电信科学 ›› 2016, Vol. 32 ›› Issue (11): 64-70.doi: 10.11959/j.issn.1000-0801.2016279

• 研究与开发 • 上一篇    下一篇

初始条件优化的近似指数序列灰色建模方法

岳赟,卢光跃   

  1. 西安邮电大学无线网络安全技术国家工程实验室,陕西 西安 710121
  • 出版日期:2016-11-20 发布日期:2017-06-05
  • 基金资助:
    陕西省工业攻关项目;陕西省工业攻关项目

Grey modeling method for approximate exponential sequence of optimizing initial condition

Yun YUE,Guangyue LU   

  1. National Engineering Laboratory for Wireless Security,Xi'an University of Posts and Telecommunications,Xi'an 710121,China
  • Online:2016-11-20 Published:2017-06-05
  • Supported by:
    The Industrial Program of Shaanxi Province of China;The Industrial Program of Shaanxi Province of China

摘要:

灰色GM(1,1)预测方法仅针对累加生成满足近似指数特点的原始序列建立预测模型。为了拓宽传统灰色预测模型的应用范围,设计了通过优化初始条件提高灰色 GM(1,1)预测精度的新方法——DGM(1,1,c,β)模型。对满足近似指数的原始序列建立DGM(1,1,c,β)模型,利用粒子群算法求解模型参数。最后,通过实例验证了所提出的DGM(1,1,c,β)预测模型的有效性和实用性。

关键词: 灰色GM(1,1)模型, 初始条件, PSO算法, DGM(1,1,c,β)模型

Abstract:

Grey GM(1,1)prediction method is only suitable for the prediction model of the original sequence which satisfies the characteristic of the approximate exponential through the accumulated generating operation.In order to widen the application range of the traditional grey prediction model,a new method,dubbed DGM(1,1,c,β)model(direct grey model),was proposed to improve the accuracy of grey GM(1,1)prediction by optimizing initial conditions.DGM(1,1,c,β)model was established for the original sequence conforming to the approximate exponential and the model parameters were obtained by the particle swarm optimization algorithm.Both the simulation and analysis of the example demonstrate that the proposed method is more effective and practical.

Key words: grey GM(1,1)model, initial condition, PSO algorithm, DGM(1,1,c,β)model

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