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基于高阶AGO生成的GM(1,1)模型

The GM (1,1) Model Based on High Order AGO Generation

Submit Time: 2021-05-07
Author: 倪嘉雨 1 ; 涂缘 1 ;
Institute: 1.四川大学 物理学院;

Abstracts

近年来,灰色系统理论在各个领域中的应用愈发广泛.在灰色预测模型中,GM(1,1)模型最为核心与基础,但该模型对振荡序列难以进行模拟,且振荡序列往往无法通过准指数律检验,这削弱了GM(1,1)模型的应用范围.本文利用GM(1,1)模型对单调序列的模拟,对振荡序列的1-AGO序列建立 GM(1,1)模型.再通过引入修正项的IAGO操作,还原到对原振荡序列的模拟.建立了改进的GM(1,1)模型,弥补了传统GM(1,1)模型对振荡序列模拟的缺陷.
[英文摘要]In recent years, Grey system theory has been widely used in various fields. Among the Grey Prediction Models, the GM (1,1) model is the core and foundation. However, due to the exponential time response sequence, GM (1,1) model is difficult to simulate the oscillation sequence, and the oscillation sequence can not pass the GM (1,1) pre modeling test. These factors weaken the application of GM (1,1) model. The paper establishes GM (1,1) model for the 1-AGO sequence of oscillation sequence, by using the advantage of monotone sequence simulation of GM (1,1) model. Then, the IAGO operation with correction term is introduced to restore the simulation of oscillation sequence. Finally, an improved GM (1,1) model is established to make up for the defect of the traditional GM (1,1) model in the simulation of oscillation sequence.
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From: 倪嘉雨
DOI:10.12074/202105.00041
Recommended references: 倪嘉雨,涂缘.(2021).基于高阶AGO生成的GM(1,1)模型.[ChinaXiv:202105.00041] (Click&Copy)
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[V1] 2021-05-07 13:25:24 chinaXiv:202105.00041V1 Download
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