摘要
灰色系统理论是为处理非确知信息应运而生的一门新兴学科,其中灰预测是它的一个重要应用。文章将灰色预测理论应用于股票市场中,并提出了一种改进的二阶灰色模型。实验表明,改进的二阶灰色模型通过增加一个反映升降情况的因素对原二阶灰色模型的预测数据进行修正,使得预测结果更为准确。
The grey system is a newly discipline for dealing with the unsure information, and grey forecast is one of its important applications. In this paper, an improved GM（2,1） model is proposed by adding a factor which reflects the movements of the original data to amend the prediction data. The simulation test results show that the proposed model is more suitable to forecast the stock price than GM（2,1）.
出处
《自动化与信息工程》
2007年第3期15-18,共4页
Automation & Information Engineering
