Memory Property of Grey Accumulation Generation Sequence

The influence of grey accumulation generation operator on the memory of time sequence is discussed. Generalized Hurst exponent (GHE) approach is used to calculate the memory in three cases, namely, the M3-Competition data, the air quality index in Beijing, Xingtai, and Handan, and the power generati...

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Main Authors: Lifeng Wu, Xiaohui Gao, Yan Chen
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2019/9459038
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author Lifeng Wu
Xiaohui Gao
Yan Chen
author_facet Lifeng Wu
Xiaohui Gao
Yan Chen
author_sort Lifeng Wu
collection DOAJ
description The influence of grey accumulation generation operator on the memory of time sequence is discussed. Generalized Hurst exponent (GHE) approach is used to calculate the memory in three cases, namely, the M3-Competition data, the air quality index in Beijing, Xingtai, and Handan, and the power generating capacity, and car production index in Hebei province. The result indicates that one order accumulation generation operator (1-AGO) can weaken the volatility and strengthen the memory of time sequence. It also explains the reason that one-order accumulation can be used in grey prediction.
format Article
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institution Kabale University
issn 1076-2787
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language English
publishDate 2019-01-01
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series Complexity
spelling doaj-art-a7341c7087d54e528c7d182e917a4bf12025-02-03T06:01:19ZengWileyComplexity1076-27871099-05262019-01-01201910.1155/2019/94590389459038Memory Property of Grey Accumulation Generation SequenceLifeng Wu0Xiaohui Gao1Yan Chen2College of Economics and Management, Hebei University of Engineering, Handan 056038, ChinaCollege of Economics and Management, Hebei University of Engineering, Handan 056038, ChinaCollege of Economics and Management, Hebei University of Engineering, Handan 056038, ChinaThe influence of grey accumulation generation operator on the memory of time sequence is discussed. Generalized Hurst exponent (GHE) approach is used to calculate the memory in three cases, namely, the M3-Competition data, the air quality index in Beijing, Xingtai, and Handan, and the power generating capacity, and car production index in Hebei province. The result indicates that one order accumulation generation operator (1-AGO) can weaken the volatility and strengthen the memory of time sequence. It also explains the reason that one-order accumulation can be used in grey prediction.http://dx.doi.org/10.1155/2019/9459038
spellingShingle Lifeng Wu
Xiaohui Gao
Yan Chen
Memory Property of Grey Accumulation Generation Sequence
Complexity
title Memory Property of Grey Accumulation Generation Sequence
title_full Memory Property of Grey Accumulation Generation Sequence
title_fullStr Memory Property of Grey Accumulation Generation Sequence
title_full_unstemmed Memory Property of Grey Accumulation Generation Sequence
title_short Memory Property of Grey Accumulation Generation Sequence
title_sort memory property of grey accumulation generation sequence
url http://dx.doi.org/10.1155/2019/9459038
work_keys_str_mv AT lifengwu memorypropertyofgreyaccumulationgenerationsequence
AT xiaohuigao memorypropertyofgreyaccumulationgenerationsequence
AT yanchen memorypropertyofgreyaccumulationgenerationsequence