DocumentCode
2563495
Title
A research on parameters of accumulating method GM(1,1) model by matrix analysis
Author
Zeng, Xiangyan ; Xiao, Xinping
Author_Institution
Coll. of Math. & Comput. Sci., Gulin Univ. of Electron. Technol., Guilin
fYear
2008
fDate
2-4 July 2008
Firstpage
2914
Lastpage
2918
Abstract
On the basis of matrix analysis, a matrix form of the formula about parameter estimation of the accumulating method GM(1,1) model is proposed, which presents the direct relationship between parameters and raw series. Therefore, computations for the 1-AGO series and MEAN generating operation are avoided. Moreover, if making a data transformation on the raw series, the effect on parameters of the model can be obtained easily. Due to the proposed formula, three important characteristics about the parameters of accumulating method GM(1,1) model are proved, which are the same as properties of the traditional GM(1,1) model. So, it proves again that estimating the parameters of GM(1,1) model by accumulating method is accurate and valid.
Keywords
forecasting theory; grey systems; matrix algebra; parameter estimation; AGO series; MEAN generating operation; accumulating method GM model; grey forecasting; matrix analysis; parameter estimation; Curve fitting; Econometrics; Educational institutions; Least squares methods; Mathematics; Parameter estimation; Predictive models; Structural engineering; Accumulating Method GM(1,1) Model; Matrix Analysis; Parameter Estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Decision Conference, 2008. CCDC 2008. Chinese
Conference_Location
Yantai, Shandong
Print_ISBN
978-1-4244-1733-9
Electronic_ISBN
978-1-4244-1734-6
Type
conf
DOI
10.1109/CCDC.2008.4597857
Filename
4597857
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