Fading Memory Discrete GM(1,1) Model and its Recursive Algorithm
渐消记忆离散GM(1,1)模型及其递推算法

Considering the different effects of the old and new data on the prediction results,an improved moving-average pretreatment method was established for the original data.On this basis,the forgetting factor was introduced to set different weight for the old and new data,and then the fading memory discrete GM(1,1) model was proposed.To handle with the huge calculational burden of GM(1,1) model,a new online real-time recursive prediction algorithm of the fading memory discrete grey model was presented.The propo...