节点文献
灰色模型的病态性问题
The Illness Problem in Grey Models
【摘要】 指出了灰色模型 ( GM)的方程组存在着严重的方程病态性问题。进一步分析表明 ,GM模型产生病态的主要原因是采用累加数减少随机性时使得模型阶数上升和采用最小二乘法求解正规方程组时出现的强病态性。本文分析了一个被广泛引用的算例 ,结论是 GM模型的使用必须十分谨慎。
【Abstract】 This paper points out that in the equation group of grey model (GM) there exists serious illness problem. Further discussion shwos that the illness of GM models arise from the increase of the model order due to using accumulating numbers to reduce and eliminate randomicity, and the strong illness due to using least squares estimation algorithm to solve the normal equation group of GM models. A widely refered example is analysed and the conclusion is that grey model should be used with great caution.
【关键词】 灰色模型;
条件数;
病态方程组;
病态矩阵;
正规方程组;
正规矩阵;
鲁棒性;
摄动分析;
【Key words】 grey model; condition number; illed equation group; illed matrix; normal equation group; normal matrix; robustness; perturbation analysis;
【Key words】 grey model; condition number; illed equation group; illed matrix; normal equation group; normal matrix; robustness; perturbation analysis;
【基金】 国家自然科学基金资助项目! (7970 0 0 4);北京工业大学星火科技基金资助项目! (XH-2 0 0 0 -2 6-YJ) ;北京市教委人文社科基金资助
- 【文献出处】 系统工程理论方法应用 ,Systems Enging-theory Methodology Application , 编辑部邮箱 ,2001年02期
- 【分类号】N941.5
- 【被引频次】30
- 【下载频次】261