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Calculation and realization of new method grey residual error correction model

Aiming at the problem of prediction accuracy of stochastic volatility series, this paper proposes a method to optimize the grey model(GM(1,1)) from the perspective of residual error. In this study, a new fitting method is firstly used, which combines the wavelet function basis and the least square m...

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Detalles Bibliográficos
Autores principales: Xiao, Lifang, Chen, Xiangyang, Wang, Hao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8289091/
https://www.ncbi.nlm.nih.gov/pubmed/34280218
http://dx.doi.org/10.1371/journal.pone.0254154