区域丝绸化纤面料价格指数系统构建及市场预测模型研究
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摘要
在经济系统运行过程中,各种价格指数的变化相互联系、相互影响、相互制约,形成一个价格指数体系,其与市场运行机制相关,可以较全面准确地反映市场价格和市场运行的状况,并具有及时性、科学性与实用性的特点。近些年,纺织业内的价格指数开始应用于大宗原料市场,针对单个产品的代表性价格采用样本地产量权重法生成,价格指数的表达通常就以单位价格直接体现,这有助于人们对该产品市场做直接判断,在实施的过程中收到了很好的效果,但未体现实际成交数量对价格产生的重要影响。随着纺织产品加工深度的延伸,面料产品的市场交易规模日趋加大,对集中交易的市场来说,有必要建立在市场运营数据基础上的面料价格指数以即时反应真实的市场需求情况,这也是纺织行业市场运营管理领域中需要开拓的一项特色集成创新工作。本文以价格指数的系统理论及应用为前提,区域丝绸化纤面料实际市场为依托,就建立丝绸化纤面料阶梯价格指数体系、设计和实施具体市场运行,以及面料产品的阶梯价格指数时间序列建模等内容进行了系统的研究和探讨。
论文首先基于价格指数演变和发展的基本历程,通过探讨各种代表性指数的编制方法,阐述成为理想指数的费希尔价格指数用作区域丝绸化纤面料价格指数做市场评判是理论和实践上均可行的指数模式,也有别于现有纺织业内价格指数通过产品的代表性价格直接构成的方式。
在建立指数编制的基本框架及工作模块的基础上,设计并构建了连接指数理论、纺织面料系统分类、市场产品信息数据的桥梁,即区域丝绸和化纤面料价格指数的结构体系。丝绸和化纤面料各自的阶梯型价格指数体系必须基于市场认同和纺织产品分类索引的基础上实现大类、小类和单个产品的分层。在指标的选用上,采取生产企业的实际成交价格和成交数量同时统计的方式,使得探讨数量变化与价格变化的关联性成为可能。构建了面料阶梯价格指数的表达方式,以销售额用作权重进行修正后计入指数公式中形成。结合市场调查和信息采集的具体工作,提出丝绸化纤面料价格指数以固定基期和交叉加权方法为设计理念,使价格指数有可持续性和可比性。提出了采样点和采样品种的选择及调整原则和可能产生的偏误与修正方法。
设计了指数运行系统的功能和框架。在编制后台系统功能模块框架的基础上建立系统主界面,实现指数运行过程中数据采集、数据录入、数据审核、指数计算和指数管理和发布的各项流程。运用设计的指数数据库和系统软件实现后端程序、指数计算程序和Web程序三大部分连接,最终实现用户通过浏览器访问Web服务器查询需要的各个面料指数数据。
以实际数据采样和网络系统为平台,就构建的丝绸化纤面料价格指数及其市场运营数据曲线做分析。本文采用求和自回归移动平均模型和自回归异方差模型对单品种丝绸和化纤面料阶梯价格指数进行了实证研究,经过平稳性转化、模型识别与定阶、参数估计和异方差效应检验等建模步骤,最终建立拟合模型并用于预测。以单品种丝绸和化纤面料价格指数的建模方法,基于市场数据分别对各阶梯丝绸和化纤面料价格指数时间序列进行建模。通过对价格指数建模、分析、拟合和预测得知：短期预测有较高的信赖度,并随着预测期间的延续,误差呈波动性增长趋势,由模型获得的预测值精度可以实现对市场效应的预估和评价。预测平均误差依单品种面料价格指数、大类面料价格指数和面料价格指数的顺次减小,预测结果与价格指数建立过程中上一级价格指数是由下一级价格指数加权平均而成的编制原理相符合,曲线上的每一点包含信息量越大,曲线运行越平滑,波动的峰值变小,预测的精度越高,即预测的精度随阶梯的提升得以提高。
基于这一价格指数集成系统研究所建立的区域丝绸化纤面料市场价格指数已经在市场实际运营。应用结果表明：各类产品价格走势反映了市场的基本经济形态,其核心价值在于解决了整个市场信息互通的问题,将常用的定性和滞后的描述性分析改变为具体的、可持续的量化分析,得到了市场商户普遍认可；为职能部门掌握行业市场价格机制、供求机制、竞争机制和风险机制的运行过程,并对整个面料行业进行宏观管理提供了重要参考；为生产者和经营者研究行业价格动态变化和预测行业未来发展提供了依据。
In the entire process of economic system operation, the change of various price indices is affected by each other and restrained by each other, so as to form a complete price index system and operating mechanism. It can reflect the market price and the change of the whole market operation comprehensive and accurately, and it has some characteristics, such as timely, scientific and practical. In recent years, the price index of textile industry appears in bulk raw material market, according to the representative price of a single product, use sample weight and the number weighting method to generate, the expression of the price index is usually reflected with the unit price directly, it is convenient for people to do direct judgment, and have received very good effect in the implementation process, but not reflected the influence that to the actual bargain number price yet. With the extension of textile products processing, fabric product market scale is increasing, and for the market which focus on the trade, it is necessary to establish the fabric price index on the basis of market operation, so that can response the true market demand instantly, it is alsospecialty integration innovation work in the field of industry and very necessarily. In this paper, the premise is the price index system theory and application, based on the actual market of regional silk chemical fiber fabric, building silk chemical fiber fabric ladder price index system, the design and implementation of specific market operation, and fabric product ladder price index data of time series prediction model for the main content was studied and discussed.
