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无偏直接PGM(1,1)模型及其优化
引用本文:陈鹏宇,段新胜. 无偏直接PGM(1,1)模型及其优化[J]. 三峡大学学报(自然科学版), 2009, 31(5): 66-68
作者姓名:陈鹏宇  段新胜
作者单位:中国地质大学(武汉)工程学院,武汉,430074
基金项目:中国地质大学大学生科研立项基金 
摘    要:无偏直接GM(1,1)模型在原始数据为纯指数序列时能保持无偏性,但在原始数据为近似指数序列时,不是最佳无偏直接GM(1,1)模型.提出了一种无偏直接PGM(1,1)模型,并以模式搜索法求解最佳权值P,同时由于无偏直接GM(1,1)模型默认经过了初始点,因此对初始值进行了修正,结合具体数据将无偏直接GM(1,1)模型与无偏直接PGM(1,1)模型进行了比较,结果表明无偏直接PGM(1,1)模型优于无偏直接GM(1,1)模型.

关 键 词:无偏直接GM(1,1)模型  无偏直接PGM(1,1)模型  模式搜索

Unbiased Direct PGM (1,1) and Its Optimization
Chen Pengyu,Duan Xinsheng. Unbiased Direct PGM (1,1) and Its Optimization[J]. Journal of China Three Gorges University(Natural Sciences), 2009, 31(5): 66-68
Authors:Chen Pengyu  Duan Xinsheng
Affiliation:Chen Pengyu Duan Xinsheng (Faculty of Engineering, China University of Geosciences, Wuhan 430074, China)
Abstract:Unbiased direct GM (1, 1) can keep the unbiased characteristic when original data is an exponential sequence, but it is not the best unbiased direct grey model when original data is close to an exponential sequence. An unbiased direct PGM (1, 1) is proposed. The best weight p is worked out by using pattern search method. And because unbiased direct PGM (1, 1) pretermits to pass the initial point, so the initial value is amended. The comparison between unbiased direct PGM (1, 1) and unbiased direct GM (1, 1) is made. The results demonstrate that the proposed model is superior to unbiased direct GM (1, 1).
Keywords:unbiased direct GM(1,1)  unbiased direct PGM(1,1)  pattern search
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