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基于粒子群优化的灰色预测方法

A Grey Prediction Method Based on Particle Swarm Optimization
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摘要 对灰色预测算法进行了研究。在GM(1,1)模型中,发展系数a和灰色作用量u是两个关键的参数,对系统的性能有较大的影响。传统的方法使用最小二乘法来求解,不仅计算复杂,而且预测结果的误差也较大。论文对此进行了研究,并提出了一种改进的灰色预测算法PSOGP。PSOGP的主体仍使用GM(1,1)模型,但在求解相关参数时,PSOGP使用了粒子群优化算法。仿真试验表明,与经典的GM(1,1)模型相比,PSOGP算法的预测精度得到了较大的提高。 Grey prediction algorithms are studied in this paper. In GM (1,1) model, development coefficient a and grey action quantity u are two key parameters which have a great impact on prediction system. In traditional methods, these two parameters are obtained by a least squares method with high computation overhead and large prediction error. This problem is discussed in this paper and a grey pre- diction method called PSOGP is proposed. Based on the GM (1, 1) model, PSOGP uses a particle swarm optimization algorithm to solve the two parameters. Simulation results show that, comparing with the classic GM (1,1) model, the accuracy of PSOGP is greatly improved.
作者 王晶 郭剑
出处 《电脑与电信》 2011年第12期43-45,共3页 Computer & Telecommunication
关键词 灰色预测 GM(1 1)模型 粒子群算法 最小二乘法 grey prediction GM (1, 1) model particle swarm optimization least squares method
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参考文献9

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