7f3a\u5931\u5173\u952e\u65f6\u95f4\u70b9\u3002<\/li>\n\n\n\n<li>\u53ef\u7ed3\u5408SPSS Modeler\u7684\u81ea\u52a8\u5316\u5efa\u6a21\u529f\u80fd\uff08\u5982\u201c\u81ea\u52a8\u5206\u7c7b\u5668\u201d\u201c\u81ea\u52a8\u56de\u5f52\u5668\u201d\uff09\u5feb\u901f\u6d4b\u8bd5\u591a\u79cd\u6a21\u578b\u3002<\/li>\n<\/ol>\n\n\n\n<p>\u901a\u8fc7\u4ee5\u4e0a\u6b65\u9aa4\uff0c\u53ef\u5229\u7528SPSS Modeler\u7684\u53ef\u89c6\u5316\u6d41\u7a0b\u548c\u4e30\u5bcc\u7b97\u6cd5\u5b9e\u73b0\u80a1\u7968\u6570\u636e\u7684\u9884\u6d4b\u5206\u6790\u3002<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h3 class=\"wp-block-heading\">\u4e8c\u3001<strong>\u4f7f\u7528 SPSS Modeler \u5bf9\u4e2d\u56fd\u6d77\u6cb9\uff08stoc.csv\uff09\u7684\u80a1\u7968\u6570\u636e\u8fdb\u884c\u9884\u6d4b\uff0c\u53ef\u6309\u4ee5\u4e0b\u6b65\u9aa4\u64cd\u4f5c\uff0c\u91cd\u70b9\u5173\u6ce8\u65f6\u95f4\u5e8f\u5217\u7279\u5f81\u548c\u9884\u6d4b\u6a21\u578b\u6784\u5efa\uff1a<\/strong><\/h3>\n\n\n\n<p>\u4f7f\u7528SPSS Modeler\u5bf9\u4e2d\u56fd\u6d77\u6cb9\uff08stoc.csv\uff09\u7684\u80a1\u7968\u6570\u636e\u8fdb\u884c\u9884\u6d4b\uff0c\u53ef\u6309\u4ee5\u4e0b\u6b65\u9aa4\u64cd\u4f5c\uff0c\u91cd\u70b9\u5173\u6ce8\u65f6\u95f4\u5e8f\u5217\u7279\u5f81\u548c\u9884\u6d4b\u6a21\u578b\u6784\u5efa\uff1a<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1. \u6570\u636e\u5bfc\u5165\u4e0e\u683c\u5f0f\u5904\u7406<\/strong><\/h3>\n\n\n\n<h4 class=\"wp-block-heading\">\uff081\uff09\u5bfc\u5165\u6570\u636e<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6253\u5f00SPSS Modeler\uff0c\u5728\u753b\u5e03\u5de6\u4fa7\u201c\u6e90\u201d\u9762\u677f\u4e2d\u627e\u5230\u201c\u6587\u672c\u6587\u4ef6\u201d\u8282\u70b9\uff0c\u62d6\u5230\u753b\u5e03\u4e0a\u3002<\/li>\n\n\n\n<li>\u53cc\u51fb\u8be5\u8282\u70b9\uff0c\u70b9\u51fb\u201c\u6d4f\u89c8\u201d\u9009\u62e9\u4f60\u7684<code>stoc.csv<\/code>\u6587\u4ef6\uff0c\u70b9\u51fb\u201c\u8bfb\u53d6\u503c\u201d\u8ba9\u7cfb\u7edf\u81ea\u52a8\u8bc6\u522b\u5b57\u6bb5\u683c\u5f0f\u3002<\/li>\n\n\n\n<li>\u786e\u4fdd\u5173\u952e\u5b57\u6bb5\u6b63\u786e\u8bc6\u522b\uff1a\u65e5\u671f\uff08\u5982<code>date<\/code>\uff09\u8bbe\u4e3a\u201c\u65e5\u671f\u578b\u201d\uff0c\u5f00\u76d8\u4ef7\u3001\u6536\u76d8\u4ef7\u3001\u6210\u4ea4\u91cf\u7b49\u8bbe\u4e3a\u201c\u8fde\u7eed\u578b\u201d\u3002<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">\uff082\uff09\u6570\u636e\u6392\u5e8f<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u80a1\u7968\u6570\u636e\u9700\u6309\u65f6\u95f4\u987a\u5e8f\u6392\u5217\uff0c\u62d6\u5165\u201c\u6392\u5e8f\u201d\u8282\u70b9\uff0c\u9009\u62e9\u65e5\u671f\u5b57\u6bb5\u5347\u5e8f\u6392\u5217\uff08\u65e7\u2192\u65b0\uff09\uff0c\u8fde\u63a5\u5230\u201c\u6587\u672c\u6587\u4ef6\u201d\u8282\u70b9\u540e\u8fd0\u884c\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. \u7279\u5f81\u5de5\u7a0b\uff08\u5173\u952e\u6b65\u9aa4\uff09<\/strong><\/h3>\n\n\n\n<p>\u80a1\u7968\u9884\u6d4b\u7684\u6838\u5fc3\u662f\u6784\u5efa\u6709\u6548\u7279\u5f81\uff0c\u62d6\u5165\u201c\u5bfc\u51fa\u201d\u8282\u70b9\u8fdb\u884c\u4ee5\u4e0b\u5904\u7406\uff1a<\/p>\n\n\n\n<h4 