International Journal of Science and Technology

International Journal of Science and Technology>> Volume 7, Number 9, September 2017

International Journal of Science and Technology

Discriminate Analysis in the Futures Price Forecasting Application

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Author Xing Yu, Taotang, Junhua Jia
On Pages 153-155
Volume No. 3
Issue No. 2
Issue Date February, 2013
Publishing Date February, 2013
Keywords Discriminate analysis; Futures price forecasting; Discriminate function


Fisher method is based on the analysis of variance to set up a better able to distinguish all general linear discriminate method. From more than one overall in extraction with P index sample observation data, by means of analysis of variance of the ideological structure of linear discriminate function. This paper forecasts the futures market price trend. First of all, select relevant variables, while discrimination, while selecting, and select the strongest discriminate ability variables, and using data discriminate analysis discriminate function can be obtained, and further to the discriminate function to do the test, we get the fitting degree is up to 79.3%, therefore, discriminate function has better forecast.

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