Name
Abstract | ||
|---|---|---|
Taking advantage of the characteristics of few data and poor information, grey system theory sets up differential equation model for accumulated generation series to forecast, which has been extensively used in many areas. In the forecast process of grey model, data sample size and variable number can affect forecast results. This paper puts forward a new method of optimal forecast variable number and data sample size for multi-variable grey model. The goal function is the minimum fitting relative error, and there are two constraints: one is data sample constraint; the other is variable number constraint. The algorithm can solve factor choice and data sample size determination problem, and fully use sample information. Case studies show that the method can produce good forecast results. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1109/ICNC.2010.5584895 | ICNC |
Keywords | Field | DocType |
optimisation,data sample size determination problem,differential equation model,grey systems,forecast,optimal factor,multivariable grey forecast,factor choice problem,grey model,sample size,grey system theory,relative error minimization,differential equations,correlation,mathematical model,differential equation,predictive models,fitting,data models,sample size determination,relative error,economic indicators | Data modeling,Differential equation,Forecast skill,Mathematical optimization,Sample (statistics),Computer science,Forecast verification,Statistics,Approximation error,Sample size determination,Gray (horse) | Conference |
Volume | ISBN | Citations |
8 | 978-1-4244-5958-2 | 0 |
PageRank | References | Authors |
0.34 | 1 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hongqi Hui | 1 | 0 | 3.04 |
| Lei Zhou | 2 | 83 | 17.87 |