基于振幅压缩的随机振荡序列预测模型

曾波, 刘思峰

系统工程理论与实践 ›› 2012, Vol. 32 ›› Issue (11) : 2493-2497.

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系统工程理论与实践 ›› 2012, Vol. 32 ›› Issue (11) : 2493-2497. DOI: 10.12011/1000-6788(2012)11-2493
论文

基于振幅压缩的随机振荡序列预测模型

    曾波1,2, 刘思峰2
作者信息 +

Prediction model of stochastic oscillation sequence based on amplitude compression

    ZENG Bo1,2, LIU Si-feng2
Author information +
文章历史 +

摘要

以提高灰色系统预测模型对随机振荡序列的预测精度为目的, 提出了一种通过平滑性算子压缩随机振荡序列振幅, 提高序列光滑度的算法, 并在此基础上推导及建立随机振荡序列的灰色预测模型; 将该模型应用于多组随机振荡序列的模拟, 并与其他模型的模拟精度进行了比较, 结果表明, 新模型能显著提高随机振荡序列的模拟精度.

Abstract

In order to improve the predictive accuracy of grey system prediction model with a stochastic oscillation sequence, this paper proposes an algorithm which can compress the amplitude and improve the smoothness of a stochastic oscillation sequence through a smoothness operator, and then deduces and establishes the prediction model of stochastic oscillation sequence. Through some examples' simulation, this paper compares simulation errors of this model with others; the results show that this novel method can evidently improve the simulative accuracy of stochastic oscillation sequence.

关键词

灰色系统理论 / 预测模型 / 随机振荡序列 / 振幅压缩

Key words

grey system theory / prediction model / stochastic oscillation sequence / amplitude compression

引用本文

导出引用
曾波 , 刘思峰. 基于振幅压缩的随机振荡序列预测模型. 系统工程理论与实践, 2012, 32(11): 2493-2497 https://doi.org/10.12011/1000-6788(2012)11-2493
ZENG Bo , LIU Si-feng. Prediction model of stochastic oscillation sequence based on amplitude compression. Systems Engineering - Theory & Practice, 2012, 32(11): 2493-2497 https://doi.org/10.12011/1000-6788(2012)11-2493
中图分类号: N941.5   

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基金

国家自然科学基金(71271226); 重庆市自然科学基金(CSTC2012jjA00017); 教育部人文社科青年基金(11YJC630 273);重庆市教委科学技术研究项目(KJ120706)
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