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基于随机振荡序列的GM(1,1)模型性质及其应用
引用本文:崔立志,刘思峰.基于随机振荡序列的GM(1,1)模型性质及其应用[J].数学的实践与认识,2012,42(11):160-165.
作者姓名:崔立志  刘思峰
作者单位:1. 安徽工业大学经济学院,安徽马鞍山243032;南京航空航天大学经济与管理学院,江苏南京210016
2. 南京航空航天大学经济与管理学院,江苏南京,210016
基金项目:国家自然科学基金,教育部人文社会科学基金,安徽省自然科学基金
摘    要:为了提高GM(1,1)模型对随机振荡序列的拟合和预测效果,提出了先将原始振荡序列变为单调增长序列,再对单调增长序列进行几何平均生成交换,然后建立GM(1,1)模型.通过实例计算表明,方法能够提高GM(1,1)模型的拟合精度,可以用于随机振荡序列的建模,从而扩大了GM(1,1)模型的应用范围.

关 键 词:灰色系统  GM(1  1)模型  随机振荡序列  几何平均生成

Characteristics and Application on GM (1, 1) Model Based on Sequence of Random Vibration
CUI Li-zhi , LIU Si-feng.Characteristics and Application on GM (1, 1) Model Based on Sequence of Random Vibration[J].Mathematics in Practice and Theory,2012,42(11):160-165.
Authors:CUI Li-zhi  LIU Si-feng
Institution:1.School of Economics,Anhui University of Technology,Maanshan 243032,China) (2.College of Economic and Management,Nanjing University of Aeronautics and Astronautics,Nanjing 210016, China)
Abstract:In order to improve the fitting and prediction precision of the GM(1,1) model for sequence of random vibration,this paper puts forward to turn the original sequence into monotone growth sequence by a conversion method,then carries on geometric average transformation to the monotonous growth sequence,and finally establishes GM(1,1) model.A practical example shows this method can improve fitting precision of the GM(1,1) model for sequence of random vibration.So it expends the application range of the GM(1,1) model.
Keywords:Grey system  GM(1  1) model  sequence of random vibration  geometric average generation
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