计算机工程与应用Issue(10):61-64,146,5.DOI:10.3778/j.issn.1002-8331.1311-0235
利用非线性规划方法最优化灰色预测模型
Optimization of grey prediction model using nonlinear programming method
摘要
Abstract
A nonlinear programming method is used to optimize grey prediction model case in GM(1,1)model, the goal of the nonlinear programming model is the minimum average relative error of reduction series and raw series, by using mathematical software LINGO 11.0, the global optimal solution can be got, so as to establish a corresponding optimal GM(1,1)model. It is proved that the optimal GM(1,1)model has white exponential law coincidence property, the optimal GM(1,1)model’s simulation precision and forecast precision are increased greatly with a lot of data’s analysis.关键词
GM(1,1)模型/平均相对误差/模拟精度/非线性规划Key words
GM(1,1)model/average relative error/simulation precision/nonlinear programming分类
数理科学引用本文复制引用
陈友军,何洪英,魏勇..利用非线性规划方法最优化灰色预测模型[J].计算机工程与应用,2014,(10):61-64,146,5.基金项目
四川省教育厅重点项目(No.11ZA040)。 ()