Effect Comparison of Determining Parameter Methods in GM (1,1)

For the GM (1, 1) model is applicable to nearly exponential case, the concept of using minimum sum of error square is proposed to develop new prediction mode. At first, two kinds of simple and quick methods to estimate the development coefficient α are determined directly via approximately estimating the common ratio. Then let the response coefficient c of the time response sequence undetermined, and the simulating formula of the original sequence is obtained by reducing. Again, using four different objective functions to determine the prediction coefficients, and eight kinds of prediction models are constructed through the combination. While adding the original model and other existing four optimization models, a total of thirteen kinds of prediction models are obtained for simulation comparison at the same time. Through example calculation, finding that starting from the angle of average relative error, using the arithmetic mean of the original sequence stepwise to identify the development coefficient and prediction coefficient is the best way to construct the model, and the result can be used as reference in prediction field.

並列關鍵字

GM (1,1) ； Near-homogeneous index series ； Development coefficient ； Prediction coefficient ； Exponential coincidence property ； Coefficient coincidence property

國際替代計量

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