A Prediction Model Using Hybrid Grey GM (1,1) Model

In this paper, we propose a new prediction analysis model which combines GM (1,1) model from grey system theory and time series ARIMA model from statistics theory. We abbreviate the combined GM (1,1) ARIMA model as ARGM (1,1) model. This combined model takes the advantage of high predictable power of GM (1,1) model and at the same time takes the advantage of the prediction power of ARIMA model. For prediction accuracy improvements, 3-points average model is further applied to ARGM (1,1) model. We call the improved version as 3P-ARGM (1,1) model. In addition, Markov chain model from stochastic process theory to enhance the prediction power of 3P-ARGM (1,1) model. The generated model is called as M3P-ARGM (1,1) model. As an illustrative example, we use the statistical data recording of the business volume of post and telecommunications from 1990 to 2005 for a validation of the effectiveness of the M3P-ARGM (1,1) model.

並列關鍵字

GM 1,1 model ； ARIMA model ； 3-points average ； Markov chain model

被引用紀錄

Ngoc, H. V. (2014). Application of the Grey Theory for Forecasting the Numbers of 2G and 3G Network Subscribers [master's thesis, I-SHOU University]. Airiti Library. https://doi.org/10.6343/ISU.2014.00272

Lin, M. C. (2011). 營建專案工程時程預測之研究 ─ 以SRC工程專案為例 [doctoral dissertation, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2011.01839

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