Research on properties and optimization of unequal interval GM(1, 1) model

被引：0
|
作者：
Ding S. [1 ]
Dang Y. [1 ]
Xu N. [2 ]
Feng Y. [1 ]
机构：
[1] College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing
[2] College of Management Science and Engineering, Nanjing Audit University, Nanjing
来源：
| 2018年 / Systems Engineering Society of China卷 / 38期
基金：
中国国家自然科学基金;
关键词：
GM(1; 1); model; Initial condition; Initial value; Optimization; Unequal interval;
D O I：
10.12011/1000-6788(2018)06-1575-11
中图分类号：
学科分类号：
摘要：
According to the matrix theory, the simplified matrix forms of parameters in the unequal interval GM(1, 1) model is put forward, the properties and the effect on the modelling precision of the unequal interval GM(1, 1) model are studied under the contractive transformation and optimization of the initial point, respectively. Under the algorithm of minimizing the square sum of the relative error between the original series and the forecasting sequences, the optimizing formula of parameters are put out with the optimization of the initial condition and the initial point, respectively. Subsequently, it can be found that the two optimized approaches can obtain the similar accuracy of prediction. Then, the weighting coefficient of λ is introduced to reflect the patterns of the new and old information in the 1-AGO sequence. And the unequal interval GM(1, 1) based on perfect information is proposed with the optimized initial condition. Eventually, examples show that, the precision of simulation and prediction can both be improved by the novel model, and the modeling accuracy can be further enhanced by employing the optimized initial condition with the extraction of the effective information in the new and old series. © 2018, Editorial Board of Journal of Systems Engineering Society of China. All right reserved.
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收藏
页码：1575 / 1585
页数：10
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