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基于残差修正的非等时距GM(1,1)模型及其应用
引用本文:张仕新,陈春良,刘义乐,董玉才,张玲.基于残差修正的非等时距GM(1,1)模型及其应用[J].数学的实践与认识,2012,42(20):75-81.
作者姓名:张仕新  陈春良  刘义乐  董玉才  张玲
作者单位:1. 装甲兵工程学院技术保障工程系,北京,100072
2. 装甲兵工程学院非线性科学研究所,北京,100072
摘    要:针对很多预测案例中历史数据序列非等时距的特点,构建了非等时距的GM(1,1)预测模型,将序列的时间间隔作为乘子嵌入模型中,同时通过动态采用最新分量作为初始值、动态优化背景值和累积残差修正等方法,解决了非等时距预测模型长期预测精度不易控制的难题.将该模型应用于某发动机油液监测数据预测中,预测效果较好.

关 键 词:非等时距GM(1  1)模型  残差修正  油液监测

Unequal Interval Forecast Grey Model GM(1,1) Based on Residual Error Correction and Application
ZHANG Shi-xin , CHEN Chun-liang , LIU Yi-le , DONG Yu-cai , ZHANG Ling.Unequal Interval Forecast Grey Model GM(1,1) Based on Residual Error Correction and Application[J].Mathematics in Practice and Theory,2012,42(20):75-81.
Authors:ZHANG Shi-xin  CHEN Chun-liang  LIU Yi-le  DONG Yu-cai  ZHANG Ling
Institution:1.Department of Technical Support Engineering,Armored Force Engineering,Beijing 100072,China) (2.Institute of Nonlinear Science,Academy of Armored Force Engineering,Beijing 100072,China)
Abstract:In order to solve the forecast problem of unequal interval monitor data,an unequal interval forecast grey model(UIFGM1,1) is established,the unequal interval is set into the model as an multiply factor;in order to improve the accuracy of UIFGM when it is used in long time forecast,an dynamic initialization value metabolism method,an background value optimized method and the residual error correction method are also introduced into the model, an example on oil monitor of engine is applied to prove the model's forecast accuracy.
Keywords:unequal interval forecast grey model GM(1  1)  residual error correction  oil monitor
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