A unified treatment approach for a class of discrete grey forecasting models and its application

被引：0
|
作者：
Luo D. [1 ]
Wei B. [1 ]
机构：
[1] School of Mathematics and Statistics, North China University of Water Resources and Electric Power, Zhengzhou
来源：
Xitong Gongcheng Lilum yu Shijian | / 2卷 / 451-462期
基金：
中国国家自然科学基金;
关键词：
Affine transformation; Discrete forecasting models; Grey system; Per capita living energy consumption; Weighted least square method;
D O I：
10.12011/1000-6788-2017-1065-12
中图分类号：
学科分类号：
摘要：
A weighted least square grey forecasting model termed as DGMP(1, 1, N) is proposed, which proves to be the unified form of DGM(1, 1) model, NDGM(1, 1) model and DGM(1, 1, kα) model under least mean square error criterion, least mean square relative error criterion and least mean absolute percentage error criterion. Then, a criterion to determine the value of N in DGMP(1, 1, N) model is also put forward. Furthermore, the modeling accuracy proves to be independent on the affine transformation of 1-AGO sequence and it is unbiased for N order homogenous exponential sequence. Finally, DGMP(1, 1, N) model is applied to predicting per capita living energy consumption. The result shows that this model is with high fitting and forecasting accuracy, which verified the feasibility and effectiveness. © 2019, Editorial Board of Journal of Systems Engineering Society of China. All right reserved.
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页码：451 / 462
页数：11
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