Time Series Prediction Method of Bank Cash Flow and Simulation Comparison

Algorithms

Wen-Hua Cui²  Jie-Sheng Wang¹  Chen-Xu Ning² 

[1] School of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan 114044, Liaoning, China;

关键词: time series prediction;    moving average prediction;    exponential smoothing prediction;   

DOI  :  10.3390/a7040650

来源: mdpi

【 摘 要 】

In order to improve the accuracy of all kinds of information in the cash business and enhance the linkage between cash inventory forecasting and cash management information in the commercial bank, the first moving average prediction method, the second moving average prediction method, the first exponential smoothing prediction and the second exponential smoothing prediction methods are adopted to realize the time series prediction of bank cash flow, respectively. The prediction accuracy of the cash flow time series is improved by optimizing the algorithm parameters. The simulation experiments are carried out on the reality commercial bank’s cash flow data and the predictive performance comparison results show the effectiveness of the proposed methods.

【 授权许可】

CC BY   
© 2014 by the authors; licensee MDPI, Basel, Switzerland.