標題: Predictor design of a novel Grey model PGM21 using pseudo second-order information
作者: Li, Keh-Tsong
Chen, Yon-Ping
電控工程研究所
Institute of Electrical and Control Engineering
關鍵字: Grey model;prediction accuracy;non-monotone sequence;pseudo second-order information
公開日期: 1-Jun-2006
摘要: 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.
URI: http://dx.doi.org/10.1299/jsmec.49.395
http://hdl.handle.net/11536/12224
ISSN: 1344-7653
DOI: 10.1299/jsmec.49.395
期刊: JSME INTERNATIONAL JOURNAL SERIES C-MECHANICAL SYSTEMS MACHINE ELEMENTS AND MANUFACTURING
Volume: 49
Issue: 2
起始頁: 395
結束頁: 400
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