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近似非齐次指数序列的离散GM(1,1)模型的建立及其优化
引用本文:陈鹏宇,段新胜. 近似非齐次指数序列的离散GM(1,1)模型的建立及其优化[J]. 西华大学学报(自然科学版), 2010, 29(1): 89-92
作者姓名:陈鹏宇  段新胜
作者单位:中国地质大学(武汉)工程学院,湖北,武汉,430074
基金项目:中园地质大学大学生科研立项基金 
摘    要:分析了GM(1,1)模型的缺陷,指出其白化响应式并不是灰微分方程的真正解。建立了近似非齐次指数序列的离散GM(1,1)模型,证明了其可以完全拟合非齐次指数序列。建立了加权背景值下的近似非齐次指数序列的离散GM(1,1)模型,实例证明不同的权值下,其预测精度是不一样的,同时由于该模型默认经过初始值点,这与最小二乘法的思想不符,因此在优化权值的同时优化初始值。实例验证结果表明优化的近似非齐次指数序列的离散GM(1,1)模型提高了预测精度。

关 键 词:离散GM(1  ,1)模型  权值  初始值  模式搜索  非齐次指数序列

Creation of Non-homogenous Discrete GM(1,1) Model and Its Optimization
CHEN Peng-yu,DUAN Xin-sheng. Creation of Non-homogenous Discrete GM(1,1) Model and Its Optimization[J]. Journal of Xihua University(Natural Science Edition), 2010, 29(1): 89-92
Authors:CHEN Peng-yu  DUAN Xin-sheng
Affiliation:CHEN Peng-yu,DUAN Xin-sheng (College of Engineering,China University of Geosciences,Wuhan 430074 China)
Abstract:The defect of GM(1,1) model is analyzed.It is found that the whitenization responsive formula is not the real solution of grey differential equation,and discrete GM(1,1) model is built.Although it can avoid the defect of GM(1,1) model,the simulative sequence of discrete GM(1,1) model is still an exponential sequence.To expand the applied range of discrete GM(1,1) model,a non-homogenous discrete GM(1,1) model is created,and it is completely fitting a non-homogenous exponential sequence.Based on the modeling ...
Keywords:discrete GM(1  1) model  weight  initial value  pattern search  non-homogenous exponential sequence  
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