Optimization of initial value in unbiased GM(1, 1) power model

被引：4

作者：

机构：

[1] School of Economics and International Trade, Zhejiang University of Finance and Economics

来源：

Wang, Z.-X. (jenkin226@163.com) | 2013年 / Chinese Institute of Electronics卷 / 35期

关键词：

Grey system; Initial value; Optimization; Unbiased GM(1; 1) power model;

D O I：

10.3969/j.issn.1001-506X.2013.03.20

中图分类号：

学科分类号：

摘要：

In view of the problem of optimizing the initial value in an unbiased GM (1, 1) power model, two optimization methods are studied under the conditions that the structural parameters are known and unknown respectively. An optimization model minimizing the sum of error squares of first-order accumulated generating sequence and its simulated one in theory is constructed, and the analytical solution of this model is also deduced when the structural parameters are known. Under the condition that the structural parameters are unknown, optimal initial conditions are considered as pending variables, a nonlinear optimization model based on the prediction error minimization criterion is also established and solved to obtain the best initial value and structural parameters by Matlab. The results show that the prediction accuracy of traditional unbiased GM(1, 1) power model is significantly improved by the proposed optimization method.

引用

页码：569 / 573

页数：4

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