引入时变递增因子的加权等维新息模型及预测

从灰色系统理论入手 ,针对已发生的时间序列的一组变形观测数据 ,按其可靠性随时间成正比例变化的特性 ,引入时变递增因子来定权 ,并及时更新数据 ,用最新的数据替换老的数据 ,建立等维新息模型 ,以保证原始数据对模型的作用 ,使模型更能反映实际 .实例计算分析表明 :该模型样本需求量小 ,计算简单 ,能动态地反映出系统的时变特性 ,并使预测精度得到有效的提高

Weighted Grey Model and Forecasting Considering Time-change Peculiarity

Based on the theory of grey system,the paper discusses a method for building a weighted model of equal dimension and new information that is to use a time-change increasing factor from deformation observing time series according to the peculiarity of reliability of these data being in direct proportion to time.This will ensure that original data can act on the model by updating and replacing old data so that the model will give a much more actual situation.It states through calculation and analysis for the sample that the size of model sample is small,the calculation of model is easy,and the peculiarity of time-change of system can be reflected dynamically,so the forecasting precision can be improved efficiently.