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Journal of the Chinese Institute of Engineers, Vol. 26, No. 3, pp.

301-308 (2003)

301

A MODIFIED GREY FORECASTING MODEL FOR LONG-TERM


PREDICTION
Che-Chiang Hsu * and Chia-Yon Chen

ABSTRACT
Grey theory is a truly multidisciplinary and generic theory that deals with systems which are characterized by poor information and /or for which information is
lacking. In this paper, a modified grey model, combined with a simple statistical
method to determine the model coefficient and a sectional model, by using another
variable to modify the original grey prediction model for long-term forecasting, is
proposed. This new method not only can improve the prediction accuracy of the original grey model, but also can make it suitable for long-term forecasting. Finally, we
use power demand forecasting in Taiwan for our case study to test the efficiency and
accuracy of the proposed method.
Key Words: grey theory, modified GM(1,1) model, long-term forecasting.

I. INTRODUCTION
Grey theory, developed originally by Deng
(1982), is a truly multidisciplinary and generic theory
that deals with systems which are characterized by
poor information and /or for which information is
lacking. The fields covered by grey theory include
systems analysis, data processing, modeling, prediction, decision-making and control. Grey theory
mainly works on a system analysis with poor, incomplete or uncertain messages. Grey forecasting models have been extensively used in many applications
(e.g., Sun, 1991; Morita et al., 1996; Huang and
Wang, 1997; Hsu and Wen, 1998; Hsu and Chen,
1999; Yue and Wang, 2000; Hao and Wang, 2000;
Xing, 2001). In contrast to statistical methods, the
potency of the original series in the time series grey
model, called GM(1,1), has been proven to be at least
four (Deng, 1986). In addition, assumptions regarding statistical distribution of data are not necessary
when applying grey theory. The accumulated
*Corresponding author. (Tel: 886-6-6523111 ext. 263; Fax: 8866-6523614; Email: stronghs@mail.njtc.edu.tw)
C. C. Hsu is with the Department of Resources Engineering,
National Cheng-Kung University, Tainan, Taiwan 701, R.O.C. and
is currently with the faculty of the Department of Industrial Engineering and Management, Nan-Jeon College of Technology,
Tainan, Taiwan 737, R.O.C.
C. Y. Chen is with the Department of Resources Engineering,
National Cheng-Kung University, Tainan, Taiwan 701, R.O.C.

generation operation (AGO) is one of the most important characteristics of grey theory, and its main
purpose is to reduce the randomness of data. In fact,
functions derived from AGO formulations of original series are always well fitted to exponential functions.
But, using the original GM(1,1) model may face
problems in that this model cannot reflect real system growth trends among different periods and it is
not suitable for long-term forecasting. In this paper,
a modified grey model combined with a simple statistical method to determine the model coefficient and
a sectional model by using another variable to modify
the original grey prediction model for long-term forecasting is proposed. This new method not only can
improve the prediction accuracy of the original grey
model, but also can solve the long-term forecasting
problem for which the original grey model is not
suitable. Finally, we use power demand forecasting
in Taiwan for our case study to examine the model
reliability and accuracy.
II. ORIGINAL GM(1,1) FORECASTING
MODEL
The GM(1,1) is one of the most frequently used
grey forecasting models. This model is a time-series
forecasting model encompassing a group of differential equations adapted for parameter variance from a
first-order differential equation. Its difference

302

Journal of the Chinese Institute of Engineers, Vol. 26, No. 3 (2003)

equations have structures that vary with time rather


than being general difference equations. Although it
is not necessary to employ all the data from the original series to construct GM (1,1), the minimum number of data must be four. In addition, the data must
be taken at equal intervals and in consecutive order
without bypassing any data (Deng, 1986). The GM
(1,1) model constructing process is described below:
Denote the original data sequence by
x (0)=(x (0)(1), x (0)(2), x (0)(3), ..., x (0)(n))

(1)

where n: the number of data observed.


The accumulated generating operation (AGO)
formation of x (0) defined as:
x (1)=(x (1)(1), x (1)(2), x (1)(3), ... , x (1)(n))

(2)

where
x (1)(1)=x (0)(1), and x (1)(k) =

x (0)(m)
m=1

k=2, 3, ... , n

(3)

From the AGO sequence x (1) , we can form a


GM(1,1)model which corresponds to the following
first-order difference equation :
dx (1)(k)/dk+ax (1)(k)=b

(4)

Therefore, the solution of Eq. (4) can be obtained


using the least square method. That is

x (1)(k) = (x (0)(1) b ) e a(k 1) + b


a
a

(5)

x (0)(k) = (x (0)(1) b ) (1 e a) e a(k 1)


a
k=2, 3, ...

