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Adaptive GM(1,1) model based on residual recurrence

LIAN Shi-wei1,2,4, XUE Lei1, WANG Xian-dong3, MA Ji-lian4   

  1. 1.Electronic Engineering Institute of the PLA, Hefei 230037, China;
    2. Geospatial Information Institute, Information Engineering University, Zhengzhou 450052, China;
    3. Unit 61651 of the PLA, Beijing 100094, China;
    4. Unit 77526 of the PLA, Lhasa 850000, China
  • Online:2013-10-25 Published:2010-01-03

Abstract:

There exists a problem that wave sequence can not be forecasted in the traditional GM(1,1) model. Based on GM(1,1) model and residual GM(1,1) model, the recurrence GM(1,1) model and the residual recurrence GM(1,1) model are established by introducing a metabolism array. After inverting adding the solution of the former model with the one of the model obtained from taking logarithm on the latter, the solution of adaptive GM(1,1) model is presented. Instance data simulation and comparison of these four methods, the results show that the adaptive GM (1,1) model has better prediction than other methods. It proposes a fundamental solution to predict wave sequence by the GM (1,1) model.

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