灰色预测替代经济预测模型的研究

IF 1 4区工程技术 Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Journal of Grey System Pub Date : 2007-06-01 DOI:10.30016/JGS.200706.0001

Li-Chu Hung

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引用次数: 1

摘要

以计量经济模型中的回归分析为重点，通过实证研究检验了模型的准确性。然后将该模型与四种GM(1,1)阴影模型的灰色预测结果进行了比较。为了评估预测模型的能力，我们使用MAPE(平均绝对百分比误差)来检验模型的准确性。我们发现所有的MAPE值都在10~20之间，具有很好的预测能力。虽然4个GM(1,1)影子模型的预测值比本研究建立的预测模型的预测值大，但都在较好的预测能力范围内，证明我们可以用灰色预测部分替代计量回归预测模型。

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The Study of Grey Forecasting in Replacement for Economic Forecasting Model

We examine the accuracy of the model with empirical study focusing on regression analysis in econometric model. Then we compare the result from the model and that from the four GM (1, 1) shadow models in grey forecast. To appraise the ability of the forecasting model, we use MAPE (Mean Absolute Percentage Error) to examine the accuracy of the model. We find all the MAPE values are between 10~20, which yield an excellent forecasting ability. Though the values forecasted by 4 GM (1, 1) shadow models are larger than those from the forecasting model built by this research, they are within the scope excellent forecasting ability to prove that we can replace econometric regression forecasting model with grey forecast partially.

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来源期刊

Journal of Grey System 数学-数学跨学科应用

CiteScore

2.40

自引率

43.80%

发文量

审稿时长

1.5 months

期刊介绍： The journal is a forum of the highest professional quality for both scientists and practitioners to exchange ideas and publish new discoveries on a vast array of topics and issues in grey system. It aims to bring forth anything from either innovative to known theories or practical applications in grey system. It provides everyone opportunities to present, criticize, and discuss their findings and ideas with others. A number of areas of particular interest (but not limited) are listed as follows: Grey mathematics- Generator of Grey Sequences- Grey Incidence Analysis Models- Grey Clustering Evaluation Models- Grey Prediction Models- Grey Decision Making Models- Grey Programming Models- Grey Input and Output Models- Grey Control- Grey Game- Practical Applications.