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Chinese Journal of Management Science ›› 2022, Vol. 30 ›› Issue (3): 280-286.doi: 10.16381/j.cnki.issn1003-207x.2017.1233

• Articles • Previous Articles    

Estimation of Grey Verhulst Model Parameter Based on LS-SVM Method and Its Application

ZHOU De-qiang   

  1. School of Information and Mathematics, Yangtze University, Jingzhou 434023, China
  • Received:2017-09-15 Revised:2018-05-31 Online:2022-03-19 Published:2022-03-19
  • Contact: 周德强 E-mail:zdqmfk@163.com

Abstract: The grey Verhulst model is modeled for small sample data.To use the grey Verhulst model for prediction,the grey parameters in the model must be determined first. The prediction accuracy of the model is directly affected by the quality of grey parameter estimation. It is estimated that the parameters in the grey Verhulst model usually use the least squares method. However,this empirical risk minimization method based on the large sample theory can not guarantee the generalization performance of the model under small sample prediction.

Key words: structural risk minimization; parameter estimation; kernel function; least square support vector machines; grey Verhulst model

CLC Number: