| 估计GM(1,1)模型参数的一种新方法 |
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| 引用本文： | 刘威,崔高锋.估计GM(1,1)模型参数的一种新方法[J].系统工程与电子技术,2009,31(2):471-474. |
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| 作者姓名： | 刘威 崔高锋 |
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| 作者单位： | 1. 中国飞行试验研究院, 陕西, 西安, 710089;2. 中国人民解放军96626部队, 福建, 泉州, 362100 |
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| 摘 要： | 考虑到最小二乘法则的不足及背景值参数和边值的影响,提出基于最小一乘准则估计GM(1,1)模型参数,得到新的预测公式,引入粒子群算法直接求解最小一乘问题即可得到模型参数,简化了以往改进模型的二次求解过程.数值计算结果表明,基于粒子群算法及最小一乘准则估计灰色模型参数,对于平稳或非平稳序列,都具有较高的拟合与预测精度.
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| 关 键 词： | 最小一乘法则 粒子群算法 背景值 边值 |
| 收稿时间： | 2007-10-20 |
| 修稿时间： | 2008-04-16 |
New method for the estimation of GM(1,1) parameters |
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| LIU Wei,CUI Gao-feng.New method for the estimation of GM(1,1) parameters[J].System Engineering and Electronics,2009,31(2):471-474. |
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| Authors: | LIU Wei CUI Gao-feng |
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| Institution: | 1. Chinese Flight Test Establishment, Xi'an 710089, China;2. No.96626 Unit. of PLA, Quanzhou 362100, China |
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| Abstract: | Considering the disadvantage of the least square criteria and the influence of background value parameter and boundary improvement condition to model prediction accuracy,the least absolute criteria is offered to estimate the parameters of GM(1,1),and the new grey prediction formula is proposed.The parameters are obtained by particle swarm optimization in one step,predigesting the usual process based on the two steps method.The Analysis of some examples indicates that the new method improves the precision of fitting and forecasting of the model for stable or unstable data sequence. |
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| Keywords: | GM(1 1) |
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