Memory Property of Grey Accumulation Generation Sequence

Lifeng Wu, Xiaohui Gao and Yan Chen

Complexity, 2019, vol. 2019, 1-10

Abstract:

The influence of grey accumulation generation operator on the memory of time sequence is discussed. Generalized Hurst exponent (GHE) approach is used to calculate the memory in three cases, namely, the M3-Competition data, the air quality index in Beijing, Xingtai, and Handan, and the power generating capacity, and car production index in Hebei province. The result indicates that one order accumulation generation operator (1-AGO) can weaken the volatility and strengthen the memory of time sequence. It also explains the reason that one-order accumulation can be used in grey prediction.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:9459038

DOI: 10.1155/2019/9459038

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