灰色-马尔可夫的改进模型及在陶瓷工业产值预测

An Improved Gray-Markov Model and Its Application for Ceramic Industrial Output Forecasting

灰色模型是经济预测方法中最有效的方法之一,但灰色模型对波动性大的序列预测时精度较差。针对这一不足,提出灰色-马尔可夫的改进模型。新模型将原始序列进行对数运算提高数据光滑度,采用距离法降低灰色模型的相对误差,马尔可夫链对预测值进一步修正。将改进模型运用到景德镇陶瓷工业产值预测中,并与传统灰色模型、灰色-马尔可夫模型预测结果进行对比。结果表明改进模型的相对误差远小于灰色模型,预测精度优于灰色-马尔可夫模型,更能反应经济发展趋势。

Gray model is one of the most effective ways in the economic prediction methods, but gray model is poor at predicting larger volatility sequences. An improved gray-Markov model was presented in this paper, which ran In （x） function for the original sequence to improve data smoothness and used the minimum distance method to reduce the relative error of the gray model, and used the Markov chain to correct the predicted results. The improved model was applied to predict the Jingdezhen Ceramic Industrial output value, and compared with the traditional gray and the gray-Markov models. The results showed that the improved model prediction＇s relative error was much smaller than that of the gray model, its prediction accuracy was better than that of the Grey-Markov model, and it was more responsive to economic trends.