class=\"wp-block-heading\">\uff081\uff09\u521b\u5efa\u76ee\u6807\u53d8\u91cf\uff08\u9884\u6d4b\u5bf9\u8c61\uff09<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4f8b\u5982\u9884\u6d4b\u201c\u6b21\u65e5\u6536\u76d8\u4ef7\u201d\uff0c\u5728\u201c\u5bfc\u51fa\u201d\u8282\u70b9\u4e2d\u8bbe\u7f6e\uff1a<\/li>\n\n\n\n<li>\u65b0\u5b57\u6bb5\u540d\uff1a<code>next_close<\/code>\uff08\u6b21\u65e5\u6536\u76d8\u4ef7\uff09<\/li>\n\n\n\n<li>\u8868\u8fbe\u5f0f\uff1a<code>lag(close, -1)<\/code>\uff08\u53d6\u540e\u4e00\u5929\u7684\u6536\u76d8\u4ef7\u4f5c\u4e3a\u5f53\u524d\u884c\u7684\u76ee\u6807\uff0c\u9700\u786e\u4fdd\u6570\u636e\u5df2\u6309\u65f6\u95f4\u6392\u5e8f\uff09<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">\uff082\uff09\u6784\u5efa\u6280\u672f\u6307\u6807\u7279\u5f81<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u79fb\u52a8\u5e73\u5747\u7ebf\uff08MA\uff09\uff1a<code>mean(close, 5)<\/code>\uff085\u65e5\u5747\u4ef7\uff09\u3001<code>mean(close, 20)<\/code>\uff0820\u65e5\u5747\u4ef7\uff09<\/li>\n\n\n\n<li>\u6da8\u8dcc\u5e45\uff1a<code>(close - open)\/open * 100<\/code>\uff08\u5f53\u65e5\u6da8\u8dcc\u5e45\u767e\u5206\u6bd4\uff09<\/li>\n\n\n\n<li>\u6210\u4ea4\u91cf\u53d8\u5316\uff1a<code>volume - lag(volume, 1)<\/code>\uff08\u8f83\u524d\u4e00\u65e5\u6210\u4ea4\u91cf\u53d8\u5316\uff09<\/li>\n\n\n\n<li>\u9ad8\u4f4e\u4ef7\u5dee\uff1a<code>high - low<\/code>\uff08\u5f53\u65e5\u6ce2\u52a8\u5e45\u5ea6\uff09<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">\uff083\uff09\u5904\u7406\u7f3a\u5931\u503c<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u76ee\u6807\u53d8\u91cf<code>next_close<\/code>\u7684\u6700\u540e\u4e00\u884c\u4f1a\u7f3a\u5931\uff08\u65e0\u6b21\u65e5\u6570\u636e\uff09\uff0c\u7528\u201c\u9009\u62e9\u201d\u8282\u70b9\u8fc7\u6ee4\u6389\u6700\u540e\u4e00\u884c\uff08<code>$casenum &lt; max($casenum)<\/code>\uff09\u3002<\/li>\n\n\n\n<li>\u5176\u4ed6\u7f3a\u5931\u503c\u7528\u201c\u586b\u5145\u201d\u8282\u70b9\u5904\u7406\uff08\u5982\u7528\u524d\u4e00\u5929\u7684\u503c\u586b\u5145\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. \u5212\u5206\u8bad\u7ec3\u96c6\u4e0e\u6d4b\u8bd5\u96c6<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u62d6\u5165\u201c\u5206\u533a\u201d\u8282\u70b9\uff0c\u8bbe\u7f6e\u8bad\u7ec3\u96c6\u5360\u6bd4\uff08\u598270%\uff09\u3001\u6d4b\u8bd5\u96c6\u5360\u6bd4\uff0830%\uff09\uff0c\u52fe\u9009\u201c\u6309\u65f6\u95f4\u987a\u5e8f\u5206\u533a\u201d\uff08\u907f\u514d\u672a\u6765\u6570\u636e\u6cc4\u9732\u5230\u5386\u53f2\u8bad\u7ec3\u4e2d\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4. \u9009\u62e9\u9884\u6d4b\u6a21\u578b<\/strong><\/h3>\n\n\n\n<p>\u6839\u636e\u80a1\u7968\u6570\u636e\u7684\u65f6\u5e8f\u7279\u6027\uff0c\u63a8\u8350\u4e24\u79cd\u6a21\u578b\uff1a<\/p>\n\n\n\n<h4 