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

摘要

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.