| 基于灰色和神经网络的最优组合预测分析 |
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| 引用本文： | 程松林,任利伟. 基于灰色和神经网络的最优组合预测分析[J]. 上海电机学院学报, 2009, 12(2): 157-160 |
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| 作者姓名： | 程松林 任利伟 |
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| 作者单位： | 1. 上海电机学院,数理教学部,上海,200240
2. 华中师范大学,计算机科学系,武汉,430079 |
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| 基金项目： | 上海高校选拔培养优秀青年教师科研专项基金资助项目 |
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| 摘 要： | 针对进出口总额数据的非线性,并为了更充分挖掘时间序列所隐含的数据规律,建立了基于灰色预测模型、神经网络算法以及最小方差准则的最优组合预测模型.仿真分析结果显示,最优组合方法能更有效提高非线性时间序列的预测精度.
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| 关 键 词： | 灰色模型 神经网络 灰色神经网络 最优组合 预测 |
Optimal Combination Forecasting Analysis Based on Grey and Neural Network Model |
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| CHENG Songlin,REN Liwei. Optimal Combination Forecasting Analysis Based on Grey and Neural Network Model[J]. JOurnal of Shanghai Dianji University, 2009, 12(2): 157-160 |
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| Authors: | CHENG Songlin REN Liwei |
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| Affiliation: | 1.Department of Mathematics and Physics;Shanghai Dianji University;Shanghai 200240;China;2.Department of Computer Science;Huazhong Normal University;Wuhan 430079;China |
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| Abstract: | In this paper,in order to fully exploit the data principle in the time series,an optimal combination forecasting model based on grey forecasting model,the neural network algorithm and the minimum variance criteria is set up,according to the nonlinearity of the import and the export total amounts.Simulation results demonstrate that,the optimal combination forecasting model can improve the prediction accuracy of the nonlinear time series. |
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| Keywords: | grey model neural network grey neural network optimal combination forecasting |
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