Time Series Prediction Method of Bank Cash Flow and Simulation Comparison
In order to improve the accuracy of all kinds of information in the cash business and enhance the linkage between cash inventory forecasting and cash management information in the commercial bank, the first moving average prediction method, the second moving average prediction method, the first expo...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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MDPI AG
2014-11-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1999-4893/7/4/650 |
| _version_ | 1818689080133681152 |
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| author | Wen-Hua Cui Jie-Sheng Wang Chen-Xu Ning |
| author_facet | Wen-Hua Cui Jie-Sheng Wang Chen-Xu Ning |
| author_sort | Wen-Hua Cui |
| collection | DOAJ |
| description | In order to improve the accuracy of all kinds of information in the cash business and enhance the linkage between cash inventory forecasting and cash management information in the commercial bank, the first moving average prediction method, the second moving average prediction method, the first exponential smoothing prediction and the second exponential smoothing prediction methods are adopted to realize the time series prediction of bank cash flow, respectively. The prediction accuracy of the cash flow time series is improved by optimizing the algorithm parameters. The simulation experiments are carried out on the reality commercial bank’s cash flow data and the predictive performance comparison results show the effectiveness of the proposed methods. |
| first_indexed | 2024-12-17T12:04:25Z |
| format | Article |
| id | doaj.art-c78f8d8721e148ea9779d3cd931c9660 |
| institution | Directory Open Access Journal |
| issn | 1999-4893 |
| language | English |
| last_indexed | 2024-12-17T12:04:25Z |
| publishDate | 2014-11-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Algorithms |
| spelling | doaj.art-c78f8d8721e148ea9779d3cd931c96602022-12-21T21:49:42ZengMDPI AGAlgorithms1999-48932014-11-017465066210.3390/a7040650a7040650Time Series Prediction Method of Bank Cash Flow and Simulation ComparisonWen-Hua Cui0Jie-Sheng Wang1Chen-Xu Ning2School of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan 114044, Liaoning, ChinaSchool of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan 114044, Liaoning, ChinaSchool of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan 114044, Liaoning, ChinaIn order to improve the accuracy of all kinds of information in the cash business and enhance the linkage between cash inventory forecasting and cash management information in the commercial bank, the first moving average prediction method, the second moving average prediction method, the first exponential smoothing prediction and the second exponential smoothing prediction methods are adopted to realize the time series prediction of bank cash flow, respectively. The prediction accuracy of the cash flow time series is improved by optimizing the algorithm parameters. The simulation experiments are carried out on the reality commercial bank’s cash flow data and the predictive performance comparison results show the effectiveness of the proposed methods.http://www.mdpi.com/1999-4893/7/4/650time series predictionmoving average predictionexponential smoothing prediction |
| spellingShingle | Wen-Hua Cui Jie-Sheng Wang Chen-Xu Ning Time Series Prediction Method of Bank Cash Flow and Simulation Comparison Algorithms time series prediction moving average prediction exponential smoothing prediction |
| title | Time Series Prediction Method of Bank Cash Flow and Simulation Comparison |
| title_full | Time Series Prediction Method of Bank Cash Flow and Simulation Comparison |
| title_fullStr | Time Series Prediction Method of Bank Cash Flow and Simulation Comparison |
| title_full_unstemmed | Time Series Prediction Method of Bank Cash Flow and Simulation Comparison |
| title_short | Time Series Prediction Method of Bank Cash Flow and Simulation Comparison |
| title_sort | time series prediction method of bank cash flow and simulation comparison |
| topic | time series prediction moving average prediction exponential smoothing prediction |
| url | http://www.mdpi.com/1999-4893/7/4/650 |
| work_keys_str_mv | AT wenhuacui timeseriespredictionmethodofbankcashflowandsimulationcomparison AT jieshengwang timeseriespredictionmethodofbankcashflowandsimulationcomparison AT chenxuning timeseriespredictionmethodofbankcashflowandsimulationcomparison |