Predictor Design of a Novel Grey Model PGM21 Using Pseudo Second-Order Information
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概要
- 論文の詳細を見る
A novel grey model, called pseudo-GM(2,1) or PGM21 for simplicity, is developed to improve the prediction accuracy for a non-monotone sequence by modifying the GM (1,1) model with a remedial term. Since the remedial term consists of two development coefficients, it can be treated as a kind of second-order information, called the pseudo second-order information in this paper. With the remedial term, the PGM21 only costs a little higher computation time than the original GM (1,1) model; however, its prediction accuracy is highly increased. The important features of the PGM21 are demonstrated by numeric simulation results.
- 一般社団法人日本機械学会の論文
- 2006-06-15
著者
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Chen Yon‐ping
Department Of Electrical And Control Engineering National Chiao-tung University
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Chen Yon-ping
Department Of Electrical And Control Engineering National Chiao Tung University
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LI Keh-Tsong
Department of Electrical and Control Engineering, National Chiao-Tung University
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Li Keh-tsong
Department Of Electrical And Control Engineering National Chiao-tung University
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