基于双向差分GM(1,1)模型当季国内生产总值预测  

GDP Forecast in the Quarter Based on the Two-way Differential GM(1,1) Model

作　　者：吕海侠[1] 张延利[2] 

机构地区：[1]陕西工业职业技术学院,陕西咸阳712000 [2]泸州职业技术学院,四川泸州646000

出　　处：《河南科学》2017年第8期1372-1376,共5页Henan Science

基　　金：四川省教育厅科学研究计划(14ZB0397)

摘　　要：以灰色系统理论建模中的GM(1,1)模型为基础,结合双向差分原理,建立基于双向差分的GM(1,1)模型.该模型克服了大数据建模中对数据量的限制,为"贫数据"及"数据信息不确定"的这类数据提供一种建模思路.实证分析表明,基于双向差分的GM(1,1)模型预测精度优于灰色GM(1,1)模型及大样本建模中的ARMA模型.Based on the GM(1,1)model in the grey system theory,and combined with the two-way differentialtheory,the GM(1,1)model is established based on the bi-directional difference. This model overcomes the limitationof data quantity in large data modeling and provides a kind of modeling method for'poor data'and'data informationuncertainty'. The empirical analysis shows that the prediction accuracy of GM(1,1)model based on bi-directionaldifference is better than that of grey GM(1,1)model and the ARMA model in large sample model.

关 键 词：双向差分 灰色系统 GM(1 1) 预测 

分 类 号：O213[理学—概率论与数理统计] F123.2[理学—数学]