Modeling and Computing of Stock Index Forecasting Based on Neural Network and Markov Chain

Table 6

Prediction result.

Days	Actual value	Value of improved BPNN forecast	Markov prediction interval	Probability	Adjustment value	Error of absolute residual rate (improved BPNN)	Error of absolute residual rate (adjustment)
(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)
1	1150.39	1089.72	[985.6, 1030.6]; [1030.6, 1098.8]; [1098.8, 1160.1]; [1160.1, 1219.5]	0.0000; 1.0000; 0.0000; 0.0000	1064.72	5.27%	7.45%
2	1158.35	1207.61	[1092.2, 1142.1]; [1142.1, 1217.7]; [1217.7, 1285.6]; [1285.6, 1351.4]	0.4286; 0.2857; 0.0000; 0.2857	1117.18	−4.25%	3.55%
3	1136.98	1198.35	[1083.8, 1133.3]; [1133.3, 1208.3]; [1208.3, 1275.7]; [1275.7, 1341.0]	0.4367; 0.4816; 0.0000; 0.0816	1170.85	−5.40%	−2.98%
4	1124.10	1143.73	[1034.4, 1081.7]; [1081.7, 1153.2]; [1153.2, 1217.6]; [1217.6, 1279.9]	0.4219; 0.4405; 0.0000; 0.1376	1117.48	−1.75%	0.59%
5	1134.02	1043.10	[943.4, 986.5]; [986.5, 1051.8]; [1051.8, 1110.5]; [1110.5, 1167.3]	0.4263; 0.4478; 0.0000; 0.1258	1019.17	8.02%	10.13%
6	1190.11	1217.55	[1101.2, 1151.5]; [1151.5, 1227.7]; [1227.7, 1296.2]; [1296.2, 1362.5]	0.4254; 0.4467; 0.0000; 0.1279	1189.61	−2.31%	0.04%
7	1188.85	1046.42	[946.4, 989.7]; [989.7, 1055.1]; [1055.1, 1114.0]; [1114.0, 1171.0]	0.4256; 0.4468; 0.0000; 0.1276	1084.58	11.98%	8.77%
8	1202.83	1291.15	[1167.8, 1221.1]; [1221.1, 1301.9]; [1301.9, 1374.6]; [1374.6, 1444.9]	0.4255; 0.4468; 0.0000; 0.1277	1261.51	−7.34%	−4.88%
9	1211.78	1242.76	[1124.0, 1175.4]; [1175.4, 1253.1]; [1253.1, 1323.1]; [1323.1, 1390.7]	0.4255; 0.4468; 0.0000; 0.1277	1214.24	−2.56%	−0.20%
10	1175.70	1280.88	[1158.5, 1211.4]; [1211.4, 1291.5]; [1291.5, 1363.6]; [1363.6, 1433.4]	0.4255; 0.4468; 0.0000; 0.1277	1251.48	−8.95%	−6.45%
11	1185.96	1223.61	[1106.7, 1157.2]; [1157.2, 1233.8]; [1233.8, 1302.7]; [1302.7, 1369.3]	0.4255; 0.4468; 0.0000; 0.1277	1195.53	−3.17%	−0.81%
12	1172.52	1273.66	[1151.9, 1204.6]; [1204.6, 1284.2]; [1284.2, 1355.9]; [1355.9, 1425.3]	0.4255; 0.4468; 0.0000; 0.1277	1244.43	−8.63%	−6.13%
13	1161.87	1254.19	[1134.3, 1186.1]; [1186.1, 1264.6]; [1264.6, 1335.2]; [1335.2, 1403.5]	0.4255; 0.4468; 0.0000; 0.1277	1225.40	−7.95%	−5.47%
14	1172.33	1204.72	[1089.6, 1139.4]; [1139.4, 1214.7]; [1214.7, 1282.5]; [1282.5, 1348.1]	0.4255; 0.4468; 0.0000; 0.1277	1177.07	−2.76%	−0.40%
15	1180.66	1266.82	[1145.7, 1198.1]; [1198.1, 1277.3]; [1277.3, 1348.6]; [1348.6, 1417.6]	0.4255; 0.4468; 0.0000; 0.1277	1237.75	−7.30%	−4.84%
16	1167.09	1279.64	[1157.3, 1210.2]; [1210.2, 1290.2]; [1290.2, 1362.3]; [1362.3, 1432.0]	0.4255; 0.4468; 0.0000; 0.1277	1250.28	−9.64%	−7.13%