计算机科学 ›› 2011, Vol. 38 ›› Issue (10): 252-255.

• 人工智能 • 上一篇    下一篇

渐消记忆离散GM(1,1)模型及其递推算法

赵敏,孙棣华,樊万梅,刘卫宁   

  1. (重庆大学自动化学院 重庆400030);(重庆大学信息物理社会可信服务计算教育部重点实验室重庆400030);(重庆大学计算机学院 重庆400030)
  • 出版日期:2018-11-16 发布日期:2018-11-16

Fading Memory Discrete GM(1,1)Model and its Recursive Algorithm

ZHAO Min, SUN Di-hua,FAN Wan-mei,LIU Wei-ning   

  • Online:2018-11-16 Published:2018-11-16

摘要: 考虑新旧数据对预测效果具有不同影响,对原始数据建立了一种改进的滑动平均预处理方法。在此基础上, 通过引入遗忘因子对新旧数据进行不同加权,提出了渐消记忆离散GM (1,1)模型。针对GM(1,1)模型求解计算开 销大的问题,给出一种渐消记忆离散GM(l,1)模型的在线实时递推预侧算法。将该模型及递推算法用于交通事故预 测和区域货物周转量预测,结果表明渐消记忆离散GM(1,1)模型加强了模型的实时跟踪能力,在避免矩阵求逆的同 时,提高了预测精度。

关键词: 离散GM(1,1)模型,渐消记忆,递推算法,预测

Abstract: Considering the different effects of the old and new data on the prediction results, an improved moving-aver- age pretreatment method was established for the original data. On this basis,the forgetting factor was introduced to set different weight for the old and new data, and then the fading memory discrete GM(1,1) model was proposed. ho han- dle with the huge calculational burden of GM(1,1) model,a new online real-time recursive prediction algorithm of the fading memory discrete grey model was presented. The proposed model and recursive algorithm were employed to pre- diet the traffic accidents and the region freight Ton-kilometers. The results show that the real-time tracking ability is enhanced and the prediction precision is improved while solving inverse matrix is avoided.

Key words: Discrete GM(1,1) model, Fading memory, Recursive algorithm, Forecast

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