Non-equidistant step by step optimum new information GM(1,1) and its application

Applying modeling method of grey system and new information principle, in the basis of the grey modeling thought, non-equidistant step by step optimum new information GM(1,1) model was put forward, which was directly modeled according to original data, whose parameters were estimated by optimizing derivative's adjusting coefficients whiting values & background values coefficient and the nth component was taken as the initialization. The model breaks the restricted zone of using GM(1,1) when the absolute value of the development coefficient is quite big, which can be used in non-equal interval & equal interval time series and improve the modeling precision. Examples validate the practicability and reliability of the proposed model.

[1]  L. Junfeng,et al.  Modeling Research on Non-equidistance GM(1,1) Model , 2005 .

[2]  Wang Zheng-xin.  The Optimization of Background Value in Non-Equidistant GM(1,1) Model , 2008 .

[3]  Liu Si-feng,et al.  The GM models that x(n) be taken as initial value , 2004 .

[4]  Gao Zhiqiang,et al.  A generalization of the GM(1,1) direct modeling method with a step by step optimizing grey derivative's whiten values and its applications , 2004 .

[5]  Luo Youxin,et al.  Grey dynamic model GM(1,N) for the relationship of cost and variability , 2009 .

[6]  Youxin Luo,et al.  Application of multi-variable optimizing Grey model MGM(1,n,q,r) to the load-strain relation , 2009, 2009 International Conference on Mechatronics and Automation.

[7]  Youxin Luo,et al.  The non-equal-interval direct new information Verhulst GM(1,1) model with two times fitting and its application to test data processing , 2009, 2009 2nd International Conference on Power Electronics and Intelligent Transportation System (PEITS).

[8]  Wang Yinao.  An Extended Step by Step Optimum Direct Modeling Method of GM(1,1) , 2003 .

[9]  Youxin Luo,et al.  New Information Grey Multi-Variable Optimizating Model NMGM(1,n,q,r) for the Relationship of Cost and Variability , 2009, 2009 Second International Conference on Intelligent Computation Technology and Automation.

[10]  Liu Si-feng,et al.  An optimal GM(1,1) based on the discrete function with exponential law , 2008 .

[11]  Youxin Luo,et al.  The new non-equidistant optimum GM(1,1) of line-drawing data processing in computer aided design , 2009, 2009 4th International Conference on Computer Science & Education.