国际油价预测中状态空间模型的应用分析

摘要

基于状态空间模型的国际石油价格预测主要是利用经济、数学方法, 构建一个可容纳多种石油价格变动因素的数学模型.结合石油价格变化因素量化分析, 经计算机系统处理, 可获得未来国际石油价格变动趋势.以国际石油价格预测为目的, 分析了国际石油价格预测中不确定因素.并利用状态空间模型构建的方式, 对国际石油价格波动情况及调控方式进行了进一步探究.%International oil price forecasting based on state space model mainly uses economic and mathematical methods to construct a mathematical model that can accommodate various factors of oil price fluctuation.Combining with quantitative analysis of factors affecting oil price changes and computer system processing, the future trend of international oil price changes can be obtained.In this paper, for the purpose of international oil price forecasting, the uncertainties in international oil price forecasting are analyzed.The state space model is used to further explore the fluctuation of international oil price and its regulation.