基于灰理论的时滞经济预测模型及应用

Time Lag Economic Forecasting Model and Its Application Based on Grey Theory

针对经济预测中具有时滞性样本数据序列的预测建模问题,在对GM(1,1)模型拟合残差分析的基础上,结合AR模型及残差自回归模型建立了新的时滞GM(1,1)模型,并给出了该模型一种基于最小二乘的求解算法.最后通过对我国GDP指数进行预测,给出了经济预测中建模的一个应用实例,取得了较为满意的效果.

The paper discusses the modeling problem which has the sample data with a time lag of the sequence in economic forecasting.It bases on the analysis about the fitting residual of GM（1,1） model,adopts AR model to establishes the residual from regression model,and then deduces a new GM（1,1） model,and gives a method which based on the least squares method for solution.At the last,the paper provides a case about the model in the economic forecasts,which is the forecasting about our GDP index.And it achieves a more satisfactory result.