Random Simulation on Error of Grey Forecasting Model

摘要：

A random simulation method is proposed to improve the grey forecasting model.This method is enlightened by Monte Carlo simulation method.It can compare the model error between different grey forecasting models, even between grey model and other forecasting methods.The experiments are used to demonstrate the proposed method, and the results show that this method is effective.

关键词： grey system random simulation error Monte carlo

作者: ZHANG KE

作者单位: Business school HoHai university Nanjing China

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: 232-236

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）