运筹与管理 ›› 2015, Vol. 24 ›› Issue (6): 192-198.DOI: 10.12005/orms.2015.0212

• 应用研究 • 上一篇    下一篇

角度化灰色T型关联度模型及应用研究

徐国东1, 郭 鹏2, 李雪梅3, 贾颖颖2   

  1. 1.陕西师范大学 国际商学院,陕西 西安 710119;
    2.西北工业大学 管理学院,陕西 西安 710072;
    3.南京航空航天大学 经济与管理学院,江苏 南京 211106
  • 收稿日期:2014-05-18 出版日期:2015-12-25
  • 作者简介:徐国东(1982-),男,山东临沂人,讲师,博士,主要研究方向:管理系统工程、统计分析、知识管理等;郭鹏(1962-),男,陕西西安人,教授,博导,主要从事管理系统工程、项目评价、项目风险管理等研究。
  • 基金资助:
    国家自然科学基金资助项目(71272049);教育部博士点基金资助项目(20126102110052)

Angle Grey T’s Relational Degree and Its Application

XU Guo-dong1, GUO Peng2, LI Xue-mei3, JIA Ying-ying2   

  1. 1.International Business School of Shanxi Normal University, Xi’an 710119, China;
    2.School of Management, Northwestern Polytechnical University, Xi’an 710129,China;
    3.College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 211106,China
  • Received:2014-05-18 Online:2015-12-25

摘要: 通过对现有灰色关联度模型及算法的分析,首次提出了角度化灰色T型关联度模型。在分段线性表示的基础上,使用相邻线段间的夹角构成的角度序列近似表示时间序列,并给出了相关灰色关联系数和灰色关联度的计算方法。角度化灰色T型关联度模型不仅能够反映序列的正负相关关系,并且满足对称性、唯一性、可比性和规范性等性质。最后,通过实证分析证明了该模型的实用性和有效性。

关键词: 灰色系统理论, 角度化, 灰色T型关联度, 时间序列

Abstract: The purpose of this paper is to develop a novel model called Angle Grey T’s Relational Degree based on the current grey relational model and algorithm, this model can enrich the theory of Grey Relational Analysis, and it can also be used to make predictions, make classifications and make decisions and so on. Employed the method of Piecewise Linear Representation (PLR), a time series can be approximately expressed as the form of angle series between adjacent line segments, and then the calculation methods of grey relational coefficient and degree are presented based on other studies in this paper. Angle Grey T’s Relational Degree model not only can show the correlation of positive or negative of different time series, but it has some characteristics including symmetry, uniqueness and comparability and so on. Finally, the validity of this novel model was to be proved through a case study.

Key words: grey system theory, angle, grey t’s relational degree, time series

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