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A research on the grey prediction model GM(1,n). (English) Zbl 1266.62075

Grey system theory, initiated by J.L. Deng [Syst. Control Lett. 1, 288–294 (1982; Zbl 0482.93003)], is a methodology focusing on the study of problems involving uncertain information (see, e.g., S. Liu and Y. Lin, Grey systems. Theory and applications. Berlin: Springer (2010; Zbl 1222.93001)). The paper deals with a grey prediction model with a convolution integral, GMC(1,n), which is an improved version of the prediction model GM(1,n) (see Liu and Lin). The author applies the algorithm of the GMC(1,n) to explain why the existing GM(1,n) model is incorrect.

MSC:

62M20 Inference from stochastic processes and prediction
93B99 Controllability, observability, and system structure
93C99 Model systems in control theory
62M86 Inference from stochastic processes and fuzziness
65C60 Computational problems in statistics (MSC2010)
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