class=\"wp-block-heading\">\uff081\uff09\u65f6\u95f4\u5e8f\u5217\u6a21\u578b\uff08\u9002\u5408\u77ed\u671f\u8d8b\u52bf\uff09<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u62d6\u5165\u201c\u65f6\u95f4\u5e8f\u5217\u201d\u8282\u70b9\uff0c\u8fde\u63a5\u5230\u201c\u5206\u533a\u201d\u8282\u70b9\u3002<\/li>\n\n\n\n<li>\u53cc\u51fb\u914d\u7f6e\uff1a<\/li>\n\n\n\n<li>\u76ee\u6807\u5b57\u6bb5\uff1a\u9009\u62e9<code>close<\/code>\uff08\u6536\u76d8\u4ef7\uff0c\u82e5\u9884\u6d4b\u6b21\u65e5\u5219\u9009<code>next_close<\/code>\uff09<\/li>\n\n\n\n<li>\u65f6\u95f4\u5b57\u6bb5\uff1a\u9009\u62e9\u65e5\u671f\u5b57\u6bb5<\/li>\n\n\n\n<li>\u6a21\u578b\u7c7b\u578b\uff1a\u63a8\u8350\u201cHolt-Winters\u201d\uff08\u542b\u5b63\u8282\u6027\uff09\u6216\u201cARIMA\u201d\uff08\u81ea\u52a8\u53c2\u6570\u641c\u7d22\uff09<\/li>\n\n\n\n<li>\u9884\u6d4b\u671f\u9650\uff1a\u8bbe\u7f6e\u9700\u8981\u9884\u6d4b\u7684\u5929\u6570\uff08\u5982\u672a\u676530\u5929\uff09<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\">\uff082\uff09\u673a\u5668\u5b66\u4e60\u56de\u5f52\u6a21\u578b\uff08\u9002\u5408\u591a\u7279\u5f81\u5f71\u54cd\uff09<\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u82e5\u52a0\u5165\u4e86\u591a\u7279\u5f81\uff08\u5982MA\u3001\u6210\u4ea4\u91cf\uff09\uff0c\u53ef\u5c1d\u8bd5\u201c\u968f\u673a\u68ee\u6797\u201d\u6216\u201c\u68af\u5ea6\u63d0\u5347\u201d\uff1a<\/li>\n\n\n\n<li>\u62d6\u5165\u201c\u968f\u673a\u68ee\u6797\u201d\u8282\u70b9\uff0c\u8f93\u5165\u7279\u5f81\u9009\u62e9\u6784\u5efa\u7684\u6280\u672f\u6307\u6807\uff0c\u76ee\u6807\u5b57\u6bb5\u9009<code>next_close<\/code>\u3002<\/li>\n\n\n\n<li>\u8fd0\u884c\u540e\u901a\u8fc7\u201c\u5206\u6790\u201d\u8282\u70b9\u67e5\u770b\u7279\u5f81\u91cd\u8981\u6027\uff08\u5982\u54ea\u4e9b\u6307\u6807\u5bf9\u80a1\u4ef7\u5f71\u54cd\u66f4\u5927\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5. \u6a21\u578b\u8bc4\u4f30\u4e0e\u4f18\u5316<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u62d6\u5165\u201c\u8bc4\u4f30\u201d\u8282\u70b9\uff0c\u8fde\u63a5\u5230\u6a21\u578b\u8f93\u51fa\uff1a<\/li>\n\n\n\n<li>\u56de\u5f52\u6a21\u578b\u770b<strong>RMSE\uff08\u5747\u65b9\u6839\u8bef\u5dee\uff09<\/strong> \u548c<strong>R\u00b2<\/strong>\uff08\u8d8a\u63a5\u8fd11\u8d8a\u597d\uff09\u3002<\/li>\n\n\n\n<li>\u65f6\u95f4\u5e8f\u5217\u6a21\u578b\u91cd\u70b9\u89c2\u5bdf\u201c\u9884\u6d4b\u503c\u4e0e\u5b9e\u9645\u503c\u5bf9\u6bd4\u56fe\u201d\uff0c\u770b\u8d8b\u52bf\u662f\u5426\u8d34\u5408\u3002<\/li>\n\n\n\n<li>\u4f18\u5316\u65b9\u5411\uff1a<\/li>\n\n\n\n<li>\u8c03\u6574\u65f6\u95f4\u7a97\u53e3\uff08\u5982MA\u752810\u65e5\u800c\u975e5\u65e5\uff09\u3002<\/li>\n\n\n\n<li>\u589e\u52a0\u5916\u90e8\u7279\u5f81\uff08\u5982\u539f\u6cb9\u4ef7\u683c\u3001\u5927\u76d8\u6307\u6570\uff0c\u9700\u4e0e\u80a1\u7968\u6570\u636e\u65f6\u95f4\u5bf9\u9f50\uff09\u3002<\/li>\n\n\n\n<li>\u5c1d\u8bd5\u4e0d\u540c\u6a21\u578b\u7ec4\u5408\uff08\u5982\u7528ARIMA\u6355\u6349\u8d8b\u52bf+\u968f\u673a\u68ee\u6797\u4fee\u6b63\u7ec6\u8282\uff09\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>6. \u751