中北大学学报（自然科学版）Issue(2)：113-117,5.DOI:10.3969/j.issn.1673-3193.2015.02.004
基于两次改进灰色加权马尔可夫模型的 CPI 预测
CPI Forecast Based on Two Improved Gray Weighted Markov Model
摘要
Abstract
Using gray weighted Markov prediction model,the consumer price index (CPI)was studied, and on this basis two improvements were carried on.First,unbiased gray weighted Markov model was used to improve,and the inherent deviation of the original model was eliminated.And secondary im-provements based on the progressive transition probability matrix increased the latest forecast data in forecasting,and removed the data in the furthest distance.Finally,the CPI data from June,2013 to March,2014 were used to forecast the data in April and May of 2014.The results show that the two im-proved gray weighted Markov model compared with the general weighted grey Markov model,the aver-age relative error is about 30% less,and the effect is better.关键词
灰色加权马尔可夫/无偏灰色加权马尔可夫/递进转移概率矩阵/CPI 预测Key words
grey weighted Markov/unbiased gray weighted Markov/progressive transition probability matrix/CPI forecast分类
管理科学引用本文复制引用
田红霞..基于两次改进灰色加权马尔可夫模型的 CPI 预测[J].中北大学学报（自然科学版）,2015,(2):113-117,5.基金项目
国家自然科学基金项目(11401541) （11401541）
