應用文字探勘技術於煤炭價格趨勢預測之研究：以中國市場為例

Using Text Mining for Coal Trend Forecast: A Case Study of China Market

楊茹雲(Ju-Yun Yang)

指導教授 ： 邱昭彰

元智大學/資訊學院/資訊管理學系/碩士(2011年)

https://doi.org/10.6838/YZU.2011.00348

摘要

煤炭、石油、天然氣為世界三大主要能源，其中石油已被人類開採利用許久。在1999至2009年間，煤炭、石油、天然氣消費量分別成長45.77%、10.24%、26.61%，其中以煤炭消費量成長最多。中國為位居世界第一的產煤大國，其對於煤炭的消費量也非常驚人。據中國國土資源部統計，自2000年到2009年，中國煤炭消費量幾乎與其煤炭產量相等。中國目前主要的能源為煤炭，中國目前70%為火力發電，其中燃煤發電佔83%，可以看出煤炭不僅影響電價，煤價的波動甚至會波及終端產品之價格，可以看出煤炭對於中國經濟及建設發展影響甚大。
本研究透過收集、分析煤炭相關新聞以及國際股價指數、產業指數，預測中國煤炭價格未來短期走勢，實驗結果發現僅使用新聞資料所建立的預測模型達到73.91%的預測正確率；指數資料部分預測正確率達到61.96%；而結合新聞及指數資料所建立的預測模型則達到72.53%的預測正確率。

關鍵字

文字探勘 ； 預測 ； 煤炭趨勢 ； 能源

並列摘要

Coal, oil, natural is the world's three most important energy, and oil has been used the longest time. From 1999 to 2009, the consumption of coal, oil, and gas has grown 45.77%, 10.24%, and 26.61%, and coal consumption growth most significant. China has the largest coal production in the world, and is has great demand for coal. According to the Chinese Ministry of Land and Resource Department, from 2000 to 2009 China's coal consumption is almost equal to its coal production. Coal is the most important energy in China, 70% of China's coal used in power industry, and 83% china’s thermal power use coal as fuel. Obviously, the fluctuations of coal price not only affect to electricity price, but also affect end-product prices and China's economic development. In this study, we use China’s coal price, related news, and international indicator to forecast China's coal trend. The experimental shows that we can achieve 73.91% accuracy when we use news information only, 61.96% accuracy when use indicator data only, and when we use news information and indicator data, the forecast model could achieve 72.53% accuracy.

並列關鍵字

Text Mining ； Forecast ； Coal Trends ； Energy

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