Use Simulation To Differentiate Between Some Modern Methods To the Model GM(1,1) To Find Missing Values And Estimate Parameters With A Practical Application

Authors

  • فراس احمد محمد
  • نور سليم

DOI:

https://doi.org/10.33095/jeas.v24i102.155

Keywords:

النموذج الرمادي GM(1,1), الطريقة التراكمية (ACC), الطريقة الأسية (EXP) , الطريقة الأسية المعدلة (Mod EXP), طريقة سرب الجسيمات (PSO), الوقود الثقيل (HFO) ، وقود الديزل (D.O)., GM(1,1) ; ACC ; EXP ; Mod EXP ; PSO ; HFO ; D.O .

Abstract

Abstract

       The grey system model GM(1,1) is the model of the prediction of the time series and the basis of the grey theory. This research presents the methods for estimating parameters of the grey model GM(1,1) is the accumulative method (ACC), the exponential method (EXP), modified exponential method (Mod EXP) and the Particle Swarm Optimization method (PSO). These methods were compared based on the Mean square error (MSE) and the Mean Absolute percentage error (MAPE) as a basis comparator and the simulation method was adopted for the best of the four methods, The best method was obtained and then applied to real data. This data represents the consumption rate of two types of oils a heavy fuel (HFO) and diesel fuel (D.O) and the use of tests to confirm the accuracy of the grey model. After obtaining the results, the best method to estimate the parameters of the grey model GM(1,1) is the method of the Particle Swarm Optimization method (PSO) It has been used to treatment the missing values ​​in the data and in the prediction where it has been shown to have the best results

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Published

2018-02-01

Issue

Section

Statistical Researches

How to Cite

“Use Simulation To Differentiate Between Some Modern Methods To the Model GM(1,1) To Find Missing Values And Estimate Parameters With A Practical Application” (2018) Journal of Economics and Administrative Sciences, 24(102), p. 404. doi:10.33095/jeas.v24i102.155.

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