| 基于残差递推的自适应GM(1,1)模型 |
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| 引用本文： | 连世伟,薛 磊,王宪栋,马继廉.基于残差递推的自适应GM(1,1)模型[J].系统工程与电子技术,2013,35(10):2141-2144. |
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| 作者姓名： | 连世伟 薛 磊 王宪栋 马继廉 |
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| 作者单位： | 1.电子工程学院， 安徽 合肥 230037;
2.信息工程大学地理空间信息学院, 河南 郑州 450052;
3. 中国人民解放军 61651部队， 北京 100094;
4. 中国人民解放军 77526部队， 西藏 拉萨 850000 |
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| 摘 要： | 传统GM(1,1)模型存在不能预测波形序列的问题。在GM(1,1)模型和残差GM(1,1)模式的基础上引入了新陈代谢数组，经重新推导后得到递推GM(1,1)模型和残差递推GM(1,1)模型，将前者模型的解与后者取对数后的模型的解反相相加后，得到自适应GM(1,1)模型的解。以实例数据对上述4种方法进行仿真和比较，结果表明，自适应GM(1,1)模型较其他方法有更好的预测效果，从根本上解决了GM(1,1)模型对波形序列的预测问题。
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Adaptive GM(1,1) model based on residual recurrence |
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| LIAN Shi-wei,XUE Lei,WANG Xian-dong,MA Ji-lian.Adaptive GM(1,1) model based on residual recurrence[J].System Engineering and Electronics,2013,35(10):2141-2144. |
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| Authors: | LIAN Shi-wei XUE Lei WANG Xian-dong MA Ji-lian |
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| Institution: | 1.Electronic Engineering Institute of the PLA, Hefei 230037, China;;
2. Geospatial Information Institute, Information Engineering University, Zhengzhou 450052, China;;
3. Unit 61651 of the PLA, Beijing 100094, China;
4. Unit 77526 of the PLA, Lhasa 850000, China |
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| Abstract: | There exists a problem that wave sequence can not be forecasted in the traditional GM(1,1) model. Based on GM(1,1) model and residual GM(1,1) model, the recurrence GM(1,1) model and the residual recurrence GM(1,1) model are established by introducing a metabolism array. After inverting adding the solution of the former model with the one of the model obtained from taking logarithm on the latter, the solution of adaptive GM(1,1) model is presented. Instance data simulation and comparison of these four methods, the results show that the adaptive GM (1,1) model has better prediction than other methods. It proposes a fundamental solution to predict wave sequence by the GM (1,1) model. |
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