A Gray Model With a Time Varying Weighted Generating Operator

Date

2016-03-06

Advisors

Journal Title

Journal ISSN

ISSN

2168-2216

Volume Title

Publisher

IEEE

Type

Article

Peer reviewed

Yes

Abstract

A grey model with time varying weighted generating operator is put forward in order to fully extract information concealed in recent data. This model increases the weight of new data and relieve the influence of the the data fluctuation. The relationship between the sample size and the error from the inverse time varying weighted generating operator is discussed. Compared with traditional grey forecasting models, the results of practical numerical examples demonstrate that this grey model performs well in forecasting problems with limited data, and can provide reliable and acceptable accuracy for future prediction.

Description

The file attached to this record is the authors final peer reviewed version. The publisher's version of Record can be found by following the DOI link.

Keywords

Grey forecasting, grey generating operator, failure frequency forecasting, electricity consumption, tuberculosis incidence

Citation

Wu, L., Liu, S. and Yang, Y. (2016) A Gray model with a time varying weighted generating operator. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 46, pp.427 - 433

Rights

Research Institute

Institute of Artificial Intelligence (IAI)