STI Analysis and Predict Based on the OLS-CEEMDAN-LSTM Model

The Maritime Silk Road Trade Index (STI) comprehensively assesses China's level of foreign trade and economic development and reflects the maritime trade market conditions under the context of China's “Belt and Road” initiative. This paper first introduces the current status of China's Maritime Silk Road Trade Index and then establishes an OLS multiple regression model to analyze the significant factors related to the STI. Through empirical mode decomposition, the time series data is decomposed into three frequency bands: highs, medium, and low, and analyzed separately. Finally, based on the influencing factors and the time series characteristics of the Maritime Silk Road Trade Index, an LSTM multi-factor prediction model based on CEEMDAN is established to forecast short-term STI index fluctuations.