中文摘要：

根据统计学习理论，针对局部灰色支持向量回归方法，提出了单变量经济时间序列预测特征提取的ARMA准则。对中国社会消费品零售总额的试验结果表明：ARMA准则能客观准确地实现特征提取，获得较高的预测精度。

英文摘要：

According to the method of local grey support vector regression in statistical learning theory, the ARMA criterion of feature extraction for single variable financial time series prediction is put forward.The experimental result of our national social total retail sales of consumer goods demonstrates that the ARMA criterion can objectively and accurately perform feature extraction and gain the higher accuracy of prediction.