分数阶累加GM(1,1)模型解之间的误差分析

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本文考虑分数阶累加GM(1,1)模型与GM(1,1)模型间的变换关系,论述分数阶累加GM(1,1)模型的两种形式(白化型FAGM(1,1,W)和内涵型FAGM(1,1,C)).分析两种形式模型的解,从理论上讨论了两个模型解间的相对误差.将两个模型解进行展开,得到时间项因子和常数项,发现两类模型解间的误差主要由时间项因子决定.通过建立时间项因子间相对误差与发展系数和序列长度间的函数关系,定量分析了相对误差与发展系数和序列长度间的关系.本文以时间项因子相对误差上界为5%为例,在不同序列长度条件下,分别计算出模型发展系数临界取值.最后结合3个实例,验证了模型预测值的误差依赖于模型时间项预测值间误差,说明本文研究成果为实际建模使用白化型模型解代替内涵型解提供参考依据.
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