基于灰色马尔可夫模型的黑龙江省对日贸易额预测  

Prediction of Trade Volume Between Heilongjiang Province and Japan Based on the Gray-Markov Model

作　　者：孙凤英[1] 王华庆[1] 

机构地区：[1]东北林业大学交通学院,哈尔滨150040

出　　处：《森林工程》2013年第3期150-152,共3页Forest Engineering

基　　金：哈尔滨市科技创新人才研究专项资金项目(2012RFXXS089)

摘　　要：为了提高黑龙江省对日贸易的预测精度,对灰色系统和马尔科夫理论进行研究分析,建立黑龙江省对日贸易额灰色马尔可夫预测模型。该模型融合灰色系统与马尔科夫理论的特点,可以大大提高预测精度。在实例应用中,建立贸易额GM(1,1)灰色预测模型,在获得预测值和残差检验的基础上,将原始数据划分为3个状态,计算状态转移概率,利用灰区间中位数建立贸易额灰色马尔可夫预测模型,对黑龙江省对日贸易额进行预测,将预测的结果与GM(1,1)的进行比较,结果表明,灰色马尔可夫预测模型不仅可以预测贸易额,而且其预测精度明显高于GM(1,1)预测。In order to improve prediction accuracy of trade volume between Heilongjiang province and Japan, grey-Markov model is established which is based on analyzing grey system and Markov theory. This model combines grey system with Markov theory and can improve accuracy. In application, model is established firstly, which contributes to obtain prediction values. After test, original data is divided into three states. Based on calculating state transition probability, grey-Markov model is established employed grey in- terval median. Trade volume is predicted and prediction results are compared with. Research results show that it is feasible for grey- Markov model to predict trade volume and its prediction accuracy is more than pure model.

关 键 词：对日贸易 灰色马尔可夫 预测 贸易额 

分 类 号：F752.8[经济管理—国际贸易]