The data for experimentation was got from Internet,and the model was established with the reconstructed phase space and Kalman.

• 实验数据通过网络获取,模型采用的是相空间重构与卡尔曼滤波计算的方法来对超短期汇率数据进行建模和预测,并与BP神经网络模型进行了比较。