中文摘要：

在分析了小波分析对铁矿石海运价格非平稳数据序列预测优势的基础上,介绍了多分辨率分析理论和奇异性检测,借助于MATLAB和EVIEWS软件,建立自回归移动平均（ARMA）和Holt-Winters非季节组合模型,对经过处理的高频和低频数据进行静态和动态预测.预测结果表明,小波分析在非平稳时间序列预测方面具有很大的优势.

英文摘要：

Based on the advantage of the wavelet analysis for non-stationary time series forecasting,this thesis presented multiresolution analysis theory as well as detecting singularity for time series,then made static and dynamic estimation of the processed high and low frequency data by using the autoregressive moving average（ARMA） model and Holt-Winters-No Seasonal with the software of AMTLAB and EVIEWS.The results show that the wavelet analysis in non-stationary time series prediction has a great advantage.