A research on the grey prediction model GM(1,n). (English) Zbl 1266.62075
Grey system theory, initiated by J.L. Deng [Syst. Control Lett. 1, 288–294 (1982; Zbl 0482.93003)], is a methodology focusing on the study of problems involving uncertain information (see, e.g., S. Liu and Y. Lin, Grey systems. Theory and applications. Berlin: Springer (2010; Zbl 1222.93001)). The paper deals with a grey prediction model with a convolution integral, GMC(1,n), which is an improved version of the prediction model GM(1,n) (see Liu and Lin). The author applies the algorithm of the GMC(1,n) to explain why the existing GM(1,n) model is incorrect.
Reviewer: Ryszard Doman (Poznań)
MSC:
| 62M20 | Inference from stochastic processes and prediction |
| 93B99 | Controllability, observability, and system structure |
| 93C99 | Model systems in control theory |
| 62M86 | Inference from stochastic processes and fuzziness |
| 65C60 | Computational problems in statistics (MSC2010) |
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