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以最优化方法求解基于趋势关联分析的灰色预测问题

作者:时间:2014-10-20点击数:

PDF全文下载:2011030317

王勇

(青岛科技大学 环境与安全工程学院,山东 青岛 266042)

摘要:  基于趋势关联度的灰色预测方法是一种较好的系统预测方法,但是报道的采用正交表策略进行求解的方法存在一定的缺陷,为此,本研究提出采用构造最优化数学模型的方法来求解基于趋势关联度的灰色预测问题,并进行了实例预测计算。预测值很接近于实际值,且要优于采用正交表策略的求解值和GM(1, 1)模型的预测值,表明构造最优化问题的方法可以很好地求解基于趋势关联度的灰色预测问题。

关键词:   灰色预测; 正交表; 最优化; 趋势关联度; 相似系统原理

中图分类号: N 945.24文献标志码: A

Application of the Optimization Method in the Prediction Based on the Grey Correlation Analysis of Time Series

WANG Yong

(College of Environmentand Safety Engineering,QingdaoUniversityof Science and Technology,Qingdao266042,China)

 Abstract: The prediction method based on the grey correlation analysis is applicable to system predictions. However, there are defects in the reported solving strategy based on the orthogonal design. In this paper it was suggested to construct an optimization problem to obtain the prediction value, which could theoretically avoid missing the calculation steps of the grey correlation. The optimization method was applied in an example and gave a predicted value which was closer to the practice than predictions of the grey model GM(1, 1) and the solving strategy based on the orthogonal design. It is indicated that the optimization method can effectively solve the prediction process based on the grey correlation analysis.

Key words: grey prediction; orthogonal design; optimization; grey correlation analysis; similarity principle

 收稿日期: 2010-11-22

基金项目: 青岛科技大学引进人才科研启动基金项目(20100022440).

作者简介: 王勇(1979—),男,博士.

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