Title of article :
A new grey prediction model FGM(1, 1)
Author/Authors :
Tien، نويسنده , , Tzu-Li، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
11
From page :
1416
To page :
1426
Abstract :
The effectiveness of the first entry of the original series by GM(1, 1) is researched in this paper. The results show that the modelling values and forecasts are independent of the first entry of the original series. The grey prediction model presented in this paper is called first-entry GM(1, 1), abbreviated as FGM(1, 1), which is based on the existing GM(1, 1) but modelled with data including the first-entry’s messages of the original series. A proof concerning this subject has been presented by other authors. However, the algorithm of their direct proof is too complicated. A more compact algorithm is presented in this paper to prove the first entry of the original series ineffective to the modelling values and forecasts by GM(1, 1). Then, an arbitrary number can be inserted in the front of the original series to extract the messages from its first entry. Only a few data (usually fewer than ten) are used for model building. This paper deals with the effectiveness of the first entry of the original series by GM(1, 1).
Keywords :
Grey prediction , GM(1 , FGM(1 , 1) , 1) , Effectiveness , AgO , Determinant
Journal title :
Mathematical and Computer Modelling
Serial Year :
2009
Journal title :
Mathematical and Computer Modelling
Record number :
1596198
Link To Document :
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