基于等维积分GM(1,1)模型的黄金价格预测

GM(1,1)模型是灰色系统中最常用的一种模型,该模型采用的建模数据量小,对数据分布特征无特殊要求,应用较为广泛。利用数值积分原理将GM(1,1)模型中累加生成法改为积分生成法,并用双向差分结合等维动态预测原理,建立了等维积分GM(1,1)模型。该模型在预测过程中不断将旧信息剔除,增加新信息进入,实现了数据的及时更新,提高了预测精度。

Gold price prediction based on equi-dimensional integral GM (1,1) model

GM (1,1) model is one of the most commonly used models in the grey system.It requires small quan-tity of data for modeling and has no special request of data distribution features,making it widely applied.The accumu-lative generation in GM (1,1) model is replaced by integral generation on the principle of numerical integration,and with the help of two-way difference combined with dynamic forecasting theory,an equi-dimensional GM (1,1) model is set up.Information is continuously updated in the prediction process,improving the prediction precision.