多频率信息协同下的季节性混频灰色预测模型及其应用
CSTR:
作者:
作者单位:

作者简介:

通讯作者:

中图分类号:

N941.5

基金项目:

国家自然科学基金项目(72071023, 72001107, 72271120);江苏省研究生科研与实践创新计划项目(KYCX24_0521).


Seasonal mixing grey prediction model and its application under collaboration of multiple frequency information
Author:
Affiliation:

Fund Project:

  • 摘要
  • |
  • 图/表
  • |
  • 访问统计
  • |
  • 参考文献
  • |
  • 相似文献
  • |
  • 引证文献
  • |
  • 资源附件
  • |
  • 文章评论
    摘要:

    针对协同利用多频率信息进行建模时存在变量频率不齐, 以及高频变量通常具有季节性影响的问题, 构建季节性混频灰色预测模型(SMFGM (1, N)). 首先, 所提出新模型通过引入Nakagami函数来实现变量间频率对齐, 基于季节因子消除变量的季节性影响, 添加非线性项来反映系统受时间因素的非线性影响; 然后, 为了辨识新模型中的滞后参数, 将Nakagami函数与经典灰色关联度模型相结合, 提出混频灰色关联度模型, 以识别不同频率变量间的关联关系; 最后, 基于年度GDP和季度税收收入案例, 将所提出新模型与混频数据抽样模型、其他灰色预测模型、神经网络模型以及统计模型进行对比分析. 分析结果表明: SMFGM (1, N)模型具有更优异的建模性能, 能够有效处理具有季节性规律的混频数据预测问题, 为多频率信息系统建模提供了新的方法.

    Abstract:

    When modeling with the collaborative use of multi-frequency information, the issues of inconsistent variable frequencies and the seasonal effects often associate with high-frequency variables arise. Therefore, this paper proposes a seasonal mixed-frequency grey prediction model(SMFGM(1, N)). The model aligns variable frequencies by introducing the Nakagami function, eliminates the seasonal effects of variables based on seasonal factors, and incorporates nonlinear terms to capture the nonlinear impacts of time on the system. Additionally, to identify the lag parameters in the model, the Nakagami function is combined with the classical grey relational model to propose a mixed-frequency grey relational model, which helps identify the relationships between variables with different frequencies. Finally, using a case study of annual GDP and quarterly tax revenue, the model is compared with the mixed-frequency data sampling model, other grey prediction models, neural network models, and statistical models. The results demonstrate that the SMFGM(1, N) model has superior modeling performance and effectively addresses the prediction problems of mixed-frequency data with seasonal patterns, providing a new method for modeling multi-frequency information systems.

    参考文献
    相似文献
    引证文献
引用本文

苟小义,米传民,曾波,等.多频率信息协同下的季节性混频灰色预测模型及其应用[J].控制与决策,2025,40(4):1163-1171

复制
相关视频

分享
文章指标
  • 点击次数:
  • 下载次数:
  • HTML阅读次数:
  • 引用次数:
历史
  • 收稿日期:2024-05-13
  • 最后修改日期:
  • 录用日期:
  • 在线发布日期: 2025-03-21
  • 出版日期: 2025-04-20
文章二维码