拓展的灰色GM(1,1)幂模型及其应用  

An Extended Grey GM(1,1)Power Model and Its Application

作　　者：程毛林[1] 刘斌 CHENG Mao-lin;LIU Bin(Department of Statistics,Suzhou University of Science and Technology,Suzhou 215009,China;Department of Finance,Suzhou University of Science and Technology,Suzhou 215009,China)

机构地区：[1]苏州科技大学统计系,江苏苏州215009 [2]苏州科技大学金融系,江苏苏州215009

出　　处：《统计与信息论坛》2021年第10期3-11,共9页Journal of Statistics and Information

摘　　要：在灰色预测中,GM(1,1)幂模型是一类重要模型,由于它对数据拟合有较强的适应性,因而预测误差较小,在许多领域得到广泛的应用。若对模型进行修正,预测精度还能有一定程度提高。为此提出了拓展的灰色GM(1,1)幂模型,给出了两个具体模型形式。对拓展的灰色GM(1,1)幂模型给出了参数估计方法和时间响应方程。对中国能源消费量和城镇居民消费水平分别建立了拓展的灰色GM(1,1)幂模型,结果表明,提出的拓展的灰色GM(1,1)幂模型精度很高。In the grey prediction,the GM(1,1)power model is an important type.Because it has a strong adaptability to data fitting,so the prediction error is small,and it has been widely used.However,if the model is modified,the prediction accuracy will be improved to a certain extent.Therefore,an extended grey GM(1,1)power model is proposed,which offers two specific forms of model.For the extended grey GM(1,1)power model,the parameter estimation method and time response equation are given.At last,the extended grey GM(1,1)power models for China’s energy consumption and consumption level of urban residents is built.The results show that the proposed model has high precision.

关 键 词：幂模型 参数估计 时间响应方程 预测精度 

分 类 号：N945[自然科学总论—系统科学] F224[经济管理—国民经济]