Introduction to Grey system theory
The Journal of Grey System
Time Series Analysis, Forecasting and Control
Time Series Analysis, Forecasting and Control
Backpropagation and Recurrent Neural Networks in Financial Analysis of Multiple Stock Market Returns
HICSS '96 Proceedings of the 29th Hawaii International Conference on System Sciences Volume 2: Decision Support and Knowledge-Based Systems
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Financial time series prediction using polynomial pipelined neural networks
Expert Systems with Applications: An International Journal
A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Evaluation systems and methods of enterprise informatization and its application
Expert Systems with Applications: An International Journal
Single-step ahead prediction based on the principle of concatenation using grey predictors
Expert Systems with Applications: An International Journal
Application of grey system theory in telecare
Computers in Biology and Medicine
Wind farm power prediction based on wavelet decomposition and chaotic time series
Expert Systems with Applications: An International Journal
A case-based knowledge system for safety evaluation decision making of thermal power plants
Knowledge-Based Systems
Using neural network for forecasting TXO price under different volatility models
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
An accurate signal estimator using a novel smart adaptive grey model SAGM(1,1)
Expert Systems with Applications: An International Journal
Improvement of e-government service process via a grey relation agent mechanism
Expert Systems with Applications: An International Journal
International Journal of Networking and Virtual Organisations
Grey-prediction self-organizing fuzzy controller for robotic motion control
Information Sciences: an International Journal
Detecting SYN flooding attacks based on traffic prediction
Security and Communication Networks
Damp trend Grey Model forecasting method for airline industry
Expert Systems with Applications: An International Journal
Computers and Electronics in Agriculture
Design of a grey-prediction self-organizing fuzzy controller for active suspension systems
Applied Soft Computing
Computers and Industrial Engineering
A seasonal discrete grey forecasting model for fashion retailing
Knowledge-Based Systems
International Journal of Measurement Technologies and Instrumentation Engineering
Hi-index | 12.06 |
Being able to forecast time series accurately has been quite a popular subject for researchers both in the past and at present. However, the lack of ability of conventional analysis methods to forecast time series that are not smooth leads the scientists and researchers to resort to various forecasting models that have different mathematical backgrounds, such as artificial neural networks, fuzzy predictors, evolutionary and genetic algorithms. In this paper, the accuracies of different grey models such as GM(1,1), Grey Verhulst model, modified grey models using Fourier Series is investigated. Highly noisy data, the United States dollar to Euro parity between the dates 01.01.2005 and 30.12.2007, are used to compare the performances of the different models. The simulation results show that modified grey models have higher performances not only on model fitting but also on forecasting. Among these grey models, the modified GM(1,1) using Fourier series in time is the best in model fitting and forecasting.