应用等维新息双向差分灰色模型进行趋势分析的新发现

New Found on the Equal-Dimension-newly-information Double-difference Gray Model Forecasting for Application

本文建立了最佳等维新息双向差分灰色模型,不仅拓宽了灰色预测的适用范围,而且还通过维数选择确定了最佳维数;使用最新数学工具软件MATLAB进行编程,同时通过对上证周指进行趋势分析,该等维新息预测能较准确地预测未来随机时间序列的涨、跌幅度。

In the paper,the best-equal-dimension-newly-information Double-difference Gray Model is established,which not only broadens the applied scope of Double-difference Gray Model, but also makes certain the best dimension of equal-dimension-newly-information Double-diference Gray Model which parallels the minimum's absolute vale error of GM whose dimension changes frow 5 to 20. The newly fangled maths software tool Matlab is used to program with the linear time,Shanghai's stock's closing price index every week, forecasting the next one. We found,it is found that can forecasts promptly the extent of the future time series' falling or rising.