基于优化的无偏灰色模型的铝价格行情预测

Application of optimal unbiased grey-forecasting model in aluminum price quotation prediction

为了对铝价格行情进行科学的预测,构建优化的无偏灰色模型模拟其变化趋势.首先建立无偏灰色预测模型,并推导出它的求解公式;再对其背景参数进行优化;然后根据2010年10月至2011年6月上海现货铝价格数据,采用优化的无偏灰色模型进行模拟预测,最后将其预测结果与传统的GM(1,1)模型和无偏灰色模型进行误差比较分析.结果表明优化的无偏灰色模型消除了传统GM(1,1)模型本身固有的偏差,模拟和预测的精度较高,分析结果可靠.预测数据说明我国铝现货价格整体上呈上升趋势,与我国经济建设对铝的需求持续增长的现状相符.

In order to make the scientific prediction on aluminum prices,the optimal unbiased grey model was constructed to simulate the change trend of aluminum price.Firstly,the unbiased grey prediction model was established and the solving formula was derived.Then the background parameters of the model were optimized.Secondly,on the basis of the Shanghai spot aluminum price data during October 2010 and June 2011,the optimal unbiased grey model was used to simulate and predict the trend.Finally,the error comparative analysis was made with the traditional GM（1,1） model and unbiased grey model.The results show that the optimal unbiased gray model eliminates the inherent bias of the GM（1,1） model and the simulation and prediction accuracy is relatively high,the analysis results are reliable.The prediction shows that Chinese aluminum spot price rises in general,which is consistent with continued growth demand of aluminum for Chinese modernization construction.