基于最小二乘法的灰色模型参数估计

Parameter Estimation of Gray Model Based on Least Squares Method

通过建立灰色模型来实现对灰色系统的预测的方法得到了众多学者的重视.其首要一步是通过合适的方法建立灰色模型,然后求解灰色微分方程,再将灰色序列进行还原,从而得到原始序列下一时刻的预测值.在灰色微分方程中有两个未知参数,通过应用广泛的最小二乘法可以对未知参数进行估计.

Realized through the establishment grey model to gray system＇s forecast method obtained the numerous scholar＇s values. The first step is to build the gray model through suitable method, and then the gray differential equation solving, and then restore the gray sequence to obtain the original sequence of the predicted value of next time. It has two unknown parameters in the pessimistic differential equation, it may carry on the estimation through the widespread applicator least squares method to the unknown parameter.