Grey mode incidence analysis model based on series symbolization method

被引:0
作者
Zhang Ke [1 ]
Qu Pinpin [1 ]
机构
[1] HoHai Univ, Sch Business, Nanjing 211100, Jiangsu, Peoples R China
关键词
grey system; grey incidence analysis; time series; symbolization;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
To overcome the fine-grained problem of grey incidence analysis, and to explore the comprehensive incidence analysis mode, a new kind of grey incidence model is discussed. First, second-order dynamic symbolization method of time series is introduced With the method, time series tendencies are transformed into different modes, and the series are transformed into a group of modes. According to grey incidence principle, a new model is constructed to measure the relationship between two modes series from the semantic angle. Furthermore properties of new model are investigated in depth. The results show that the model satisfies the four axioms of grey incidence analysis, and possesses parallel, consistent and affine transformation invariance properties. Finally, a case study is implemented, and the result proved that the new model is effective.
引用
收藏
页码:91 / 99
页数:9
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