Computer Engineering and Applications ›› 2014, Vol. 50 ›› Issue (10): 61-64.
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CHEN Youjun, HE Hongying, WEI Yong
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陈友军,何洪英,魏 勇
Abstract: A nonlinear programming method is used to optimize grey prediction model case in GM(1,1) model, the goal of the nonlinear programming model is the minimum average relative error of reduction series and raw series, by using mathematical software LINGO 11.0, the global optimal solution can be got, so as to establish a corresponding optimal GM(1,1) model. It is proved that the optimal GM(1,1) model has white exponential law coincidence property, the optimal GM(1,1) model’s simulation precision and forecast precision are increased greatly with a lot of data’s analysis.
Key words: GM(1, 1) model, average relative error, simulation precision, nonlinear programming
摘要: 提出针对GM(1,1)模型的时间响应式及还原式,可建立一个非线性规划的最优化模型,这个模型的目标是使GM(1,1)模型的还原值序列与原始值序列间的平均相对误差最小,使用数学软件LINGO 11.0,可以直接求解得到这个模型的全局最优解,从而建立一个对应的最优化GM(1,1)模型。证明了采用新方法建立的GM(1,1)模型具有白指数重合律,通过大量的数据分析发现,最优化GM(1,1)模型的模拟精度及预测精度都有了相当大的提高。
关键词: GM(1, 1)模型, 平均相对误差, 模拟精度, 非线性规划
CHEN Youjun, HE Hongying, WEI Yong. Optimization of grey prediction model using nonlinear programming method[J]. Computer Engineering and Applications, 2014, 50(10): 61-64.
陈友军,何洪英,魏 勇. 利用非线性规划方法最优化灰色预测模型[J]. 计算机工程与应用, 2014, 50(10): 61-64.
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