(10)

where x (0) (1), x (0) (2), ..., x (0) (n) are called the
GM(1,1) fitted sequence, while x (0)(n+1), x (0)(n+2),
..., are called the GM(1,1) forecast values.
III. MODIFIED MODELING METHOD OF GM
(1,1) FORECASTING MODEL
Obviously, using the GM(1,1) model may face
some problems. First of all, a real system will grow
at different speeds during the whole period, but it is
difficult for the original GM(1,1) model to reflect real
growth trends among the different periods, since it is
just suitable for one exponential growth rule.
Secondly, it has been proven that this model is not
suitable for long-term forecasting, since the absolute
value of model coefficient a is too large it may lead
to a larger prediction error (Liu and Deng, 2000). In
order to solve these problems, a new modified modeling method of the GM(1,1) forecasting model is
proposed as follows.
Usually, the coefficients a and b in Eq. (5) are
determined by using the least square method as stated
in Eqs. (5)-(8). Obviously, through this method, the
estimated value of coefficients a and b is not necessarily the optimum value. Thus, a new method based
on statistical theory to determine the estimated value
of coefficients a and b is described as follows.
According to the given data sequence as Eq.(1),
we can obtain a new data sequence as:

where
A(k)=(a(1), a(2), a(3), ..., a(n1)),
[a, b] T = (B T B) 1 B T X n

(6)
(k=1, 2, ... , n1)

(11)

and
where

0.5(x (1)(1)

B=

x (1)(2))

+
,

0.5(x (1)(2) + x (1)(3)) ,

1
1

a(k) = ln[x 0(k + 1)/x 0(k)]

From the statistical theory, the expectated value


E(A) and variance S(A) of series A(k) are defined as:

0.5(x (1)(n 1) + x (1)(n)) , 1

n1

X n=[x (0)(2), x (0)(3), x (0)(4), ... , x (0)(n)] T

(8)

We obtained x (1) from Eq. (5). Let x (0) be the


fitted and predicted series,

x (0) = (x (0)(1), x (0)(2), x (0)(3),

, x (0)(n),

(12)

(7)

(9)

where x (0)(1)=x (0)(1).


Applying the inverse accumulated generating
operation (IAGO), we then have

E(A) =

1
a(k)
n 1 k
=1

S 2(A) =

(13)

n1

1
[a(k) E(A)] 2
n 1 k
=1

(14)

For the general prediction problem, some unusual data may lead to a large predicted error. In
order more reasonably to determine the optimum
value of a, the influence of these unusual data must
be removed. Analytical experience indicates that if

303

C. C. Hsu and C. Y. Chen: A Modified Grey Forecasting Model for Long-Term Prediction

the deviation between the data in the sequence A(k)


and the mean is larger than two times the variance of
data, then these data are recognized as unusual data
(Liang et al., 2001). The remaining data, from which
the unusual data have been excluded is denoted as:

different development stages we divide the original


data sequence into m sections as shown in Eq. (21).

x1(0) = (x (0)(1), x (0)(2),

, x (0)(p 1))

x2(0) = (x (0)(p), x (0)(p +1),

, x (0)(q 1))

A (k)=(a (1), a (2), a (3), ... , a (m)),


*

(k=1, 2, ... , m)

(15)

where mn1
Then the optimum estimated value a of the coefficient a could be calculated by:

1
a=m

xm(0) = (x (0)(s), x (0)(s +1),

(16)

As we obtain the estimated value of the coefficient a,


the coefficient b can be further determined as follows.
We can rewrite Eq. (4) into general regression
form as
X n=aZ+b

(17)

(21)

where m: the number of sections.


By using the same method mentioned above, the
GM(1,1) model of each sections can be established
as below.

a *(k)
k=1

, x (0)(n))

x1(0)(k 1) = (x (0)(1)

b1
a
a (k 1)
) (1 e 1) e 1 1
,
a1

k 1=2, 3, ..., p1

x2(0)(k 2) = (x (0)(p)

b2
a
a (k 1)
) (1 e 2) e 2 2
,
a2

k 2=p+1, p+2, ..., q1

where

Z=

0.5(x (1)(1) + x (1)(2))


0.5(x (1)(2) + x (1)(3))

xm(0)(k m) = (x (0)(s)
(18)

bm
a
a (k 1)
) (1 e m) e m m ,
am

k m=s+1, s+2, ..., n

(22)

0.5(x (1)(n 1) + x (1)(n))


Then we calculate the expectated value of coefficient b,
E(b)=E(X n)E(aZ)

(19)

Let E(b)= , then

=X nZ

(20)

where

X
Z

is the estimated value of the coefficient b.


is the mean of series X n.
is the mean of series Z.

