| 基于等维新息的GM(2,1)递推预测模型 |
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| 引用本文： | 岳赟,卢光跃,刘迪,董静怡.基于等维新息的GM(2,1)递推预测模型[J].电信科学,2017,33(5). |
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| 作者姓名： | 岳赟 卢光跃 刘迪 董静怡 |
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| 作者单位： | 西安邮电大学无线网络安全技术国家工程实验室,陕西西安,710121 |
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| 基金项目： | 陕西省工业科技攻关资助项目，陕西省教育厅专项科研计划基金资助项目(No.16JK1704)Industrial Research Project of Science and Technology Department of Shaanxi Province of China，Shaanxi Provincial Department of Education Special Research Project of China |
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| 摘 要： | 针对GM(2,1)白化方程的解影响其预测精度的问题,提出了一种新的预测模型——等维新息GM(2,1)递推预测模型.该模型通过其灰色微分方程推导出GM(2,1)递推预测模型的表达式,避免了对二阶白化方程进行求解,同时解决了差分方程与微分方程之间因转换而产生误差的问题,并结合等维新息的思想更新GM(2,1)递推预测模型的参数.最后通过实例验证了所提等维新息GM(2,1)递推预测模型的有效性和实用性.
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| 关 键 词： | GM(2 1)模型 白化方程 灰色微分方程 等维新息 递推预测模型 |
GM (2,1) recursive forecasting model based on equal dimension and new information |
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| YUE Yun,LU Guangyue,LIU Di,DONG Jingyi.GM (2,1) recursive forecasting model based on equal dimension and new information[J].Telecommunications Science,2017,33(5). |
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| Authors: | YUE Yun LU Guangyue LIU Di DONG Jingyi |
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| Abstract: | Aiming at the problem that the solution of GM (2,1) whitening equation affects its prediction accuracy,a new prediction model dubbed GM (2,1) recursive prediction model of equal dimension new information was proposed.The model was deduced from the grey differential equation of GM (2,1) mode,which could avoid solving the second-order whitening equation,solve the problem that the errors between equations and differential equations for conversion,and update the model parameters combining the idea of equal dimension and new information.Both the simulation and analysis of the example demonstrate that the proposed method is more effective and practical. |
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| Keywords: | GM(2 1) model whitening equation grey differential equation equal dimension and new information recursive forecasting model |
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