Title :
Initial condition´s optimization on GM (1, 1)
Author :
Xiao Wei Chang ; Feng Sun
Author_Institution :
Coll. of RongZhi, Chongqing Technol. & Bus. Univ., Chongqing, China
Abstract :
A conventional GM(1,1) model solves grey differential equations through the first data of a raw sequence, and it has an effect on the precision of simulation and prediction. According to the principle of minimal information in grey system theory, this paper proposes an initial condition optimal approach of GM(1,1) model based on the minimal square sum on simulation error, The data relation between initial value and raw sequence is constructed through building a nonrestraint linear programming model on the basis of simulation error and initial value, and this paper also gives a calculation formula of initial value. Finally, an example demonstrates the validity and practicability of this approach.
Keywords :
differential equations; grey systems; initial value problems; least squares approximations; linear programming; GM (1, 1) model; grey differential equations; grey system theory; initial condition optimization; initial value calculation; minimal information principle; minimal square sum; nonrestraint linear programming model; Bellows; Genetics; GM(1,1) model; initial condition optimization; square sum of simulation error;
Conference_Titel :
Grey Systems and Intelligent Services (GSIS), 2011 IEEE International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-61284-490-9
DOI :
10.1109/GSIS.2011.6044086