最小一乘准则GM(1,1)模型

GM(1,1) Nodel of Least absolute Deviation

针对相关文献的边值修正GM(1,1)模型中,边值修正项和模型检验均采用最小一乘准则,而模型参数估计采用最小二乘准则的不协调性,将最小一乘准则应用到模型参数估计中,统一了模型参数、边值修正项和模型精度检验的准则,得到了真正意义上的最小一乘准则GM(1,1)模型。计算实例说明,最小一乘准则GM(1,1)模型具有很好的精度和稳健性。

According to testing model precision and revised term of initial value of grey GM （1,1） model based on least absolute deviation, but estimation of parameters using least squares method in related reference, a method of parameters estimation of grey GM（1,1） model based on least absolute deviation is presented in this paper. The criteria of parameters estimation, revised term of initial value and model precision is unified, and grey GM（ 1,1 ） model of least absolute devia- tion in a real sense is put forward. Calculation example shows that improvement of grey GM（1,1） model based on least absolute deviation has higher precision and better robustness.