GM (2,1) recursive forecasting model based on equal dimension and new information

Aiming at the problem that the solution of GM (2,1) whitening equation affects its prediction accuracy,a new prediction model dubbed GM (2,1) recursive prediction model of equal dimension new information was pro-posed.The model was deduced from the grey differential equation of GM (2,1) mode,which c...

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Bibliographic Details
Main Authors: Yun YUE, Guangyue LU, Di LIU, Jingyi DONG
Format: Article
Language:zho
Published: Beijing Xintong Media Co., Ltd 2017-05-01
Series:Dianxin kexue
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Online Access:http://www.telecomsci.com/zh/article/doi/10.11959/j.issn.1000−0801.2017112/
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Summary:Aiming at the problem that the solution of GM (2,1) whitening equation affects its prediction accuracy,a new prediction model dubbed GM (2,1) recursive prediction model of equal dimension new information was pro-posed.The model was deduced from the grey differential equation of GM (2,1) mode,which could avoid solving the second-order whitening equation,solve the problem that the errors between equations and differential equations for conversion,and update the model parameters combining the idea of equal dimension and new information.Both the simulation and analysis of the example demonstrate that the proposed method is more effective and practical.
ISSN:1000-0801