A new forecasting method of discrete dynamic system (Q1126590)
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scientific article; zbMATH DE number 1183158
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| English | A new forecasting method of discrete dynamic system |
scientific article; zbMATH DE number 1183158 |
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A new forecasting method of discrete dynamic system (English)
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8 October 1998
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The paper presents a forecasting method called Grey Dynamic Model \(\text{GDM}(1,1,1)\) to analyze discrete dynamic systems via linear differential equations (instead of difference equations). The approach utilizes the modeling theory of Accumulated Generating Operation (AGO), spline interpolation, ARIMA modeling and Fourier series analysis. The model derived is illustrated by applying it in forecasting which uses a leading indicator technique.
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forecasting
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time series analysis
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ARIMA-models
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splines
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grey dynamic model
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0.93083906
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0.8672358
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0.86577725
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0.8473501
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0.8451727
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0.84218585
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0.84038997
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0.83846056
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