TY - JOUR
T1 - Predictor design of a novel grey model PGM21 using pseudo second-order information
AU - Li, Keh Tsong
AU - Chen, Yon-Ping
PY - 2006/12/15
Y1 - 2006/12/15
N2 - 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.
AB - 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.
KW - Grey model
KW - Non-monotone sequence
KW - Prediction accuracy
KW - Pseudo second-order information
UR - http://www.scopus.com/inward/record.url?scp=33845619159&partnerID=8YFLogxK
U2 - 10.1299/jsmec.49.395
DO - 10.1299/jsmec.49.395
M3 - Article
AN - SCOPUS:33845619159
SN - 1344-7653
VL - 49
SP - 395
EP - 400
JO - JSME International Journal, Series C: Mechanical Systems, Machine Elements and Manufacturing
JF - JSME International Journal, Series C: Mechanical Systems, Machine Elements and Manufacturing
IS - 2
ER -