基于最小二乘法对GM(1.1)模型的研究及应用  

Research and application of GM(1.1)model based on least square method

作　　者：孙冲 吴天庆 王虹 刘震 SUN Chong;WU Tian-qing;WANG Hong;LIU Zhen(Department of Mathematics Teaching,School of Army Artillery and Air Defense Academy,Hefei 230000,China;School of Arts and Sciences of Suqian College,Suqian 223800,China;School of Supply Office,School of Army Artillery and Air Defense Academy,Hefei 230000,China;School of Architecture Engineering of Zhengzhou Industrial and Commercial College,Zhengzhou 451400,China)

机构地区：[1]陆军炮兵防空兵学院基础部数学教研室,合肥230000 [2]宿迁学院文理学院,江苏宿迁223800 [3]陆军炮兵防空兵学院供应保障处,合肥230000 [4]郑州工商学院工学院,郑州451400

出　　处：《哈尔滨商业大学学报（自然科学版）》2021年第2期233-237,共5页Journal of Harbin University of Commerce：Natural Sciences Edition

基　　金：陆军炮兵防空兵学院科研自主立项(模糊时间序列预测方法的研究及应用)。

摘　　要：针对提高股票未来价格的预测精度,提出区间模糊数的整体GM(1.1)预测模型.利用最优解求解定义方程,得到区间模糊数的预测公式.基于区间模糊数满意度对投资组合选择模型进行优化,得到单目标规划投资选择模型.通过实例分析,给定不同的满意度得到不同的投资组合,证明模型具有一定的柔性.To improve the predictive accuracy of stock future price range overall GM(1.1)forecast model of fuzzy number.The optimal solution was used to solve the definition equation and the prediction formula of interval fuzzy numbers was obtained.Based on the satisfaction of interval fuzzy numbers,the portfolio selection model was optimized and the investment selection model of single objective programming was obtained.Through the example analysis,different satisfaction were given and reached different portfolio,the flexibility of that model had been proved.

关 键 词：最优解 GM(1 1)预测模型 区间模糊数 满意度 投资组合选择模型 单目标规划模型 

分 类 号：F832[经济管理—金融学]