Single-step Ahead Prediction Based on the Principle of Concatenation Using Grey Predictors

摘要：

In literature a number of different methods are proposed to improve the prediction accuracy of grey models. However, most of them are computationally expensive, and this may prohibit their extensive use. This paper describes a much simpler scheme, based on the principle of concatenation, in which unit step predictions are concatenated by replacing the missing outputs by their previously predicted values. Despite its extreme simplicity, it is shown that the predicted values thus derived results in a better performance than the methods proposed in the literature. Simulation studies show the effectiveness of the proposed algorithm when applied to nonlinear function prediction.

作者: Erdal Kayacan Okyay Kaynak

作者单位: Bogazici University, 34342, Bebek, Istanbul,Turkey

会议类型: 国际会议

会议名称: 2009 IEEE International Conference on Grey System and Intelligent Services(2009 IEEE灰色系统与服务科学国际会议)

会议地点: 南京

会议语种:英文

页码: 300-305

在线出版日期: 2009-10-20（万方平台首次上网日期，不代表论文的发表时间）