It firstly based on the price index evolution and development, showing various representative of the index method. This paper expounds that the ideal of fisher price index is used for the price index of regional silk chemical fiber fabric to do market evaluation is very feasible in practical and theory, and points out that the diffiences of the price index in the existing textile industry by the way of a representative product price directly.
On the basis of establishing the framework of index and the work module, and design and construct the product information data system of the textile fabrics classification market, it is called the price index system of textile fabrics. Silk and fiber fabric's ladder type price index system must be based on market recognition and textile products classification, so that can achieve the stratified categories of big class, small class, and single products. In the choice of index, demographic the actual transaction price and quantity of an enterprise at the same time, so that discussing the connection between number changing and price changing become possible. In that case, building an expression way of fabric ladder price index, use sales as weight to calculate. Combined with data from market research and information collection, putting forward the silk chemical fiber fabric use a fixed price index and variable weights as the design concept, make the price index have sustainability and comparability. This paper puts forward the sampling points and the choice of sampling breeds and adjusting principles, and possible errors and correction methods.
This paper designs the function and framework of the index operation system. On the basis of building the framework of the background system function module, establish the interface system, and realize data acquisition, data input, data audit, index calculation and index management and the process of release during the operation of index. Use the index system and database software realize the connections among the back-end program, index applications and Web program three parts, and finally users can visit Web server inquires to get each fabric index data through the browser.
This paper analyzes the price index of silk chemical fiber fabric and its market operation data curve based on the actual data sampling and network system. This paper studies single variety of silk and price index of chemical fiber fabric by using regression moving average model and regression heteroscedastic model. After stability transformation, model identification and set order, the parameter estimation, heteroscedastic effect inspection and the modeling process, finally establish corresponding fitting model and used it to forecast. Using single variety of silk and chemical fiber fabric price index method, based on the data of market, empirical analyze the ladder price index of the silk and the time series of chemical fiber fabric. From the forecasting result of the price index for modeling, analysis, fitting:Short-time forecasting has higher confidence. And with the prediction error is the continuation of the fluctuating growth trend, the model prediction accuracy can get to market effect realize the estimated and evaluation. Predict the average error by single variety fabric price index, categories fabric price index and fabric price index in turn decreases, and the forecasting results is in accord with a principle which resulted by the higher level price index is the next level by weighted average price index during the process of a price index building. More information every bit of the curve contains, more smooth the curve operated, the smaller the volatility of peak will be, and the higher the accuracy of prediction will be, that is the accuracy of prediction with the ascension of the ladder can be increased.
