公路货运量灰色模型—马尔可夫链预测方法研究

Study of the GM(1,1)-MARKOV chain model on highway freight forecast

将灰色系统理论与马尔可夫链相结合,首次提出了灰色模型—马尔可夫链预测公路货运量的方法;并结合"十五"期间中国公路货运量和公路货运市场的发展趋势的预测分析详细阐述了该方法的具体应用。首先建立GM(1,1)灰色动态拟合模型,并以此作为公路货运量发展变化的动态基准线模型;在此基础上应用马尔可夫链确定系统状态转移概率矩阵,通过系统状态的划分、样本值与模型拟合值之间的残差及其标准化离差等指标的分析计算,最终以概率形式分析和预测公路货运量的发展变化区间。理论分析和实践都表明,该法不但预测结果更可靠,而且能够对公路货运市场的发展趋势进行宏观的把握,有利于决策者的决策行为。

For the first time, gray model and MARKOV chain are integrated to forecast highway freight in order to reach above aims in this paper, moreover,which is illustrated in detail by the highway freight forecast in the 10th 5years plan. Firstly, a GM(1,1 ) is built to get the dynamic baseline for highway freight development. Secondly, on the basis of the GM(1,1 ), MARKOV chain is applied to achieve state transition probability matrix. Thirdly, highway freight interval is forecasted and analyzed in the form of probability by the system state classification, the calculation of the residue between true value and model fitting value, and the standardization of deviation of the residue. It's proved in theory and practice that the forecast results not only are more reliable but also can help the decision maker with grasping the highway freight development tendency in general and making proper decision.