Through this simplification process, we can easily


estimate the coefficients a and b of GM(1,1) model
more correctly and efficiently.
In fact, through Eq. (12) we can find that e a(k)
is the series growth rate. By taking the Napierian
logarithm of the original data sequence then the different exponential development stages will be
identified. Once the turning point of the series growth
trend appears, we can divide the original data sequence into several sections. According to the

This new modified method can not only estimate the


coefficients of GM(1,1) model more efficiently but
can also reflect the growth trend of the series during
different periods.
However, this modified method is still not suitable for long-term forecasting. To expand this model
for long-term forecasting, we introduce a new idea
by adding another variable to modify the method
mentioned above. The GM(1,1) model coefficient a
can be estimated by the original series growth rate.
To obtain the approximate future growth trend of the
original series, we could choose an important variable with a close relation to the original series. If we
have the future growth rate information about this new
variable, we can use such data to estimate the future
original series growth rate. Through this method the
future GM(1,1) model coefficient a can be identified
and applied for long-term forecasting.
From the above description, we can infer that
the proposed modified GM(1,1) forecasting model has
the following properties:
(1) It not only can keep the advantage of easy operation of the original GM(1,1) model, but, through
the new method based on simple statistical theory,
can determine model coefficients more efficiently.
(2) It solves the problem of the original GM(1,1)

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Journal of the Chinese Institute of Engineers, Vol. 26, No. 3 (2003)

Table 1 Power demand and GDP of Taiwan 19812000


Year
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000

Power Demand
(10 3 Wh)
37447713
38155718
42318625
45826958
47919102
53812862
59174751
65227727
69251809
74344947
80977405
85290354
92084684
98561004
105368193
111139816
118299046
128129801
131725892
142412887

16
14

GDP
(million NT$)

12

2542505
2632796
2855186
3157823
3314214
3699889
4171439
4498496
4868833
5131506
5519140
5932383
6348468
6799720
7236536
7678126
8190783
8565134
9050887
9528774

model which cannot reflect the real system with


different growth trends during different stages.
(3) By adding another variable to modify the future
model coefficient, it can be more suitable for longterm forecasting.
Next, we will proceed to power demand forecasting in Taiwan for our case study to examine the
reliability and accuracy of the modified GM(1,1)
model. Furthermore, we also use the new modified
method for long-term power demand forecasting in
Taiwan from 2001 to 2010.
IV. SIMULATION RESULTS
To demonstrate the effectiveness of the proposed
method, we use power demand forecasting in Taiwan
as an illustrating example. First, we choose the gross
domestic product (GDP) as another important
variable, which is highly related to the power demand
growth. From Table 1, we can obtain the correlation
coefficient between GDP and power demand of Taiwan from 1981 to 2000, which is high, up to 0.9993.
The growth trends of power demand and GDP are
also shown in Fig. 1. Thus we can use the future
economic growth rate information to modify the future modified GM(1,1) model coefficients and apply
them to long-term power demand forecasting.
In this paper, we use historical annual power
demand records for Taiwan from 1981 to 2000 as our

GDP (106 million NT$)


Power Demand (1010 Wh)

10
6
4
2
0
1980 1982 1984 1986 1988 1990 1992 1994 1996 1998 2000
Year
Fig. 1 The GDP and Power Demand of Taiwan from 1981 to 2000

research data. There are 20 observations, where 1981


to 1998 are used for model fitting and 1999 to 2000
are reserved for ex post testing. In order to make the
sectional model simulation results more meaningful,
we divide these 20 observations in two ways. One is
taking equal order of data sequence sectional models
(EOSM), according to the economic growth rate of
Taiwan, we divide these 20 observations into four
equal development periods, where 1981-1985 is the
first period and 1986-1990, 1991-1995 and 1996-2000
are the second period, third period and fourth period,
respectively. The other is taking a non-equal order
of data sequences sectional model (NEOSM), according to the rule mentioned before by taking the Napierian logarithm of the original data sequence; to find
the different exponential development stages, we divide these observations into four non-equal development periods, where 1981-1984 is the first period and
1985-1989, 1990-1994 and 1995-2000 are the second
period, third period and fourth period, respectively.
Then we can further set up the sectional GM(1,1)
model for each divided period as stated in Eq. (22).
Previous research has developed some enhanced
GM(1,1) models to further improve the original model
predictive accuracy, such as GM(1,1) residual modification model, Markov Chain Residual Modification
GM(1,1) (MCRM GM(1,1)) and the Discrete Difference Equation Prediction Model(DDEPM). Details
of these improved models can be found in Deng
(1982), Hsu and Wen(1998), Chen and Lee (2002),
respectively. For the purpose of comparison, we use
the same number of observations to construct the
MCRM GM(1,1) and formulate the traditional time
series ARIMA (p,d,q) model, where p is the order of the
auto-regressive part, d is the order of the differencing,
and q is the order of the moving-average process (Box
et al., 1994).
The results obtained by the original GM(1,1)
model, our EOSM and NEOSM GM(1,1) model,
MCRM GM(1,1) model and ARIMA model are presented in Table 2 and Fig. 2. The model percentage

