GM(1,1)模型预测精度仿真分析

Simulating Analysis of Prediction Precision of GM(1,1)

基于GM(1,1)模型的灰色预测具有独特优点.从GM(1,1)建模数据的选择入手,应用数值仿真方法,针对具有不同发展系数和偏离度的大量模拟序列研究了建模维数与预测精度之间的关系.研究结果给出了不同情况下的最佳建模维数和预测精度期望值,为GM(1,1)建模提供了有益的指导信息.

Grey prediction based on GM （1, 1） model is a predicting method with unique merits. The relationship between modeling dimension and predicting precision is examined by numerical simulation method, according to a lot of simulating sequences with different developing coefficient and departure degree and proceeded with the choice of modeling data of GM （1,1）. The outcome shows the best modeling dimension and the expectation of predicting precision and provides some useful information for modeling GM （1,1）.