Proximity and Similitude of Sequences Based on Grey Relational Analysis

dc.contributor.authorYuan, C.en
dc.contributor.authorYang, Yingjieen
dc.contributor.authorChen, D.en
dc.contributor.authorLiu, S.en
dc.date.accessioned2016-03-30T09:22:53Z
dc.date.available2016-03-30T09:22:53Z
dc.date.issued2014
dc.description.abstractTime series analysis, the most popular method, is facing some challenges, including small sample, non-stable relation, stochastic distribution constraint, and so on. Grey relational analysis can supply some new ideas for these issues. Proximity and similitude models are built based on the thoughts of grey relational analysis. A numerical example shows that the novel models are different from correlation coefficient and suitable for small samples. Two cases are studied by applying the models, one is the relation of gasoline price and international crude oil price, and another is that of Shenzhen house price and land price. The case studies show that proximity and similitude models are reasonable and effective.en
dc.funderLeverhulme Trusten
dc.identifier.citationYuan, C., Yang, Y., Chen, D. and Liu, S. (2014) Proximity and Similitude of Sequences Based on Grey Relational Analysis, Journal of Grey Systems, 26, pp.57-74en
dc.identifier.urihttp://hdl.handle.net/2086/11716
dc.language.isoenen
dc.peerreviewedYesen
dc.projectidInternational Fellowshipen
dc.publisherResearch Information Ltden
dc.relation.ispartofseries26;
dc.researchgroupCentre for Computational Intelligenceen
dc.researchinstituteInstitute of Artificial Intelligence (IAI)en
dc.subjectGrey Systemsen
dc.subjectGrey Relational Analsysisen
dc.titleProximity and Similitude of Sequences Based on Grey Relational Analysisen
dc.typeArticleen

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