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Discrete Grey Model Analysis and a New Grey Model DPGM (1,1)

並列摘要


Based on the analysis of the relationship between GM(1,1) and DGM(1,1), this paper proposes a new discrete grey model D1GM(1,1). The relationship between parameters of the two models and their forecasting precision are discussed. And further this paper proposes another new discrete grey model DPGM(1,1). The relationship between DPGM(1,1) and DGM(1,1) and the relationship between DPGM(1,1) and D1GM(1,1) are researched. The results show that we can equal DPGM(1,1) with DGM(1,1) while weight p in DPGM(1,1) values 1, and we can equal DPGM(1,1) with D1GM(1,1) while weight p in DPGM(1,1) values 0.5. Researches in this paper show that the prediction accuracy of DPGM(1,1) change with weight value. So pattern search algorithms are proposed to work out the best value of weight p in this paper.

並列關鍵字

DGM 1,1 D1GM 1,1 DPGM 1,1 Pattern Search

參考文獻


DENG, J. L.(2002)。Grey Prediction and Grey Decision。Wuhan:HUST Press。
LI, B.,WEI, Y.(2007).Optimized GM (1, 1) Grey Model Based on Connotation Expression.Journal of Grey System.3,133-136.
LI, B.,WEI, Y.(2008).Optimized GM (1, 1) grey model based on Romberg Algorithm.The Journal of Grey System.2,125-134.
LIU, S. F.、DANG, Y. G.、FANG, Z. G.(2008)。Grey System Theory and Its Application。Beijing. (In Chinese):Science Press。
TORCZON, V.,TROSSET, M.(1997).From Evolutionary Operation to Parallel Direct Search: Pattern Search Algorithms for Numerical Optimization.Comput. Sci. Statist.1,396-401.

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