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Interval grey number sequence prediction by using non-homogenous exponential discrete grey forecasting model

Interval grey number sequence prediction by using non-homogenous exponential discrete grey forecasting model

作     者:Naiming Xie Sifeng Liu 

作者机构:College of Economics and Management Nanjing University of Aeronautics and Astronautics Institute of Grey System Studies Nanjing University of Aeronautics and Astronautics 

出 版 物:《Journal of Systems Engineering and Electronics》 (系统工程与电子技术(英文版))

年 卷 期:2015年第26卷第1期

页      面:96-102页

核心收录:

学科分类:0303[法学-社会学] 12[管理学] 1204[管理学-公共管理] 03[法学] 030301[法学-社会学] 

基  金:supported by the National Natural Science Foundation of China(70901041 71171113) the Aeronautical Science Foundation of China(2014ZG52077) 

主  题:grey number grey system theory interval discrete grey forecasting model non-homogeneous exponential sequence 

摘      要:This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on the traditional nonhomogenous discrete grey forecasting model(NDGM), the interval grey number and its algebra operations are redefined and combined with the NDGM model to construct a new interval grey number sequence prediction approach. The solving principle of the model is analyzed, the new accuracy evaluation indices, i.e. mean absolute percentage error of mean value sequence(MAPEM) and mean percent of interval sequence simulating value set covered(MPSVSC), are defined and, the procedure of the interval grey number sequence based the NDGM(IG-NDGM) is given out. Finally, a numerical case is used to test the modelling accuracy of the proposed model. Results show that the proposed approach could solve the interval grey number sequence prediction problem and it is much better than the traditional DGM(1,1) model and GM(1,1) model.

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