DocumentCode
2798677
Title
Modelling DGM(1,1) under the Criterion of the Minimization of Mean Absolute Percentage Error
Author
Wu, Lifeng ; Wang, Yinao
Author_Institution
Coll. of Math. & Inf. Sci., Wenzhou Univ., Wenzhou, China
Volume
2
fYear
2009
fDate
Nov. 30 2009-Dec. 1 2009
Firstpage
123
Lastpage
126
Abstract
In this paper, we present linear programming method in order to estimate the parameters of the DGM(1,1) model under the criterion of the minimization of mean absolute percentage error (MAPE) (some authors called average relative error). A published article is chosen for practical tests of this method, the results show that this method can obviously improve the simulation accuracy.
Keywords
grey systems; least mean squares methods; linear programming; minimisation; parameter estimation; DGM(1,1) modelling; average relative error; grey model; linear programming method; mean absolute percentage error minimization; parameters estimation; Electronic mail; Information science; Knowledge acquisition; Life estimation; Linear programming; Mathematical model; Mathematics; Minimization methods; Parameter estimation; Testing; 1) model; DGM model; GM(1; Mathematical Modelling; linear programming method; mean absolute percentage error;
fLanguage
English
Publisher
ieee
Conference_Titel
Knowledge Acquisition and Modeling, 2009. KAM '09. Second International Symposium on
Conference_Location
Wuhan
Print_ISBN
978-0-7695-3888-4
Type
conf
DOI
10.1109/KAM.2009.175
Filename
5362263
Link To Document