鉴于MGM(1,n)在预测过程中,不同变量的拟合及预测残差差距较大,本文将自适应回归模型引入到不同变量的残差估计中,对整体的残差起到平滑的作用,从而抑制了残差的上扬趋势,经过实例分析,残差自适应回归MGM(1,n)的预测精度得到了明显的提高。
In view of the face that with the forecast of MGM (1, n), the gap between simulation and prediction residual of dif- ferent variables is big, adaptive regression model was introduced to the residual estimates of different variables in the paper. The overall residual became smoothing, so the rising trend of residuals was restrained. The simulation results showed that the forecast accuracy of residual adaptive regression MGM (1, n) was improved significantly.