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Empirical Analysis Of Grey Model Based On Improved Sequence

Posted on:2013-03-09Degree:MasterType:Thesis
Country:ChinaCandidate:W QiangFull Text:PDF
GTID:2230330362471369Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
From the grey system theory developing so far, it has been successfully used invarious fields. Especially the grey prediction theory in industry, agriculture, economy,technology and other areas have better results. However, when the reality of theobservation of data and real data will have great difference, the result which ispredicted existing model is not very ideal, Especially, because of slowing developenterprise bonds in our country, most of the grey forecast is for the convertible bondsand stocks, and the way of predicting enterprise bond prices with the grey systemtheory is few in the literature research of domestic and foreign scholars.In order to predict more accurate bond prices tendency. This article structured apractical weakening buffer operator based on the weakening buffer operator ofstructuring by Liu sifeng professor. It was proved that the model GM (1,1) effectedwith this operator predict result of enterprise bond price is better. And in the paper wealso structured a practical and effective operator of strengthen buffer based on thestrengthen buffer operator structured by Dang yaoguo and Cui lizhi.According to different characteristics of the original data sequence, we adoptdifferent operator to strengthen its ashen index rule. So we can effectively solve theproblem that quantitative prediction results and qualitative analysis conclusion isdiscrepant while the shock disturbed sequence was modeling. Also through thedifferent example analysis shows that the two buffer operators are easy and effective touse, and after they are used to improve model, which can improve the predictionaccuracy effectively.
Keywords/Search Tags:Sequences generation, suffer operator, GM(1.1)model, enterprisebond prices
PDF Full Text Request
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