摘要
从近似非齐次指数序列的GM(1,1)模型时间响应函数出发,推导累加序列间的函数递推关系,并给出求解时间响应函数参数值的直接估计方法.在此基础上,构建一种能同时模拟近似齐次和近似非齐次指数序列的新NGM(1,1)模型,该模型避免了模型参数估计从差分方程到微分方程的跳跃性误差,并从理论上解释了新模型能模拟齐次指数序列和非齐次指数序列的原因.通过对新NGM(1,1)模型与既有模型进行比较,表明了所提出模型具有更优良的模拟和预测性能.
The recursive relationship of the accumulative sequence is deduced according to the original sequence of nonhomogeneous exponential of time response function of GM(1,1) model, and the direct estimation method is constructed to solve the parameters values of the time response function. Then, an NGM(1,1) model which can simulate approximate homogenous exponential sequence and approximate non-homogenous exponential sequence is proposed. This NGM(1,1)model avoids the jumping error of the model parameters estimation from difference equation to differential equation, and explains theoretically the reason for its capability of simulating the homogenous and non-homogenous exponential sequence.The results show that the simulation and prediction of the proposed model is more excellent through the comparison of the new NGM(1,1) and the existing models.
出处
《控制与决策》
EI
CSCD
北大核心
2015年第10期1841-1846,共6页
Control and Decision
基金
国家自然科学基金项目(71271226)
国家社科重点项目(14AJL015)
教育部人文社会科学研究一般项目(14YJAZH033)
中国博士后科学基金项目(2014M560712)
重庆市教委科学技术研究项目(KJ120706)
重庆市基础与前沿研究计划项目(cstc2014jcyj A00024)
关键词
灰色系统
灰色预测模型
直接估计法
近似非齐次指数增长序列
grey theory
prediction model
direct estimation method
approximate non-homogenous exponential sequence