Based on the price data, the price index of regional chemical fiber fabric silk market which is built by the system research institution have run more times in the market. And after using, the result shows that the price trends of various products reflect the basic economic form in the market. The core value is to solve the problem of market information symmetry, change the commonly used qualitative and lagging behind the descriptive analysis to a specific, sustainable and quantitative analysis, so that it can be widely accepted by market merchants. Functional departments master industry market price mechanism, the supply and demand mechanism, the competition mechanism and the operation of the mechanism for the risk process, and provide important reference to the industry overall management. For producers and operators study industry dynamic change and predict prices industry development offer future basis.
论文首先基于价格指数演变和发展的基本历程,通过探讨各种代表性指数的编制方法,阐述成为理想指数的费希尔价格指数用作区域丝绸化纤面料价格指数做市场评判是理论和实践上均可行的指数模式,也有别于现有纺织业内价格指数通过产品的代表性价格直接构成的方式。
在建立指数编制的基本框架及工作模块的基础上,设计并构建了连接指数理论、纺织面料系统分类、市场产品信息数据的桥梁,即区域丝绸和化纤面料价格指数的结构体系。丝绸和化纤面料各自的阶梯型价格指数体系必须基于市场认同和纺织产品分类索引的基础上实现大类、小类和单个产品的分层。在指标的选用上,采取生产企业的实际成交价格和成交数量同时统计的方式,使得探讨数量变化与价格变化的关联性成为可能。构建了面料阶梯价格指数的表达方式,以销售额用作权重进行修正后计入指数公式中形成。结合市场调查和信息采集的具体工作,提出丝绸化纤面料价格指数以固定基期和交叉加权方法为设计理念,使价格指数有可持续性和可比性。提出了采样点和采样品种的选择及调整原则和可能产生的偏误与修正方法。
设计了指数运行系统的功能和框架。在编制后台系统功能模块框架的基础上建立系统主界面,实现指数运行过程中数据采集、数据录入、数据审核、指数计算和指数管理和发布的各项流程。运用设计的指数数据库和系统软件实现后端程序、指数计算程序和Web程序三大部分连接,最终实现用户通过浏览器访问Web服务器查询需要的各个面料指数数据。
以实际数据采样和网络系统为平台,就构建的丝绸化纤面料价格指数及其市场运营数据曲线做分析。本文采用求和自回归移动平均模型和自回归异方差模型对单品种丝绸和化纤面料阶梯价格指数进行了实证研究,经过平稳性转化、模型识别与定阶、参数估计和异方差效应检验等建模步骤,最终建立拟合模型并用于预测。以单品种丝绸和化纤面料价格指数的建模方法,基于市场数据分别对各阶梯丝绸和化纤面料价格指数时间序列进行建模。通过对价格指数建模、分析、拟合和预测得知：短期预测有较高的信赖度,并随着预测期间的延续,误差呈波动性增长趋势,由模型获得的预测值精度可以实现对市场效应的预估和评价。预测平均误差依单品种面料价格指数、大类面料价格指数和面料价格指数的顺次减小,预测结果与价格指数建立过程中上一级价格指数是由下一级价格指数加权平均而成的编制原理相符合,曲线上的每一点包含信息量越大,曲线运行越平滑,波动的峰值变小,预测的精度越高,即预测的精度随阶梯的提升得以提高。
基于这一价格指数集成系统研究所建立的区域丝绸化纤面料市场价格指数已经在市场实际运营。应用结果表明：各类产品价格走势反映了市场的基本经济形态,其核心价值在于解决了整个市场信息互通的问题,将常用的定性和滞后的描述性分析改变为具体的、可持续的量化分析,得到了市场商户普遍认可；为职能部门掌握行业市场价格机制、供求机制、竞争机制和风险机制的运行过程,并对整个面料行业进行宏观管理提供了重要参考；为生产者和经营者研究行业价格动态变化和预测行业未来发展提供了依据。
In the entire process of economic system operation, the change of various price indices is affected by each other and restrained by each other, so as to form a complete price index system and operating mechanism. It can reflect the market price and the change of the whole market operation comprehensive and accurately, and it has some characteristics, such as timely, scientific and practical. In recent years, the price index of textile industry appears in bulk raw material market, according to the representative price of a single product, use sample weight and the number weighting method to generate, the expression of the price index is usually reflected with the unit price directly, it is convenient for people to do direct judgment, and have received very good effect in the implementation process, but not reflected the influence that to the actual bargain number price yet. With the extension of textile products processing, fabric product market scale is increasing, and for the market which focus on the trade, it is necessary to establish the fabric price index on the basis of market operation, so that can response the true market demand instantly, it is alsospecialty integration innovation work in the field of industry and very necessarily. In this paper, the premise is the price index system theory and application, based on the actual market of regional silk chemical fiber fabric, building silk chemical fiber fabric ladder price index system, the design and implementation of specific market operation, and fabric product ladder price index data of time series prediction model for the main content was studied and discussed.
