关键词: 混沌理论, 预测, 原油期货, BP模型, 混合PSO-BP模型

Abstract: A novel forecasting model of petroleum futures price based on PSO-BP under chaos theory is proposed.The experiment on the prediction of petroleum futures recorded in New York Mercantile Exchange is carried out.BP neural network prediction is also applied to predict petroleum futures prices time series.The results indicate that the best precision of fitting and forecasting can be obtained with PSO-BP prediction model，and PSO-BP prediction model outperforms BP network prediction model.

Key words: chaos theory, prediction, petroleum futures, Back Propagation（BP）, Particle Swarm Optimization-Back Propagation（PSO-BP）