Title :
The adaptive α in GM (1,1) model
Author :
Wen, Kun-Li ; Ting-Cheng Chang ; Chang, Ting-Cheng ; You, Mei-Li
Author_Institution :
MOTRC, Chien Kuo Inst. of Technol., Chang-Hua, Taiwan
fDate :
6/21/1905 12:00:00 AM
Abstract :
There are two purposes in the paper. First, we focus on the prediction characteristics of the GM(1,1) model to show that the GM(1,1) model is a new method in prediction. Second, we directly cut in the parameter α to find the relationship between the α and the predicted error to prove that α is adaptive in a real system
Keywords :
extrapolation; forecasting theory; grey systems; mathematical analysis; GM (1,1) model; adaptive α; predicted error; prediction characteristics; Calculus; Equations; Predictive models;
Conference_Titel :
Systems, Man, and Cybernetics, 1999. IEEE SMC '99 Conference Proceedings. 1999 IEEE International Conference on
Conference_Location :
Tokyo
Print_ISBN :
0-7803-5731-0
DOI :
10.1109/ICSMC.1999.823217
