Optimal solution for novel grey polynomial prediction model

Baolei Wei; Naiming Xie; Aqin Hu

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Optimal solution for novel grey polynomial prediction model

机译：新型灰色多项式预测模型的最优解

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摘要

The grey prediction model, as a time-series analysis tool, has been used in various fields only with partly known distribution information. The grey polynomial model is a novel method to solve the problem that the original sequence is in accord with a more general trend rather than the special homogeneous or non-homogeneous trend, but how to select the polynomial order still needs further study. In this paper the tuned background coefficient is introduced into the grey polynomial model and then the algorithmic framework for polynomial order selection, background coefficient search and parameter estimation is proposed. The quantitative relations between the affine transformation of accumulating sequence and the parameter estimates are deduced. The modeling performance proves to be independent of the affine transformation. The numerical example and application are carried out to assess the modeling efficiency in comparison with other conventional models.

机译：灰色预测模型作为时间序列分析工具，仅在部分具有已知分布信息的情况下才用于各个领域。灰色多项式模型是一种解决原始序列符合更普遍趋势而不是特殊的均质或非均质趋势的新方法，但是如何选择多项式阶数仍需要进一步研究。将调整后的背景系数引入到灰色多项式模型中，提出了多项式阶数选择，背景系数搜索和参数估计的算法框架。推导了累加序列的仿射变换与参数估计之间的定量关系。建模性能证明与仿射变换无关。与其他常规模型相比，通过数值示例和应用程序来评估建模效率。

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来源
《Applied Mathematical Modelling》 |2018年第10期|717-727|共11页
作者
Baolei Wei; Naiming Xie; Aqin Hu;
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作者单位

College of Economics and Management, Nanjing University of Aeronautics and Astronautics;

College of Economics and Management, Nanjing University of Aeronautics and Astronautics,Institute of Grey System Studies, Nanjing University of Aeronautics and Astronautics;

College of Economics and Management, Nanjing University of Aeronautics and Astronautics;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Grey prediction model; Background coefficient; Weighted least square method; Line search;

机译：灰色预测模型;背景系数;加权最小二乘法;直线搜索;

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Optimal solution for novel grey polynomial prediction model

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