多变量时滞离散MGM(1,m,τ)模型及其应用

Multivariable Time-Delay Discrete MGM(1,m,τ) Model and Its Application

针对传统MGM(1,m)模型未能反映多变量系统时滞效应的问题,文章根据灰色系统建模思想构建了多变量时滞离散MGM(1,m,τ)模型,研究该模型的建模机理、建模过程,并给出时滞参数的计算方法。最后,通过对中国城镇居民人均可支配收入和消费支出的建模预测实例,探讨其滞后效应,验证该模型的有效性。结果发现时滞离散MGM(1,m,τ)模型具有较高的建模精度,能够较好地模拟预测含时滞特征的小样本多变量数据。

Aiming at the fact that the traditional MGM(1, m) model fails to reflect the time-delay effect of multivariable systems, this paper constructs a multivariable discrete MGM(1,m,τ) model based on the grey system modeling theory, makes a study on the modeling mechanism and process of the model, and also gives the calculation method of time-delay parameters. Finally, by modeling and forecasting the per capita disposable income and consumption expenditure of urban residents in China, the paper discusses the hysteresis effect and verifies the validity of the model. The results show that MGM(1, m, participle) model has comparatively higher modeling accuracy, able to well simulate and predict small sample multivariate data with time-delay characteristics.