A class Optimal Forecasting Model

摘要：

In this paper, against the initial conditions problem of the unbiased GM(1, 1) model, two models are established based on the unbiased GM(1,1) model with x(1)(1) and x(1)(n) as the initial conditions and with the weighted average of x(1)(1)and x(1)(n) as the initial conditions respectively. We calculate the weight a and the expression which parameter β satisfy.

关键词： unbiased GM(1,1) model initial conditions optimization estimate

作者: Shu Hui Xiong Ping-ping

作者单位: College of Mathematics and Physics, Nanjing University of Posts and Telecommunications, Nanjing 2100 College of Mathematics and Physics, Nanjing University of Information Science &Technology, Nanjing 2

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 220-224

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）