引用本文:雷鸣雳,冯祖仁.参数由递推辨识的新型GM(1, 2)预测模型[J].控制理论与应用,2013,30(2):233~237.[点击复制]
LEI Ming-li,FENG Zu-ren.A novel GM(1, 2) forecasting model with parameters identified recursively[J].Control Theory and Technology,2013,30(2):233~237.[点击复制]
参数由递推辨识的新型GM(1, 2)预测模型
A novel GM(1, 2) forecasting model with parameters identified recursively
摘要点击 2619  全文点击 1167  投稿时间:2012-01-17  修订日期:2012-08-30
查看全文  查看/发表评论  下载PDF阅读器
DOI编号  10.7641/CTA.2013.20055
  2013,30(2):233-237
中文关键词  灰色预测  GM(1, 2)模型  参数辨识  粒子群算法
英文关键词  grey prediction  GM(1,2) model  parameter identification  particle swarm optimization (PSO)
基金项目  国家自然科学基金资助项目(60875043); 博士点基金资助项目(20100201110031).
作者单位E-mail
雷鸣雳* 西安交通大学 系统工程研究所
机械制造系统工程国家重点实验室 
mllei768@126.com 
冯祖仁 西安交通大学 系统工程研究所
机械制造系统工程国家重点实验室 
 
中文摘要
      为改善模型预测性能, 提出一种GM(1, 2)预测新模型. 根据模型定义式直接推导获得模型预测值递推表达式, 应用粒子群算法对递推表达式参数进行辨识. 典型算例表明, 新模型收敛速度快, 较普通及文献中改进GM(1, 2)模型具有更高的预测精度.
英文摘要
      To improve the prediction performance, we propose a novel GM(1,2) model for prediction. The recursive prediction equations are derived directly from the definition of the model. The parameters of prediction equations are identified by using the particle swarm optimization algorithm (PSO). Typical numerical examples are given to demonstrate that the novel GM(1,2) model provides faster convergence rate and higher prediction precision than conventional GM(1,2) models and other improved GM(1,2) models mentioned in references.