Model comparison of GM(1,1) and DGM(1,1) based on Monte-Carlo simulation

DOI10.1016/j.physa.2019.123341MaRDI QIDQ2137658

Hong-Hao Zheng, Dan-Dan Li, Zheng-Xin Wang

Publication date: 16 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.123341

zbMATH Keywords

random sequencesMonte-Carlo simulationsocial forecastingDGM(1,1) modeleconomic forecasting

Mathematics Subject Classification ID

82-XX: Statistical mechanics, structure of matter

Related Items

Research on a grey prediction model of population growth based on a logistic approach

Cites Work

• Unnamed Item
• Discrete grey forecasting model and its optimization
• The necessary and sufficient condition for GM(1, 1) grey prediction model
• Grey system model with the fractional order accumulation
• Control problems of grey systems
• A new multivariable grey prediction model with structure compatibility
• Grey-Markov prediction model based on background value optimization and central-point triangular whitenization weight function
• The novel fractional discrete multivariate grey system model and its applications
• A generalization of the GM(1,1) direct modeling method with a step by step optimizing grey derivative's whiten values and its applications
• Fractional gray Lotka-Volterra models with application to cryptocurrencies adoption
• Monte Carlo simulation in statistical physics. An introduction.