基于非等距序列的累积方法及其应用

Xiangyan Zeng, L. Shu
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引用次数: 0

摘要

提出了基于非等距序列的累积方法。给出了非等距序列各阶的累加和。然后利用累积法对建立在非等距序列上的模型进行参数估计。将该方法引入到非等距GM(1,1)模型中,提出了一种新的参数估计公式。在此基础上,给出了一个新的预测公式,该公式直接由模型的定义姿态推导而来,可以代替白色响应。分析结果表明,将累积法应用于非等距GM(1,1)模型取得了较好的效果,改进模型具有较好的预测精度。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The accumulating method based on non-equidistant sequence and its applications
The accumulating method based on the non-equidistant sequence is proposed. Accumulated sum of each order of the non-equidistant sequence is given. Then the accumulating method can be applied to estimate parameters of the model built on the non-equidistant sequence. A new formula of the parameter estimation is proposed after introducing this method into the non-equidistant GM(1,1) model. Furthermore, a new forecasting formula is given, which is deduced directly from the defining pose of the model and can take the place of the white response. The analyzing results conclude that good effects are obtained when the accumulating method is applied into the non-equidistant GM(1,1) model and a good forecasting precision of the improved model is achieved.
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