The Optimal α in the Rolling GM(1,1) Model

K.-L. Wen, Y.-F. Huang, and C.-C. Tong (Taiwan)


α , GM(1,1), Minimum Error, C++.


The main purpose of this paper is to analyze the influence parameters α on the rolling modeling based on GM(1,1) model. First, apply GM(1,1) model in prediction. Second, the closed form for the predicted error with the influence parameters α in the GM(1,1) model is derived. Third, present the calculus method to find the minimum error corresponds to α , and build up the criterion for the rolling model in GM(1,1) model. Finally, develop the new approach by using C++, besides, a real and useful example is given to implement our approach.

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