Paper Title:
GM(1,1) Model Based on Least Absolute Estimation of Residual
  Abstract

Based on the choice characteristic of least absolute estimation ,and the principle of the minimum of summation of residual absolute value,the GM(1,1) model is proposed to distortion inspecting and forecasting.Exemples show the precision of least absolute estimation is uncertain to be higher a little than that of least squares estimation when observation value contains gross error,and the precision of least absolute estimation is lower a little than that of least squares estimation when observation value doesn’t contain gross error.So least absolute estimation isn’t beter to GM(1,1).

  Info
Periodical
Edited by
Xuejun Zhou
Pages
2881-2886
DOI
10.4028/www.scientific.net/AMM.90-93.2881
Citation
Y. H. Deng, "GM(1,1) Model Based on Least Absolute Estimation of Residual", Applied Mechanics and Materials, Vols. 90-93, pp. 2881-2886, 2011
Online since
September 2011
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Price
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