预测系统

所属分类:matlab编程
开发工具:Windows_Unix
文件大小:3KB
下载次数:456
上传日期:2005-01-26 15:33:02
上 传 者ying_jun5201314
说明:  灰色预测模型称为CM模型,G为grey的第一个字母,M为model的第一个字母。GM(1,1)表示一阶的,一个变量的微分方程型预测模型。GM(1,1)是一阶单序列的线性动态模型,主要用于时间序列预测。 一、GM(1,1)建模 设有数列 共有 个观察值 对 作累加生成,得到新的数列 ,其元素 (5-1) 有: 对数列 ,可建立预测模型的白化形式方程, (5-2) 式中: ——为待估计参数。分别称为发展灰数和内生控制灰数。设 为待估计参数向量 则 按最小二乘法求解, 有: (5-3) 式中: (5-4) (5-5) 将(5-3)式求得的 代入(5-2)式,并解微分方程,有 (1,1)预测模型为: (5-6)
(gray forecasting model called CM model, the G-gray of a letter, the M model for the first letter. GM (1,1), a band of a variable type of differential equation models. GM (1,1) is a sequence of single-band linear dynamic model, mainly for time series prediction. A GM (1,1) model series with a total value of observation for the cumulative production, to a new series of its elements (5-1) : The series, we can establish the prediction model albino form of equation (5-2) where :-- to question the estimated parameters. The development will be known as the gray and hygiene control within a few gray. Set parameters to be estimated according to Vector least squares method, are : (5-3) where : (5-4) (5-5) (5-3) that obtained in lieu of income (5-2)- and solutions differential equations, (1 1) Fore)

文件列表:
danxuxingfa.m (532, 2005-01-26)
GM11.m (6344, 2005-01-26)

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