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系统工程理论与实践 2005
A Class of Algorithms for Estimating GM(1,1) Model Parameter
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Abstract:
Use a group of methods that difference quotient replaces the derivative in grey differential equation, present a great deal minimization criterions of estimating GM(1,1) model parameter, study systematically that different difference quotient or linear combination of different difference quotient combine with different minimization criterion may gain a class of algorithms for estimation GM(1,1) model parameter, point out that the algorithms given in many articles belong to a class of algorithm. Generally, different time series satisfies different difference scheme, or satisfies linear combination of different difference scheme, so, in accordance with the need of different practical problem, the satisfying algorithm is chosen from a class of algorithms. Calculation results show that using model test standard is uniform with minimization criterion of estimation GM(1,1) model parameter, so the result is satisfied.