Title :
The improvement of discrete GM(1,1) prediction model and its solution arithmetic
Author :
Yao, Tian-Xiang ; Liu, Sifeng ; Dang, Yao-Guo ; Fang, Zhi-Geng ; Mi, Chunmin
Author_Institution :
Coll. of Economic & Manage., Nanjing Univ. of Aeronaut. & Astronaut., Nanjing
Abstract :
The GM(1,1) model assume the sequence is analogous to exponential law. Great error appears when it is used to simulate many nonlinear sequences. The paper proves that the growth rates of the simulated value of the GM(1,1) model and the discrete GM(1,1) model are both fixed value. If the growth rates of the primary sequence are equate, the fitted value deriving from the discrete GM(1,1) model the same as the primary sequence. The paper improves the discrete GM(1,1) model. Using the optimization method, the paper studies the initial value. The paper puts forward the solution arithmetic to the optimization and proves the efficiency of the arithmetic by means of a example. The research indicates the discrete grey extension model can greatly improve the simulated intensity and it can solve the simulated of the nonlinear nonnegative sequence.
Keywords :
optimisation; queueing theory; discrete GM(1,1) prediction model; discrete grey extension model; exponential law; nonlinear nonnegative sequence; optimization method; solution arithmetic; Arithmetic; Fuzzy systems; Predictive models;
Conference_Titel :
Fuzzy Systems, 2008. FUZZ-IEEE 2008. (IEEE World Congress on Computational Intelligence). IEEE International Conference on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4244-1818-3
Electronic_ISBN :
1098-7584
DOI :
10.1109/FUZZY.2008.4630557