A new grey prediction model FGM(1, 1) |
| |
Authors: | Tzu-Li Tien |
| |
Affiliation: | Department of Vehicle Engineering, National Formosa University, 64, Wun-hua Road, Huwei, Yunlin County, 632, Taiwan, ROC |
| |
Abstract: | The effectiveness of the first entry of the original series by GM(1, 1) is researched in this paper. The results show that the modelling values and forecasts are independent of the first entry of the original series. The grey prediction model presented in this paper is called first-entry GM(1, 1), abbreviated as FGM(1, 1), which is based on the existing GM(1, 1) but modelled with data including the first-entry’s messages of the original series. A proof concerning this subject has been presented by other authors. However, the algorithm of their direct proof is too complicated. A more compact algorithm is presented in this paper to prove the first entry of the original series ineffective to the modelling values and forecasts by GM(1, 1). Then, an arbitrary number can be inserted in the front of the original series to extract the messages from its first entry. Only a few data (usually fewer than ten) are used for model building. This paper deals with the effectiveness of the first entry of the original series by GM(1, 1). |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|