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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...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2021
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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 |