DocumentCode
1728607
Title
Study on parameters characteristics of NGM(1,1,k) prediction model with multiplication transformation
Author
Cui Jie ; Liu Si-feng ; Xie Nai-ming ; Zeng Bo
Author_Institution
Coll. of Econ. & Manage., Nanjing Univ. of Aeronaut. & Astronaut., Nanjing, China
fYear
2011
Firstpage
314
Lastpage
317
Abstract
To further study the properties of NGM (1,1,k) model and reduce its modeling complexity, we improve this model by putting forward a formula to solve its parameters, building an algorithm for optimizing the NGM (1, 1, k) model in terms of the least modeling error, and designing a key technology for implementation of this algorithm. The optimized NGM(1,1,k) model is built accordingly. The parameter characteristics of the two models under multiple transformations and its effect of the simulation value and forecasting value are analyzed by studying the properties of multiply transformation of the two models. The research finding shows that the modeling accuracies of the two models are all in no relation to multiple transformations. The above results imply that the data level can be reduced; the process of building the two models can be simplified; but the simulative and predictive accuracy of the two models remain unchanged.
Keywords
grey systems; NGM(1,1,k) prediction model; forecasting value; least modeling error; multiplication transformation; parameters characteristics; simulation value; NGM(1,1,k)model; grey system; multiply transformation; the least square method;
fLanguage
English
Publisher
ieee
Conference_Titel
Grey Systems and Intelligent Services (GSIS), 2011 IEEE International Conference on
Conference_Location
Nanjing
Print_ISBN
978-1-61284-490-9
Type
conf
DOI
10.1109/GSIS.2011.6044138
Filename
6044138
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