f\u6210\u672a\u6765\u8d70\u52bf\u9884\u6d4b<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u51c6\u5907\u201c\u672a\u6765\u7279\u5f81\u6570\u636e\u201d\uff1a\u82e5\u9884\u6d4b\u672a\u6765N\u5929\uff0c\u9700\u624b\u52a8\u8865\u5145\u8fd9N\u5929\u7684\u5df2\u77e5\u7279\u5f81\uff08\u5982\u524dN\u5929\u7684MA\u3001\u5b8f\u89c2\u6570\u636e\uff09\uff0c\u76ee\u6807\u53d8\u91cf\u7559\u7a7a\u3002<\/li>\n\n\n\n<li>\u62d6\u5165\u201c\u9884\u6d4b\u201d\u8282\u70b9\uff0c\u9009\u62e9\u8bad\u7ec3\u597d\u7684\u6a21\u578b\u548c\u672a\u6765\u6570\u636e\uff0c\u8f93\u51fa\u9884\u6d4b\u7ed3\u679c\uff08\u5982<code>predicted_next_close<\/code>\uff09\u3002<\/li>\n\n\n\n<li>\u901a\u8fc7\u201c\u8868\u683c\u201d\u6216\u201c\u56fe\u5f62\u201d\u8282\u70b9\u67e5\u770b\u9884\u6d4b\u8d70\u52bf\uff0c\u5bfc\u51fa\u4e3aExcel\u6216CSV\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u6ce8\u610f\u4e8b\u9879<\/h3>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u80a1\u7968\u6570\u636e\u53d7\u7a81\u53d1\u56e0\u7d20\uff08\u653f\u7b56\u3001\u5e02\u573a\u60c5\u7eea\uff09\u5f71\u54cd\u5927\uff0c\u9884\u6d4b\u7ed3\u679c\u4ec5\u4f5c\u53c2\u8003\uff0c\u4e0d\u53ef\u4f5c\u4e3a\u6295\u8d44\u4f9d\u636e\u3002<\/li>\n\n\n\n<li>\u82e5<code>stoc.csv<\/code>\u6570\u636e\u91cf\u5c11\uff08\u5982\u4e0d\u8db31\u5e74\uff09\uff0c\u4f18\u5148\u7528\u7b80\u5355\u6a21\u578b\uff08\u5982\u6307\u6570\u5e73\u6ed1\uff09\uff0c\u907f\u514d\u8fc7\u62df\u5408\u3002<\/li>\n\n\n\n<li>\u53ef\u5b9a\u671f\u7528\u65b0\u6570\u636e\u66f4\u65b0\u6a21\u578b\uff0c\u63d0\u5347\u9884\u6d4b\u9002\u5e94\u6027\u3002<\/li>\n<\/ol>\n\n\n\n<p>\u6309\u4ee5\u4e0a\u6b65\u9aa4\uff0c\u5373\u53ef\u5229\u7528SPSS Modeler\u7684\u53ef\u89c6\u5316\u6d41\u7a0b\u5b8c\u6210\u4e2d\u56fd\u6d77\u6cb9\u80a1\u7968\u7684\u8d70\u52bf\u9884\u6d4b\u5206\u6790\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4e00\u3001\u4f7f\u7528SPSS Modeler\u5bf9\u80a1\u7968\u6570\u636e\u8fdb\u884c\u9884\u6d4b\u53ef\u4ee5\u6309\u7167\u4ee5\u4e0b\u6b65\u9aa4\u8fdb\u884c\uff0c\u4e3b\u8981\u5305\u62ec <span class=\"readmore\"><a href=\"http:\/\/cnliutz.wicp.vip\/?p=6397\">Continue Reading<\/a><\/span><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-6397","post","type-post","status-publish","format-standard","hentry","category-11"],"_links":{"self":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts\/6397","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=6397"}],"version-history":[{"count":2,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts\/6397\/revisions"}],"predecessor-version":[{"id":6400,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=\/wp\/v2\/posts\/6397\/revisions\/6400"}],"wp:attachment":[{"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=6397"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=6397"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/cnliutz.wicp.vip\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=6397"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}