统计与信息论坛
統計與信息論罈
통계여신식론단
STATISTICS & INFORMATION TRIBUNE
2015年
8期
9-15
,共7页
曾波%石娟娟%周雪玉
曾波%石娟娟%週雪玉
증파%석연연%주설옥
灰色理论%预测模型%Cramer法则%区间灰数%参数优化
灰色理論%預測模型%Cramer法則%區間灰數%參數優化
회색이론%예측모형%Cramer법칙%구간회수%삼수우화
grey theory%prediction model%cramer rule%interavl grey number%parameter optimal
以改善区间灰数预测模型的模拟及预测性能为目的,对区间灰数预测模型的参数优化方法进行研究,应用Cramer法则推导了核序列GM (1,1)模型通用形式的参数无偏估计新方法,从理论上证明了新方法对非齐次指数“核”序列的模拟无偏性,并在此基础上构建了一种新的区间灰数预测模型;通过与优化前的区间灰数预测模型模拟精度进行比较,结果表明新模型具有更为优秀的模拟及预测性能。此研究成果对丰富和完善灰色预测模型方法体系与拓展灰色模型应用范围,具有积极意义。
以改善區間灰數預測模型的模擬及預測性能為目的,對區間灰數預測模型的參數優化方法進行研究,應用Cramer法則推導瞭覈序列GM (1,1)模型通用形式的參數無偏估計新方法,從理論上證明瞭新方法對非齊次指數“覈”序列的模擬無偏性,併在此基礎上構建瞭一種新的區間灰數預測模型;通過與優化前的區間灰數預測模型模擬精度進行比較,結果錶明新模型具有更為優秀的模擬及預測性能。此研究成果對豐富和完善灰色預測模型方法體繫與拓展灰色模型應用範圍,具有積極意義。
이개선구간회수예측모형적모의급예측성능위목적,대구간회수예측모형적삼수우화방법진행연구,응용Cramer법칙추도료핵서렬GM (1,1)모형통용형식적삼수무편고계신방법,종이론상증명료신방법대비제차지수“핵”서렬적모의무편성,병재차기출상구건료일충신적구간회수예측모형;통과여우화전적구간회수예측모형모의정도진행비교,결과표명신모형구유경위우수적모의급예측성능。차연구성과대봉부화완선회색예측모형방법체계여탁전회색모형응용범위,구유적겁의의。
The parameter optimal method of interval grey number prediction model was studied to improve its simulative and predictive performance in this paper .It applied Cramer rule to deduce the novel unbiased estimation method of GM (1 ,1) model common form for interval grey numbers'kernel sequence , and the simulative unbiasedness of the novel method for nonhomogeneous exponent kernel sequences has been theoretically proven and a new interval grey number prediction model has been established . Comparing the simulative accuracy of the novel model with that of the previous interval grey model without parameter optimization reveals that the novel method has better performances in terms of modeling and prediction . The findings in this paper enrich the literature of grey prediction model and pave the way towards extending the application of grey model .