It firstly based on the price index evolution and development, showing various representative of the index method. This paper expounds that the ideal of fisher price index is used for the price index of regional silk chemical fiber fabric to do market evaluation is very feasible in practical and theory, and points out that the diffiences of the price index in the existing textile industry by the way of a representative product price directly.
On the basis of establishing the framework of index and the work module, and design and construct the product information data system of the textile fabrics classification market, it is called the price index system of textile fabrics. Silk and fiber fabric's ladder type price index system must be based on market recognition and textile products classification, so that can achieve the stratified categories of big class, small class, and single products. In the choice of index, demographic the actual transaction price and quantity of an enterprise at the same time, so that discussing the connection between number changing and price changing become possible. In that case, building an expression way of fabric ladder price index, use sales as weight to calculate. Combined with data from market research and information collection, putting forward the silk chemical fiber fabric use a fixed price index and variable weights as the design concept, make the price index have sustainability and comparability. This paper puts forward the sampling points and the choice of sampling breeds and adjusting principles, and possible errors and correction methods.
This paper designs the function and framework of the index operation system. On the basis of building the framework of the background system function module, establish the interface system, and realize data acquisition, data input, data audit, index calculation and index management and the process of release during the operation of index. Use the index system and database software realize the connections among the back-end program, index applications and Web program three parts, and finally users can visit Web server inquires to get each fabric index data through the browser.
This paper analyzes the price index of silk chemical fiber fabric and its market operation data curve based on the actual data sampling and network system. This paper studies single variety of silk and price index of chemical fiber fabric by using regression moving average model and regression heteroscedastic model. After stability transformation, model identification and set order, the parameter estimation, heteroscedastic effect inspection and the modeling process, finally establish corresponding fitting model and used it to forecast. Using single variety of silk and chemical fiber fabric price index method, based on the data of market, empirical analyze the ladder price index of the silk and the time series of chemical fiber fabric. From the forecasting result of the price index for modeling, analysis, fitting:Short-time forecasting has higher confidence. And with the prediction error is the continuation of the fluctuating growth trend, the model prediction accuracy can get to market effect realize the estimated and evaluation. Predict the average error by single variety fabric price index, categories fabric price index and fabric price index in turn decreases, and the forecasting results is in accord with a principle which resulted by the higher level price index is the next level by weighted average price index during the process of a price index building. More information every bit of the curve contains, more smooth the curve operated, the smaller the volatility of peak will be, and the higher the accuracy of prediction will be, that is the accuracy of prediction with the ascension of the ladder can be increased.
Based on the price data, the price index of regional chemical fiber fabric silk market which is built by the system research institution have run more times in the market. And after using, the result shows that the price trends of various products reflect the basic economic form in the market. The core value is to solve the problem of market information symmetry, change the commonly used qualitative and lagging behind the descriptive analysis to a specific, sustainable and quantitative analysis, so that it can be widely accepted by market merchants. Functional departments master industry market price mechanism, the supply and demand mechanism, the competition mechanism and the operation of the mechanism for the risk process, and provide important reference to the industry overall management. For producers and operators study industry dynamic change and predict prices industry development offer future basis.
引文
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