Uncertainty Weakening of GM(1,1) Model

被引:0
|
作者
Yuan, Chaoqing [1 ,2 ]
Chen, Ding [1 ,2 ]
Liu, Sifeng [1 ,2 ]
Fang, Zhigeng [1 ,2 ]
机构
[1] Nanjing Univ Aeronaut & Astronaut, Coll Econ & Management, Nanjing 211106, Jiangsu, Peoples R China
[2] Nanjing Univ Aeronaut & Astronaut, Inst Grey Syst Studies, Nanjing 211106, Jiangsu, Peoples R China
来源
JOURNAL OF GREY SYSTEM | 2016年 / 28卷 / 03期
关键词
GM(1,1) Model; Uncertainty; Simulation; Forecasting; Grey System; PREDICTION MODEL;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In the real world, the observations or statistical data are known as white numbers, but they are grey which means that they deviate from the true values because of disturbances and errors. And this paper applied random simulations to reveal that GM(1,1) model can weaken these disturbances or uncertainty. The exponential sequences with different development coefficients and random disturbances are generated randomly, and the sequences are used for GM(1,1) modeling, and then the mean absolute percentage errors (MAPEs) of the modeling are compared and analyzed. It is found that the MAPEs between fitted values and real values are smaller than those between the original values and real values, which shows that GM(1,1) model can weaken uncertainty.
引用
收藏
页码:15 / 25
页数:11
相关论文
共 50 条
  • [41] A New Optimization Approach for Grey Model GM(1,1)
    Ao, Zhanyi
    Ou, Xiao-qing
    Zhu, Shaohua
    ADVANCED RESEARCH ON COMPUTER EDUCATION, SIMULATION AND MODELING, PT I, 2011, 175 : 117 - +
  • [42] Application of grey GM(1,1) model to reliability engineering
    Zhongnan Gongye Daxue Xuebao, 3 (270-272):
  • [43] Modified method of calculating parameters of GM(1,1) model
    Zhang, Tong
    Wang, Zicai
    Wu, Jianwei
    Xi Tong Gong Cheng Yu Dian Zi Ji Shu/Systems Engineering & Electronics, 1998, 20 (08): : 58 - 60
  • [44] Voice activity detection based on GM(1,1) model
    Hsieh, Cheng-Hsiung
    Feng, Ting-Yu
    Huang, Ren-Hsien
    6TH IEEE/ACIS INTERNATIONAL CONFERENCE ON COMPUTER AND INFORMATION SCIENCE, PROCEEDINGS, 2007, : 1093 - +
  • [45] Studying Stock Price Based on The GM(1,1) Model
    Liu Xibo
    Chen Yafang
    CONTEMPORARY INNOVATION AND DEVELOPMENT IN STATISTICAL SCIENCE, 2012, : 437 - 440
  • [46] An Approach of the GM(1,1) Model Based on Linear Transformation
    Dang Yao-guo
    Qian Wu-yong
    Wang Qingfeng
    JOURNAL OF GREY SYSTEM, 2009, 21 (03): : 279 - 290
  • [47] Application of GM(1,1) optimized model in prediction of landslide
    Jin, Xiao-guang
    Zeng, Jie
    Liu, Xin-rong
    ICNC 2007: THIRD INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION, VOL 5, PROCEEDINGS, 2007, : 735 - +
  • [48] Application of gray GM(1,1) model to GDP prediction
    Zuo Jihong
    Hu Shuhua
    Proceedings of the 3rd International Conference on Innovation & Management, Vols 1 and 2, 2006, : 1886 - 1888
  • [49] Building grey model GM(1,1) with translation transformation
    Wang, ZL
    KYBERNETES, 2004, 33 (02) : 390 - 397
  • [50] GM (1,1) Model is Applied to the Building Subsidence Monitoring
    Liu, Maohua
    Wang, Yan
    Liu, Fang
    2016 INTERNATIONAL CONFERENCE ON ARCHITECTURE AND CIVIL ENGINEERING (ICACE 2016), 2016, : 354 - 359