计算机工程与应用2019，Vol.55Issue(24)：41-45,5.DOI:10.3778/j.issn.1002-8331.1812-0390
基于数值积分公式的GM(1,1)模型优化研究
Research and Its Optimization of GM(1, 1)Model Based on Numerical Integration Formula
沈艳 1尹金姗 1韩帅 1韩煜1
作者信息
- 1. 哈尔滨工程大学 理学院,哈尔滨 150001
- 折叠
摘要
Abstract
The least square method is used to solve the parameters in GM(1, 1)model. When there are outliers in the data, this method will increase the prediction error of the model. From the viewpoint of optimizing parameters, the fourth-order Runge-Kutta method based on Simpson integral formula is used to modify the parameter identification of GM(1, 1)model, and a new improved GM(1, 1)model is proposed to reduce the prediction error of the model. At the same time, the scope of application of the improved model is further analyzed from two cases of different values of development coefficient and different prediction steps. Finally, an example is given to verify the effectiveness of the improved model.关键词
GM(1,1)模型/发展系数/参数辨识/改进模型Key words
GM(1, 1)model/development coefficient/parameter identification/improved model分类
数理科学引用本文复制引用
沈艳,尹金姗,韩帅,韩煜..基于数值积分公式的GM(1,1)模型优化研究[J].计算机工程与应用,2019,55(24):41-45,5.
