企业总产值的组合预测方法与应用

Method and application of combination forecasting method of total output value of enterprise

为了选择灰色预测系统的最佳解释变量,并使其代表原始数据的绝大部分信息,将主成份分析方法与灰色系统理论进行有机地结合,形成一种组合预测方法。主成份的作用就在于对原始数据寻求基本结构、简化观测系统,并用一个有代表性的变量子集来解释整个问题,使GM(1,h)模型反映出影响某个经济现象的关键因素,更加有效地揭示了系统的发展趋势和动态变化规律,该方法具有很强的可靠性和实用性。

For the purpose of selecting the best explaining variables of Grey system and ensuring that the explaining variables can represent most information of original data, the paper presents a new combination forecasting method, which combines Chief Component Analysis method with Grey System Theory. The function of Chief Component Analysis here is to seek basic data structure of original data and to simplify the forecasting system, by which we can use a subset of variables with great representative ness to represent all the variables of the original data. Therefore, combining with the Chief Component Analysis method, the Grey Model （1, h） can reflect more key factors of an economic phenomenon, as well as disclose more tendency and dynamic regularity of the system. The article also presents an example to verify reliability and practicality of the method above mentioned.