Grey system forecasting model with random disturbance term and its optimization

DOI10.3934/jimo.2023158MaRDI QIDQ6536960

Sheng Zhu, Xueping Liu

Publication date: 14 May 2024

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

zbMATH Keywords

random disturbanceItô processgrey system forecasting modelwhitenization differential equation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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