采用整体经验模态分解(EEMD)方法分析人民币兑美元汇率,通过对各阶固有模态函数进行分析,揭示了人民币兑美元汇率在不同尺度上的信息,分别利用支持向量回归模型(SVR)和混合模型(EEMD-SVR)对人民币兑美元汇率进行预测,得出EEMD-SVR混合模型的预测具有较高精度,其预测结果对经济发展策略的制定具有重要的参考价值.
The ensemble empirical mode decomposition(EEMD)method is proposed to analyze RMB exchange rate. It reveals the RMB exchange rate information on different scales by the intrinsic mode function. The support vector regression (SVR)and a hybrid EEMD-SVR model are constructed separately to forecast the RMB exchange rate and it is shown that the forecasting results of the hybrid EEMD-SVR model have higher precision, which can support certain reference value to the economic development strategy.