New method of estimating model parameters of modified GM（1，1）

doi:10.3778/j.issn.1002-8331.2008.24.017

Computer Engineering and Applications ›› 2008, Vol. 44 ›› Issue (24): 62-64.DOI: 10.3778/j.issn.1002-8331.2008.24.017

• 理论研究 • Previous Articles Next Articles

New method of estimating model parameters of modified GM（1，1）

GUO Wen-yan,REN Da-wei

School of Science，Xi’an University of Technology，Xi’an 710048，China

Received:2008-03-13 Revised:2008-04-18 Online:2008-08-21 Published:2008-08-21
Contact: GUO Wen-yan

新息改进GM（1，1）模型参数估计的新方法

郭文艳,任大卫

西安理工大学理学院，西安 710048

通讯作者: 郭文艳

Abstract

Abstract: In order to improve the forecast precision of modified GM（1，1） model，a new parameter estimation formula based on accumulating method to modified GM（1，1） model is proposed.This new method reduces the calculation quantity and complexity because it avoids large numbers of matrix operations.The computation results show that accumulating method modified GM（1，1） model has higher forecast precision than other GM（1，1） model.So the accumulating method modified GM（1，1） model can be applied extensively.

Key words: modified GM（1, 1） model, accumulating method, parameter estimation

摘要： 为了提高新息改进GM（1，1）模型的预测精度，引入累积法对新息改进GM（1，1）模型的参数进行估计，给出了新的参数估计公式。该方法避免了大量的矩阵运算，降低了计算量。数值计算结果表明，累积法新息改进GM（1，1）模型具有很高的预测精度，是一种值得推广的新模型。

关键词: 新息改进GM（1, 1）模型, 累积法, 参数估计

GUO Wen-yan,REN Da-wei. New method of estimating model parameters of modified GM（1，1）[J]. Computer Engineering and Applications, 2008, 44(24): 62-64.

郭文艳,任大卫. 新息改进GM（1，1）模型参数估计的新方法[J]. 计算机工程与应用, 2008, 44(24): 62-64.

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New method of estimating model parameters of modified GM（1，1）

新息改进GM（1，1）模型参数估计的新方法

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