节点文献
GM(1,1)模型时间响应函数的最优化
Optimum Time Response Sequence for GM(1,1)
【摘要】 GM(1,1)是灰色系统理论的核心内容之一。本文利用"最小二乘法"确定GM(1,1)白化权函数的时间响应函数中的常数C,从而构建了GM(1,1)的时间响应函数的最优模型。经大量的数据模拟和与GM(1,1)对比,发现优化的GM(1,1)模型的模拟精度和预测精度均较高。
【Abstract】 The forecasting model of GM(1,1)is one of the core content of the grey system theory.In this paper we utilize the method of"the least square estimate"to find the constant number c in the time response sequence of whiterization equation of GM(1,1),then create the optimum time vesponse sequence of whiterization equation for GM(1,1).By contrasting the optimum one to the GM(1,1)about the simulation and prediction,we can conclude that the optimum one is superior in prediction and simulation.
【关键词】 GM(1,1)模型;
时间响应函数;
最小二乘法;
【Key words】 GM(1,1); time response sequence; the least square estimate;
【Key words】 GM(1,1); time response sequence; the least square estimate;
【基金】 国家博士点基金资助项目(20020287001)
- 【文献出处】 中国管理科学 ,Chinese Journal of Management Science , 编辑部邮箱 ,2003年04期
- 【分类号】O159
- 【被引频次】236
- 【下载频次】1254