Nonlinear Interation Optimization Algorithm of Changing Steplength with Parameter and Its Application
In many fitting methods, after model is given,adaptability of algorithm is not ideal, although the grey model can better fit high index growth series, worse fitting big ? volatility data,and only parameter adjust to some scope.author think that the grey model is actually regarded as a linear representation of the differential,only through nonlinear representation of the differential, adaptability of model can be generalized;the other,in order to be used in discrete data, this paper combines the improved Euler interation with optimization theory ,and in an iterative process,changing steplength makes model good adaptability,getting best fitting precision.Ihe new algorithm at all overcomes shortcoming of same steplength interating.The calculating precision of examples shows this new algorithm is very effective and generalized.
changing steplength parameter optimization nonlinear interation
Tangsen Zhan Yuehuei Hu
School of Information Engineer, Jingdezhen Ceramic Institute,Jingdezhen, Jiangxi, China School of Mechanical and Electrical Engineering, Jingdezhen Ceramic Institute, Jingdezhen, Jiangxi,
国际会议
重庆
英文
1735-1737
2011-08-20(万方平台首次上网日期,不代表论文的发表时间)