The Optimized GPM(1,1) for Forecasting Small Sample Oscillating Series

摘要：

This paper puts forward a modeling approach for oscillating series based on an optimized grey power model with first-order one-variable (abbreviated as GPM(1,1).An optimization method is used to determine the initial value in GPM(1,1) model, and furthermore, the parameters in the model are optimized by utilizing a non-linear programming model.The results show that the modeling approach proposed in this paper can reflect the fluctuation of original data and be solved handily using a computer.The range of application of Grey Model is further extended to forecast oscillating series.The effectiveness of the optimized GPM(l.l) model is demonstrated by an actual case study.

关键词： GPM(1,1) model optimization oscillating series forecasting

作者: Zheng-Xin Wang Yao-Guo Dang Sha-Wei He

作者单位: School of Economics and Management Zhejiang Normal University Jinhua,Zhejiang,PR China College of Economics and Management Nanjing University of Aeronautics and Astronautics Nanjing,Jiang

会议类型: 国际会议

会议名称: 2011 IEEE International Conference on Grey System and Intelligent Services Joint with the 15th WOSC International Congress on Cybernetics and System(2011 IEEE灰色系统与智能服务国际会议暨系统与控制世界组织第15届年会)

会议地点: 南京

会议语种:英文

页码: 290-294

在线出版日期: 2011-09-15（万方平台首次上网日期，不代表论文的发表时间）