Recursive solution to approximate non-homogeneous unbiased GM(1,1) model and its application

被引：0

作者：

Jiang, Yi-Xian ^{[1
]}

Zhang, Qi-Shan ^{[1
]}

机构：

[1] School of Economics and Management, Fuzhou University, Fuzhou

来源：

Kongzhi yu Juece/Control and Decision | 2015年 / 30卷 / 12期

关键词：

Grey GM(1,1) model; Non-homogeneous exponential; Piecewise representation; Recursive solution; Time series;

D O I：

10.13195/j.kzyjc.2014.1875

中图分类号：

学科分类号：

摘要：

As there may be complex solutions in the traditional approximate non-homogeneous GM(1,1) model, this paper proposes the recursive solution to unbiased GM(1,1) model, which can reduce the errors from the differential equation to differential equation. And its predictive formulas are given under differentinital conditions with the recursive method. On this basis, by appling the recurisive formulas to time series piecewise representation, the method of time series piecewise representation based on the new model is proposed. The results show that the recursive model has higer fitting precision, and also verify the effectiveness and the practicability of the representation method of time series based on the grey forecasting model. © 2015, Northeast University. All right reserved.

引用

页码：2199 / 2204

页数：5

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