Computer Science ›› 2016, Vol. 43 ›› Issue (Z11): 554-556.doi: 10.11896/j.issn.1002-137X.2016.11A.125

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Simulation Research of Industrial Production Index Based on Neural Network of ARIMA

LI Meng-gang, ZHOU Chang-sheng, LIAN Lian and LI Wen-rui   

  • Online:2018-12-01 Published:2018-12-01

Abstract: Industrial production index is an important indicator to measure the status of industrial economic sentiment over a given period of time,and it is also the first indicator for researching the macroeconomic early-warning.In this paper,the ARIMA neural network model was built,through the ARIMA theory combined with neural network theory,and using 1997-2015 monthly time series data of the industrial production index,the simulation research of the industrial production index was carried out.First of all,the seasonal adjustment for industrial production index was made to get rid of the seasonal factors of industrial production index in the time series.Secondly,the 1997-2015 monthly industrial production index by ARIMA neural network model was emulated.The simulation results show a good simulation training effect.Finally,ARIMA neural network model was used to carry on the simulation of the industrial production index from January to June in 2016,and the simulation values of industrial production index from January to June in 2016 was got.

Key words: ARIMA neural network,Industrial production index,Simulation

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