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近似非齐次指数增长序列的间接DGM(1,1)模型分析
引用本文:曾波,刘思峰.近似非齐次指数增长序列的间接DGM(1,1)模型分析[J].统计与信息论坛,2010,25(8):30-33.
作者姓名:曾波  刘思峰
作者单位:1. 重庆工商大学,商务策划学院,重庆,400067;南京航空航天大学,经济与管理学院,江苏,南京,210016
2. 南京航空航天大学,经济与管理学院,江苏,南京,210016
基金项目:国家自然科学基金项目《具有灰色不确定信息特征的GM 拓展预测模型及其应用研究》,教育部博士点基金项目《基于GTRS仿真网络的非常规突发事件情景推演与测算问题研究》 
摘    要:DGM(1,1)模型对近似齐次指数增长序列具有较高的预测精度,而实际上服从近似齐次指数增长规律的数据序列十分有限。根据灰色系统理论的差异信息原理,通过原始序列的累减生成将近似非齐次指数增长序列转化为近似齐次指数增长序列,对累减生成序列建立DGM(1,1)模型,并在此基础上实现对原始序列的还原以达到数据模拟及预测之目的。因原始序列的累减生成最大可能地满足了建模序列的齐次性要求,提高了模拟及预测精度,拓展了模型的适用范围,故通过算例验证了此种改进方法的简单性、实用性及有效性。

关 键 词:灰色系统理论  预测模型  间接DGM(1  1)模型  非齐次指数增长序列  累减生成

Analysis of Indirect DGM (1, 1) Model of Non-Homogeneous Exponential Incremental Sequences
ZENG Bo,LIU Si-feng.Analysis of Indirect DGM (1, 1) Model of Non-Homogeneous Exponential Incremental Sequences[J].Statistics & Information Tribune,2010,25(8):30-33.
Authors:ZENG Bo  LIU Si-feng
Institution:1.School of Business Planning,Chongqing Technology and Business University,Chongqing 400067,China;2.School of Economics and Management,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China)
Abstract:The precision,with applying the DGM(1,1)model to forecast a homogeneous exponential incremental sequence,is satisfactory;however,incremental sequences which are approximate to meet the homogeneous exponential distribution are very limited.According the principle of informational differences in grey system theory,a non-homogeneous exponential incremental sequence may be converted into a homogeneous one through inverse accumulating generator of a raw sequence,next,a model of DGM(1,1) is built by the new sequence,and then,after reverting to the original sequence,it can accomplish the targets of simulation and prediction for the raw sequence.An indirect DGM(1,1)model,with approximately meeting the homogeneity demand of a modeling sequence by the greatest possible degree,improves the precision of simulation and prediction,extends the range of application of the raw DGM.Ultimately,two examples show the simplicity,practicability and validity of the improved approach.
Keywords:grey system theory  prediction model  indirect DGM(1  1)model  non-homogeneous exponential incremental sequence  inverse accumulating generator
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