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中文摘要：
运用分形插值模型和R／s分析法研究股指时间序列的变化规律和结构特征，通过建立分形插值模型刻画上证综合指数在一定时间内的变化规律，并预测其在短期内的指数走势。使用R／S分析法和Hurst指数，分析了上证综指的结构特征，指出市场具有状态持续性和分形分布等统计特征。
英文摘要：
The law of change and the structure feature of stock index time series are investigated by using fractal interpolation models and R/S analysis in this paper. We study the law of change of the Shanghai Composite Index during a certain time by establishing fractal interpolation models, and predict the tendency of change of the index in the short term. Using R/S analysis and Hurst exponent, we analyze the structure feature of the Shanghai Composite Index, and point out that the market has the persistence of state and the statistical properties of fractal distribution.
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