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基于GARCH(异方差时间序列模型)的价格预测

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基于GARCH(异方差时间序列模型)的价格预测

课题任务的内容和要求(包括原始数据、技术要求、工作要求等)

  1. 设计基于GARCH的虚拟机价格预测方法
  2. 开发可视化的Java程序界面,满足数据的加载和预测结果的展示

课题成果的要求(包括毕业设计论文、图表、实物样品等)

  1. 算法结果要在大规模数据上进行测试,并绘制相关的图表。
  2. JAVA结果展示程序要能够导入数据并进行预测结果展示。

参考文献

  • [1] Galante G, Bona L C E D, Mury A R, et al. An Analysis of Public Clouds Elasticity in the Execution of Scientific Applications: a Survey[J]. Journal of Grid Computing, 2016, 14(2):193-216.
  • [2] Juve G, Chervenak A, Deelman E, et al. Characterizing and profiling scientific workflows[J]. Future Generation Computer Systems, 2013, 29(3):682-692.
  • [3] Ben-Yehuda O A, Ben-Yehuda M, Schuster A, et al. Deconstructing Amazon EC2 Spot Instance Pricing[C]// IEEE International Conference on Cloud Computing Technology and Science Proceedings. IEEE, 2011:304-311.
  • [4] Singh V K, Dutta K. Dynamic Price Prediction for Amazon Spot Instances[J]. 2015:1513-1520.
  • [5] Zhang Q, Zhu Q, Boutaba R. Dynamic Resource Allocation for Spot Markets in Cloud Computing Environments[C]// Fourth IEEE International Conference on Utility and Cloud Computing. IEEE Computer Society, 2011:178-185.
  • [6] Dadashov E, Cetintemel U, Kraska T. Putting Analytics on the Spot: Or How to Lower the Cost for Analytics[J]. Internet Computing IEEE, 2014, 18(5):70-73.
  • [7] Lorido-Botran T, Miguel-Alonso J, Lozano J A. A Review of Auto-scaling Techniques for Elastic Applications in Cloud Environments[J]. Journal of Grid Computing, 2014, 12(4):559-592.
  • [8] Javadi B, Thulasiram R K, Buyya R. Statistical Modeling of Spot Instance Prices in Public Cloud Environments[C]// 2013 IEEE/ACM 6th International Conference on Utility and Cloud Computing. IEEE, 2011:219-228.
  • [9] Li X, Cai Z. Elastic Resource Provisioning for Cloud Workflow Applications[J]. IEEE Transactions on Automation Science & Engineering, 2015:1-16.
  • [10] 沈虹, 李小平. 带准备时间和截止期约束的云服务工作流调度算法[J]. 通信学报, 2015, 36(6):183-192.
  • [11] 刘少伟, 孔令梅, 任开军,等. 云环境下优化科学工作流执行性能的两阶段数据放置与任务调度策略[J]. 计算机学报, 2011, 34(11):2121-2130.
  • [12] 陈冬林, 陈玲, 马明明,等. 云计算IaaS现货实例定价方法研究[J]. 计算机工程与设计, 2013, 34(10):3366-3370.

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基于GARCH(异方差时间序列模型)的价格预测


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