• 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