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基于Markov理论的改进灰色GM(1,1)预测模型研究

高蔚

计算机工程与科学2011,Vol.33Issue(2):159-163,5.
计算机工程与科学2011,Vol.33Issue(2):159-163,5.DOI:10.3969/j.issn.1007-130X.2011.02.031

基于Markov理论的改进灰色GM(1,1)预测模型研究

An Improved GM(1,1) Forecast Model Based on the Markov Theory

高蔚1

作者信息

  • 1. 上海工程技术大学汽车学院,上海,201620
  • 折叠

摘要

Abstract

Based on the gray method of forecast, the Markov chains forecast method is presented and a gray-Markov model for forecast is proposed in this paper.The solution of the statistical model is got by the merits combination of both gray forecast and the Markov forecast, a gray system model is used to forecast the general trend of the data series ' changing status, and a time series Markov chain model is used to forecast the fluctuation of data change along the general trend.The example of highway transport enterprise shows that the model can well and truly forecast the evolvement and the changing trend of the data series status.The precision of the gray-Markov model for forecast is better than that of the gray model.

关键词

灰色模型/马尔可夫模型/不确定度/优化

Key words

gray model/ Markov model/ uncertainty/ optimization

分类

交通工程

引用本文复制引用

高蔚..基于Markov理论的改进灰色GM(1,1)预测模型研究[J].计算机工程与科学,2011,33(2):159-163,5.

基金项目

上海高校知识创新工程(085工程)建设项目(JZ0901) (085工程)

计算机工程与科学

OA北大核心CSCDCSTPCD

1007-130X

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