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多变量时滞GM(1,N)模型及其应用

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针对具有时滞因果关系的小样本系统建模问题,提出一种灰色多变量时滞GM(1,N)模型及其求解方法;考虑到相关变量累加序列变化量较大的情形下,驱动项不能被视为灰常量的问题,给出了时滞GM(1,N)模型的一种派生模型.在此基础上,通过数值仿真和实例分析验证了新模型的有效性.数值结果表明:时滞GM(1,N)模型能够较好地描述和预测含时滞特征的小样本数据系统的运行规律,不考虑相关因素的时滞作用时,时滞GM(1,N)模型退化为经典的GM(1,N)模型.
Multivariable time-delayed GM(1,N) model and its application
As to the modeling problems in small sample systems with time-delay causality, the multivariable grey time-delay GM(1,N) model and its solving method are proposed. Considering that driving items in the model can not be seen as grey constants when the accumulative sequences of relevant variables change significantly, a derived GM(1,N) model with time-delay is further deduced. On this basis, the effectiveness of the new model is verified by the numerical simulation and actual examples. Results show that the time-delay GM(1,N) model can better describe and predict delay characteristics of systems with small sample data. The time-delay GM(1,N) model degenerates to the traditional one without considering the factor of time-delay.

grey systemGM(1,N) modeltime-delaymodelingforecasting

王正新

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浙江财经大学经济与国际贸易学院,杭州310018

浙江财经大学中国金融研究院,杭州310018

灰色系统 GM(1,N)模型 时滞 预测

国家自然科学基金国家自然科学基金国家自然科学基金国家自然科学基金浙江省自然科学基金

71101132712710867130106171571157LY15G010005

2015

控制与决策
东北大学

控制与决策

CSTPCDCSCD北大核心EI
影响因子:1.227
ISSN:1001-0920
年,卷(期):2015.30(12)
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