■奚潭：R在灰色系统理论方面的应用.pdf

An IntRoduction to gRey methods by using R Tan Xi Department of Statistics, NUFE Nov 6, 2009 2009-12-5 1 Contents: A brief introduction to Grey Methods An analysis of Degree of Grey Incidence Grey GM(1, 1) Model (1)Construction (2)Test the accuracy of the model Some Envisions 2009-12-5 2 A brief introduction to Grey Methods • Who? Professor Deng! A Chinese! • When? Long ago… About 1970s! • What? White, Grey, Black? • Application? Many realms! Economics, Physics, Social Science, and the list will go on! 2009-12-5 3 An easy example——Step by Step Suppose that the original sequence is Y {8, 8.8,16,18, 24, 32 } 0 comparative sequences are : . Y {10,12.12,19.28, 20.25, 23.4, 30.69 } 1 Y {6, 6.35, 6.57, 6.98, 8.35, 8.75} 2 Which of the comparative sequences is much closer to the original series Y ? 0 2009-12-5 4 Before computing the exact values, you can get the intuition by looking at the graph. (Ads: Where is Xie? ☺). GET THE INTUITION 35 30 25 20 15 10 5 0 1 2 3 4 5 6 Y0 Y1 Y2 2009-12-5 5 • Step1: In