Stock price prediction based on hybrid preprocessing neural network model

LI Jianlei; SHI Weikang

doi:10.11714/acta.snus.ZR20240010

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Stock price prediction based on hybrid preprocessing neural network model

Research articles | 更新时间：2026-05-22

- Stock price prediction based on hybrid preprocessing neural network model
- Acta Scientiarum Naturalium Universitatis Sunyatseni Vol. 65, Issue 3, Pages: 135-143(2026)
- 作者机构：
  
  华北水利水电大学数学与统计学院，河南郑州 450046
- 作者简介：
- 基金信息：
- DOI：10.11714/acta.snus.ZR20240010
  CLC： TP183
- Received：05 January 2024，
  
  Revised：2025-11-15，
  
  Accepted：15 November 2025，
  
  Online First：11 March 2026，
  
  Published：25 May 2026
- 稿件说明：
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李建磊,石伟康.基于混合预处理神经网络模型的股价预测[J].中山大学学报(自然科学版)(中英文),2026,65(03):135-143.

LI Jianlei,SHI Weikang.Stock price prediction based on hybrid preprocessing neural network model[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,2026,65(03):135-143.
李建磊,石伟康.基于混合预处理神经网络模型的股价预测[J].中山大学学报(自然科学版)(中英文),2026,65(03):135-143. DOI： 10.11714/acta.snus.ZR20240010.

LI Jianlei,SHI Weikang.Stock price prediction based on hybrid preprocessing neural network model[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,2026,65(03):135-143. DOI： 10.11714/acta.snus.ZR20240010.

摘要

在股价预测领域，多元时间序列中通常存在多个变量之间的复杂相互关联，同时受到多种因素的影响，这增加了准确预测的难度. 为了应对这一挑战，提出了一种创新的混合预处理技术方法. 首先，利用经验小波变换（EWT）同时提取时间序列的低频和高频成分；接着，引入了动态时间规整（DTW）和差分动态时间规整（DDTW）来度量不同分量之间的相似性，从而有效地识别了股价时间序列中的关联模式和相似性.在进一步的分析中，采用滑动窗口处理高频分量，并进行主成分分析，同时对低频分量进行直接主成分分析. 最后，将这些方法应用于多个神经网络预测模型中，发现模型的性能和预测精度都有显著提升.

Abstract

In the field of stock price prediction， there often exists complex interrelationships among multiple variables in multivariate time series， simultaneously influenced by various factors， which increases the difficulty of accurate prediction. To address this challenge， we propose an innovative hybrid preprocessing technique. Firstly， we utilize Empirical Wavelet Transform （EWT） to simultaneously extract the low-frequency and high-frequency components of time series. Subsequently， we introduce Dynamic Time Warping （DTW） and Differential Dynamic Time Warping （DDTW） to measure the similarity between different components， effectively identifying correlated patterns and similarities in stock price time series. In further analysis， we employ a sliding window approach for high-frequency components and conduct Principal Component Analysis （PCA）， while directly applying PCA to low-frequency components. Finally， we apply these methods to multiple neural network prediction models and observe significant improvements in model performance and prediction accuracy.

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references

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