Grey Forecasting
Mechanism, Models and Applications
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Beschreibung
This book aims to present an overview of grey system models for time series modelling and forecasting. It is about modelling and forecasting time series with ordinary differential equations, especially when the available samples are extremely limited. Grey system models (GSM) develop sequence operators to nonparametrically identify the underlying dynamics from the limited observations. This book concerns about two important modelling themes, small sample and poor information. The former focuses on the mechanism and methodology of GSMs for small-sample real-number time series, and the latter on the uncertainty quantification of grey number together with its small-sample modelling principles. In this book, a broad entry point to applied data science for students majoring in economic, management science, and engineering is applied, covering a wide range of topics from basic introductory material up to research-level techniques.
This book aims to present an overview of grey system models for time series modelling and forecasting. It is about modelling and forecasting time series with ordinary differential equations, especially when the available samples are extremely limited. Grey system models (GSM) develop sequence operators to nonparametrically identify the underlying dynamics from the limited observations. This book concerns about two important modelling themes, small sample and poor information. The former focuses on the mechanism and methodology of GSMs for small-sample real-number time series, and the latter on the uncertainty quantification of grey number together with its small-sample modelling principles. In this book, a broad entry point to applied data science for students majoring in economic, management science, and engineering is applied, covering a wide range of topics from basic introductory material up to research-level techniques.
Contains detailed explanations of modeling mechanism that help readers understand gray system models comprehensively Includes step-by-step procedures of different gray forecasting models that help readers learn quickly Covers programming codes and real-world applications that help readers study and use models efficiently
Autor*in
Naiming Xie
Themen in »Grey Forecasting«
Grey system theory Grey system model Grey forecasting Differential equation Time series forecasting Continuous grey forecasting model Discrete grey forecasting model Accumulation generation