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非线性动态模型的协调预测法

A Coordination Forecast Method for Non-linear Dynamic Model

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【作者】 程明熙

【Author】 Cheng Mingxi Department of Management Science and Engineering

【机构】 东南大学管理科学与工程系

【摘要】 社会经济系统的特点在于非线性、时变性和非平稳性,以致用一般方法所作的预测其结果不能令人满意。本文提出一种协调预测法,它基于采样控制和差分跟踪的原理,通过非线性函数的泰勒级数展开近似式,实现动态协调。此法对非线性动态预测精度较高,算法简单,尤其适用于中、短期预测。

【Abstract】 Social and economic system are characterized by non-linearity, timevariation and nonstationarity, so that its results of forecasting with general methods are not satisfactory. Therefore, the author suggests a coordination forecast method based on sampled-data control and the principle of difference follow-up, in which the dynamic coordination is implemented in terms of the approximation of Taylor expansion for non-linear function. The calculated results of examples show that the method is of high accuracy and simple, and is especially suitable for middle and short term forecast.

  • 【文献出处】 东南大学学报 ,Journal of Southeast University , 编辑部邮箱 ,1989年04期
  • 【下载频次】27
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