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非等间距GM(1,1)模型的改进与应用
引用本文:曾祥艳,曾玲.非等间距GM(1,1)模型的改进与应用[J].数学的实践与认识,2011,41(2).
作者姓名:曾祥艳  曾玲
作者单位:桂林电子科技大学数学与计算科学学院,广西,桂林,541004
基金项目:广西自然科学基金“脉冲时滞动力系统周期解的分岔与混沌”(0832244)
摘    要:将累积法引入非等间距GM(1,1)模型,得到累积法非等间距GM(1,1)模型.为了减少模型的滞后误差,引入一种可优化的背景值构造方法,将其代入累积法非等间距GM(1,1)模型的离散化方程,推导出可作为预测值计算公式的递推式,用来取代传统的白化响应式.结果分析表明累积法在非等间距模型中的应用效果良好,模型的拟合与预测精度都很高.

关 键 词:非等间距  GM(1  1)模型  累积法  参数估计  背景值

Improvement of Non-Equidistant GM(1,1)Model and Its Application
ZENG Xiang-yan,ZENG Ling.Improvement of Non-Equidistant GM(1,1)Model and Its Application[J].Mathematics in Practice and Theory,2011,41(2).
Authors:ZENG Xiang-yan  ZENG Ling
Institution:ZENG Xiang-yan,ZENG Ling (College of Mathematics and Computing Science,Guilin University of Electronic Technology,Guilin 541004,China)
Abstract:The accumulating method is introduced into the non-equidistant GM(1,1) model, then the accumulating method non-equidistant GM(1,1) model is proposed.And further, in order to reduce hysteresis error,an optimized background-value construction is given and substituted into the dispersed equation of the proposed model,from which,a new forecasting formula is obtained and can take the place of the white response.The analyzing results conclude that good effects are obtained when the accumulating method is applied ...
Keywords:non-equidistant  GM(1  1) model  accumulating method  parameter estimation  background value  
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