Insight of the Fuzzy Grey Autoregressive Model

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Title:	Insight of the Fuzzy Grey Autoregressive Model
Authors:	曹銳勤;Tsaur, Ruey-chyn
Contributors:	淡江大學經營決策學系
Keywords:	Grey model GM(1,1);Fuzzy regression;Autoregressive model;Fuzzy grey regression model
Date:	2009-08-01
Issue Date:	2010-08-09 17:01:04 (UTC+8)
Publisher:	Springer
Abstract:	In our previous research, we proposed a fuzzy grey regression model for solving limited time series data. The present paper follows the previous research and proposes a fuzzy grey autoregressive model for considering that the current value is correlated with previous values. The proposed model combines the advantages of the grey system model, the fuzzy regression model and the autoregressive model. Two illustrated examples are provided in which the amount of internet subscribers in Taiwan and the global demand of LCD TVs are forecasted. The results of these practical applications show that the proposed model can be used to obtain smaller forecasting errors of MAPE and RMSE, and that it makes good forecasts for the next demand period of internet subscribers and LCD TV. Furthermore, this model makes it possible for decision makers to forecast the best and the worst estimates based on fewer observations.
Relation:	Soft Computing 13(10), pp.919-931
DOI:	10.1007/s00500-008-0368-y
Appears in Collections:	[Department of Management Sciences] Journal Article

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