Two Order Grey Markov Prediction Modeling and Its Application

DOI

10.2991/iiicec-15.2015.315How to use a DOI?

Keywords

Grey model; Markov prediction method; Price forecast

Abstract

This paper based on the Grey Theory and Markov Theory, the Two Order Grey Markov Model(GMM(2,1)) is established. The modeling process are analyzed firstly, instead of using only one theory model or only using GM(1,1) in the past, this article also through a real instance comparing GM(1, 1) ,GM (2, 1) and GMM(2,1). Experiments demonstrate that the GMM(2,1) gets the better result performance than that of the other models.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Xingping Li
AU  - Xiumei He
PY  - 2015/03
DA  - 2015/03
TI  - Two Order Grey Markov Prediction Modeling and Its Application
BT  - Proceedings of the 2015 International Industrial Informatics and Computer Engineering Conference
PB  - Atlantis Press
SP  - 1419
EP  - 1423
SN  - 2352-538X
UR  - https://doi.org/10.2991/iiicec-15.2015.315
DO  - 10.2991/iiicec-15.2015.315
ID  - Li2015/03
ER  -