离散GM(1,1)模型与灰色预测模型建模机理

谢乃明;刘思峰

系统工程理论与实践 ›› 2005, Vol. 25 ›› Issue (1) : 93-99.

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PDF(185 KB)
系统工程理论与实践 ›› 2005, Vol. 25 ›› Issue (1) : 93-99. DOI: 10.12011/1000-6788(2005)1-93
论文

离散GM(1,1)模型与灰色预测模型建模机理

    谢乃明, 刘思峰
作者信息 +

Discrete GM(1,1) and Mechanism of Grey Forecasting Model

    Nai Ming XIE,Si FENG LIU
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文章历史 +

摘要

GM(1,1)模型中,从离散形式到白化形式的转变,以及GM(1,1)模型预测稳定性问题,一直困扰着灰色系统理论的研究者.本文以此为研究出发点,从由离散到离散的角度解决这一理论问题,建立了离散灰色预测模型(称DGM(1,1)模型),并对其与原GM(1,1)模型的关系做了深入研究,找出了原模型预测不稳定的原因,利用麦克劳林公式展开对这些原因做全面解释,最后用纯指数序列验证DGM(1,1)模型预测的无偏性,研究结果表明,可以将本文建立的DGM(1,1)模型作为灰色预测模型的精确形式,而原模型作为近似形式加以使用.

Abstract

In grey forecasting model, there are two unsolved problem, the theoretical basis of transformation from discrete form to continuous form and the forecasting stability, which puzzled those who are absorbed in grey theory. Many scholars used all kinds of methods to revise the model, and they have made some progress, but they didn't solve it absolutely in principle. To solve these two problem and on the basis of the angle from discrete to discrete, discrete grey forecasting model(which is called DGM(1,1)) is c...

关键词

灰色模型 / 离散 / 稳定性 / 预测 / 白化

Key words

grey model / discrete / stability / forecast / whitenization

引用本文

导出引用
谢乃明 , 刘思峰. 离散GM(1,1)模型与灰色预测模型建模机理. 系统工程理论与实践, 2005, 25(1): 93-99 https://doi.org/10.12011/1000-6788(2005)1-93
Nai Ming XIE , Si FENG LIU. Discrete GM(1,1) and Mechanism of Grey Forecasting Model. Systems Engineering - Theory & Practice, 2005, 25(1): 93-99 https://doi.org/10.12011/1000-6788(2005)1-93
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