时变GM(1,1)的参数估计

IF 1 4区工程技术 Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Journal of Grey System Pub Date : 2006-06-01 DOI:10.30016/JGS.200606.0007

Neng-Yih Shih, Neng-Jin Shih, Wen-Chun Yu

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引用次数: 1

摘要

本文提出了一种时变GM(1,1) (TVGM(1,1))，并使用带遗忘因子的递推最小二乘估计模型参数。TVGM(1,1)为数据不统一的环境提供了自适应参数。我们可以很好地跟踪系统响应。计算机仿真确实显示了该方法的优异性能，而且传统GM(1,1)中数据预处理的平滑方法和背景值方法也可以应用于本文提出的TVGM(1,1)，提高了系统的可靠性，扩展了应用领域。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Parameter Estimation of Time-varying GM(1,1)

In this paper, we proposes a Time-Varying GM (1,1) (TVGM(1,1)), and using recursive least square with forgetting factor to estimate model parameters. The TVGM (1,1) provide adaptation parameter for the data does not unity environment. Which we can track system response well. From computer simulation indeed show the excellent performance, and what's more, the smoothing method and background value method for preprocessing data in the traditional GM(1,1) can be also applied to the proposed TVGM (1,1) to increase the system reliability and extend the application fields.

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来源期刊

Journal of Grey System 数学-数学跨学科应用

CiteScore

2.40

自引率

43.80%

发文量

审稿时长

1.5 months

期刊介绍： The journal is a forum of the highest professional quality for both scientists and practitioners to exchange ideas and publish new discoveries on a vast array of topics and issues in grey system. It aims to bring forth anything from either innovative to known theories or practical applications in grey system. It provides everyone opportunities to present, criticize, and discuss their findings and ideas with others. A number of areas of particular interest (but not limited) are listed as follows: Grey mathematics- Generator of Grey Sequences- Grey Incidence Analysis Models- Grey Clustering Evaluation Models- Grey Prediction Models- Grey Decision Making Models- Grey Programming Models- Grey Input and Output Models- Grey Control- Grey Game- Practical Applications.