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基于微分方程数值解的灰色预测建模
引用本文:程毛林,韩云. 基于微分方程数值解的灰色预测建模[J]. 系统工程, 2012, 0(4): 123-126
作者姓名:程毛林  韩云
作者单位:苏州科技学院数理学院;苏州科技学院经济与管理学院
基金项目:全国统计科学研究(计划)项目(2011LZ050)
摘    要:灰色预测建模方法较多,预测精度主要取决于模型参数的估计,本文给出一种新的思想,将已知的观测值看作是微分方程在不同结点(时间)处的近似解,利用微分方程数值解法推算公式,使用最小二乘法原理,让其局部截断误差的平方和最小来估计未知参数,进而建立灰色预测模型。实例表明,本方法预测精度高。

关 键 词:微分方程  数值解  灰色预测  建模

Grey Forecasting Modeling Based on Differential Equation Numerical Solution
CHENG Mao-lin,HAN Yun. Grey Forecasting Modeling Based on Differential Equation Numerical Solution[J]. Systems Engineering, 2012, 0(4): 123-126
Authors:CHENG Mao-lin  HAN Yun
Affiliation:1.School of Mathematics and Physics,University of Science and Technology of Suzhou,Suzhou 215009,China;2.School of Economy and Management,University of Science and Technology of Suzhou,Suzhou 215009,China)
Abstract:There are many methods of grey forecasting modeling and the forecasting accuracy is mainly decided by the estimate of model parameter.This paper gives a kind of new thought by treating observation value look upon differential equation near solution that is different crunode(time) place,using the reckons formula of differential equation numerical solution and the least square principleses,allow error square sum of local truncation least to estimate parameter,then build up a grey forecasting model.The example expresses,this method forecasting is high accuracy.
Keywords:Differential Equation  Numerical Solution  Grey Forecasting  Modeling
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