统计研究 ›› 2013, Vol. 30 ›› Issue (11): 109-110.

• 论文 • 上一篇    

基于转换经济数据统计计量单位的灰色系统病态问题解决方法

罗娟   

  • 出版日期:2013-11-15 发布日期:2013-11-04

Study on Solution for Ill-posed Problem of Grey System Model Based on Converting Economic Data Statistical Measurement Unit

Luo Juan   

  • Online:2013-11-15 Published:2013-11-04

摘要: 经济统计数据与分析领域中,采用灰色系统模型时会存在病态问题。经济统计数据数值一般比较大,使得求解灰参数的模型矩阵产生病态。文章讨论了GM(1,1)中模型矩阵产生病态的原因,提出转换经济数据统计计量单位的方法来降低病态矩阵的条件数,数值试验分析表明,转换经济数据统计计量单位可以很好的解决以条件数大小为判断标准的灰色系统模型的矩阵病态问题。

关键词: 灰色系统模型, 病态矩阵, 经济数据, 统计计量单位

Abstract: Ill-posed problem exists in gray system GM (1, 1) model in the field of economic statistics and analysis. Larger economic statistics data value always leads to ill-posed information matrix. This paper analyzed the reasons which caused ill-posed matrix in GM (1, 1) model and put forward converting economic data statistical measurement unit to reduce the condition number of the matrix. Analysis of the numerical experiments showed that converting economic data statistical measurement unit could be a good solution for the ill-posed matrix of grey system model which deemed the condition number as the criteria for judging.

Key words: Grey System Model, Ill-posed Matrix, Economic Data, Statistical Measurement Unit