运筹与管理 ›› 2017, Vol. 26 ›› Issue (3): 172-177.DOI: 10.12005/orms.2017.0072

• 应用研究 • 上一篇    下一篇

基于系统冲击的灰色预测模型及其应用研究

王传会1,2, 公维凤2, 方志耕1, 李玉梅2   

  1. 1.南京航空航天大学经济与管理学院,江苏 南京 211106;
    2.曲阜师范大学经济学院,山东 日照 276826
  • 收稿日期:2014-07-16 出版日期:2017-03-25
  • 作者简介:王传会(1979-),男,山东临沂人,讲师,博士研究生,研究方向:虚拟经济、灰色系统理论研究;公维凤(1979-),女,山东临沂人,讲师,博士,研究方向:经济系统理论分析;方志耕(1962-),男,安徽省池州市人。教授,博士生导师,研究方向:灰色系统理论;李玉梅(1971-),女,山东日照人,副教授,硕士,研究方向:产业经济学。
  • 基金资助:
    国民航干线大飞机质量管控研究(12AZD102);基于博弈主体利益流动GERT网络的经济泡沫形成与政策对冲问题研究(70971064);广义虚拟经济视角下的经济“泡沫”形成问题研究(GX2010-1015(Y));能源强度与碳强度约束下山东省低碳经济增长路径优化研究(XSK201414);潍坊服装业与文化产业事例发展调查研究(13CDYJ25)

Forecasting Model Based on Impulse Response Grey and Its Application

WANG Chuan-hui1,2, GONG Wei-feng2 , FANG Zhi-geng1, LI Yu-mei2   

  1. 1.College of Economy and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China;
    2.School of Economics, Qufu Normal University, Rizhao 276826, China
  • Received:2014-07-16 Online:2017-03-25

摘要: 针对系统受到系统外部冲击问题,结合泛函理论和灰色系统理论,建立了含有系统冲击泛函分析因子的灰色泛函预测模型。并运用贝叶斯网络推理技术,建立了系统冲击与系统控制的灰色贝叶斯网络推理预测模型。所建模型可以分析基于系统冲击演化的泛函分析因子的动态推演问题。依据泛函分析因子的变动,可以预测与修正系统发展趋势。案例分析了2013年房地产经济受到新政策的冲击问题。由于房地产经济受到新政策冲击,使经济发展态势发生转变。根据房地产经济的当前时段信息,利用灰色贝叶斯网络推理预测模型对历史趋势进行修正,预测结果与实际数值仅有3.81%的偏离,预测结果较其它现有模型的预测结果精确。灰色贝叶斯网络推理模型强调对近期数据的开发利用,适用于预测系统近期受到外部冲击的发展趋势问题。

关键词: 灰色系统理论, 灰色的动态预测, 泛函分析因子, 贝叶斯网络

Abstract: In view of the problem of external shock response of the system, we establish a grey prediction model including functional analysis factors in combination with functional theory and grey system theory. And a grey forecasting model of Bayesian network inference is also established for shock response and system control by applying Bayesian networks inference technique. These modelcan be used to analyze the the dynamic inference problem of the functional analysis factors of shock response evolution. On the basis of the changes of functional analysis factors, we can predict and revise the system development trend. In 2013,the new policy affected the real estate economy, so the development trend of the real estate economy is has changed. Based on the present session information of real estate economy, the historical trend has been revised using the grey forecasting model of Bayesian network inference. The deviation between the predicted results and the actual results is only 3.81 percent, which is more accurate than the prediction results of other models. The established models are applied to predicting the development of the real estate economy by recent external impulse response emphasis on the development and utilization of recent data.

Key words: grey system theory, grey dynamic prediction, functional analysis factor, bayesian networks

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