| 基于振幅压缩的随机振荡序列预测模型 |
| |
| 引用本文： | 曾波,刘思峰.基于振幅压缩的随机振荡序列预测模型[J].系统工程理论与实践,2012,32(11):2493-2497. |
| |
| 作者姓名： | 曾波 刘思峰 |
| |
| 作者单位： | 1. 重庆工商大学 商务策划学院, 重庆 400067;2. 南京航空航天大学 经济与管理学院,南京 210016 |
| |
| 基金项目： | 国家自然科学基金(71271226);重庆市自然科学基金(CSTC2012jjA00017);教育部人文社科青年基金(11YJC630273);重庆市教委科学技术研究项目(KJ120706) |
| |
| 摘 要： | 以提高灰色系统预测模型对随机振荡序列的预测精度为目的, 提出了一种通过平滑性算子压缩随机振荡序列振幅, 提高序列光滑度的算法, 并在此基础上推导及建立随机振荡序列的灰色预测模型; 将该模型应用于多组随机振荡序列的模拟, 并与其他模型的模拟精度进行了比较, 结果表明, 新模型能显著提高随机振荡序列的模拟精度.
|
| 关 键 词： | 灰色系统理论 预测模型 随机振荡序列 振幅压缩 |
| 收稿时间： | 2010-08-18 |
Prediction model of stochastic oscillation sequence based on amplitude compression |
| |
| ZENG Bo
,
LIU Si-feng.Prediction model of stochastic oscillation sequence based on amplitude compression[J].Systems Engineering —Theory & Practice,2012,32(11):2493-2497. |
| |
| Authors: | ZENG Bo LIU Si-feng |
| |
| Institution: | 1. College of Business Planning, Chongqing Technology and Business University, Chongqing 400067, China;2. College of Economic and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China |
| |
| Abstract: | In order to improve the predictive accuracy of grey system prediction model with a stochastic oscillation sequence, this paper proposes an algorithm which can compress the amplitude and improve the smoothness of a stochastic oscillation sequence through a smoothness operator, and then deduces and establishes the prediction model of stochastic oscillation sequence. Through some examples' simulation, this paper compares simulation errors of this model with others; the results show that this novel method can evidently improve the simulative accuracy of stochastic oscillation sequence. |
| |
| Keywords: | grey system theory prediction model stochastic oscillation sequence amplitude compression |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《系统工程理论与实践》浏览原始摘要信息 |
| 点击此处可从《系统工程理论与实践》下载免费的PDF全文 |
