The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors. The MGM(1,m) with optimized background value is used to elimin...The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors. The MGM(1,m) with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM(1,2) with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.展开更多
This paper aims to study a novel expansion discrete grey forecasting model, which could aggregate input information more effectively. In general, existing multi-factor grey forecasting models, such as one order and h ...This paper aims to study a novel expansion discrete grey forecasting model, which could aggregate input information more effectively. In general, existing multi-factor grey forecasting models, such as one order and h variables grey forecasting model (GM (1, h)), always aggregate the main system variable and independent variables in a linear form rather than a nonlinear form, while a nonlinear form could be used in more cases than the linear form. And the nonlinear form could aggregate collinear independent factors, which widely lie in many multi-factor forecasting problems. To overcome this problem, a new approach, named as the Solow residual method, is proposed to aggregate independent factors. And a new expansion model, feedback multi-factor discrete grey forecasting model based on the Solow residual method (abbreviated as FDGM (1, h)), is proposed accordingly. Then the feedback control equation and the parameters' solution of the FDGM (1, h) model are given. Finally, a real application is used to test the modelling accuracy of the FDGM (1, h) model. Results show that the FDGM (1, h) model is much better than the nonhomogeneous discrete grey forecasting model (NDGM) and the GM (1, h) model.展开更多
基金supported by the National Natural Science Foundation of China(71071077)the Ministry of Education Key Project of National Educational Science Planning(DFA090215)+1 种基金China Postdoctoral Science Foundation(20100481137)Funding of Jiangsu Innovation Program for Graduate Education(CXZZ11-0226)
文摘The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors. The MGM(1,m) with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM(1,2) with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.
基金supported by the National Natural Science Foundation of China(7117111370901041)
文摘This paper aims to study a novel expansion discrete grey forecasting model, which could aggregate input information more effectively. In general, existing multi-factor grey forecasting models, such as one order and h variables grey forecasting model (GM (1, h)), always aggregate the main system variable and independent variables in a linear form rather than a nonlinear form, while a nonlinear form could be used in more cases than the linear form. And the nonlinear form could aggregate collinear independent factors, which widely lie in many multi-factor forecasting problems. To overcome this problem, a new approach, named as the Solow residual method, is proposed to aggregate independent factors. And a new expansion model, feedback multi-factor discrete grey forecasting model based on the Solow residual method (abbreviated as FDGM (1, h)), is proposed accordingly. Then the feedback control equation and the parameters' solution of the FDGM (1, h) model are given. Finally, a real application is used to test the modelling accuracy of the FDGM (1, h) model. Results show that the FDGM (1, h) model is much better than the nonhomogeneous discrete grey forecasting model (NDGM) and the GM (1, h) model.