Linear time-varying parameters discrete grey forecasting model

This paper analyzed the reason for invariable growth rates of the DGM(1,1) model's simulated values.In order to overcome that shortcoming,a new time-varying parameters discrete grey model (which is called TDGM(1,1)) was constructed by introducing linear time-varying terms.Then,this paper researched properties of the new model,and reached the conclusion that TDGM(1,1) not only possessed white exponential law coincidence,linear law coincidence and consistency of stretching transformation,but also solved the problem that simulated values of original DGM(1,1) were geometric sequences.Furthermore, the paper applied optimization method to optimizing the iterative starting value of the new model, and introduced the steps of using TDGM(1,1) to predict.Finally,the new model was compared with another two discrete grey models through an instance.The results prove the new model greatly improves the simulation and prediction precision.