305

C. C. Hsu and C. Y. Chen: A Modified Grey Forecasting Model for Long-Term Prediction

Unit:10 3 Wh

Table 2 Model values and forecast errors

Year

Real Values

Original GM(1,1)
Model Value Error(%)

1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000

37447713
38155718
42318625
45826958
47919102
53812862
59174751
65227727
69251809
74344947
80977405
85290354
92084684
98561004
105368193
111139816
118299046
128129801
131725892
142412887

37447713
41062515
44128430
47423261
50964099
54769313
58858641
63253296
67976077
73051483
78505841
84367447
90666708
97436300
104711340
112529569
120931542
129960845
139664318
150092296

0.00
7.62
4.28
3.48
6.35
1.78
-0.53
-3.03
-1.84
-1.74
-3.05
-1.08
-1.54
-1.14
-0.62
1.25
2.23
1.43
6.03
5.39

MAPE 1982-1998
MAPE 1999-2000

EOSM GM(1,1)
Model Value Error(%)

NEOSM GM(1,1)
Model Value Error(%)

37447713
39961651
42644355
45507154
48562138
52297572
57076113
62291279
67982966
74194714
79635852
85303296
91374074
97876891
104842494
111329636
117628362
124283452
131315069
138744515

37447713
40004685
42843144
45825726
48846657
54218944
58974744
64147698
69774396
74316615
79751842
85584579
91843901
98561004
104682255
111183674
118088872
125422925
133212469
141485792

2.53
5.71

0.00
4.73
0.77
-0.70
1.34
-2.82
-3.55
-4.50
-1.83
-0.20
-1.66
0.02
-0.77
-0.69
-0.50
0.17
-0.57
-3.00
-0.31
-2.58
1.64
1.44

0.00
4.85
1.24
0.00
1.94
0.75
-0.34
-1.66
0.75
-0.04
-1.51
0.34
-0.26
0.00
-0.65
0.04
-0.18
-2.11
1.13
-0.65
0.98
0.89

Table 2 Model values and forecast errors (continued)

Year

Real Values

MCRM GM(1,1)
Model Value
Error(%)

ARIMA
Model Value
Error(%)

1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000

37447713
38155718
42318625
45826958
47919102
53812862
59174751
65227727
69251809
74344947
80977405
85290354
92084684
98561004
105368193
111139816
118299046
128129801
131725892
142412887

37447713
39465553
42538599
45840529
49388434
53200683
60420266
64807950
69523789
74592284
80039762
85894519
92186961
98949765
106218047
111029589
119438260
128474231
138184341
148618928

37447713
38761907
39488842
43760929
47358649
49503037
55540047
61027642
67217759
71330442
76532991
83303679
87704112
94632681
101233142
108167077
114043347
121329004
131327655
134983604

MAPE 1982-1998
MAPE 1999-2000
n

a: MAPE = 1n [ x (0)(k) x (0)(k) /x (0)(k)]


k=1

0.00
3.43
0.52
0.03
3.07
-1.14
2.10
-0.64
0.39
0.33
-1.16
0.71
0.11
0.39
0.81
-0.10
0.96
0.27
4.90
4.36
0.95
4.63

0.00
1.59
-6.69
-4.51
-1.17
-8.01
-6.14
-6.44
-2.94
-4.05
-5.49
-2.33
-4.76
-3.99
-3.92
-2.67
-3.60
-5.31
-0.30
-5.22
4.33
2.76

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Journal of the Chinese Institute of Engineers, Vol. 26, No. 3 (2003)

170000000
150000000

103 Wh

130000000
110000000

Real Values
Original GM (1,1)
EOSM GM (1,1)
NEOSM GM (1,1)
MCRM GM (1,1)
ARIMA

Model Fitting

90000000
Posterior forecasting
70000000
50000000
30000000
1981 1983
1985 1987 1989
1991
1993 1995
1997
1999
1982
1984
1986
1988 1990
1992 1994
1996
1998
2000

Year
Fig. 2 Real Values and model values for power demand of Taiwan from 1981 to 2000

8.00
6.00
4.00

Original GM (1,1)
EOSM GM(1,1)
NEOSM GM(1,1)
MCRM GM(1,1)
ARIMA

2.00
0.00
-2.00
-4.00
-6.00
-8.00
1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000

Year
Fig. 3 Model percentage error distribution from 1982 to 2000

error distribution is also shown in Fig. 3. From Table


2, the model fitting results indicate that our EOSM
and NEOSM GM(1,1) model, MCRM GM(1,1) model
seem to have lower predicted error than the original
GM(1,1) model and ARIMA model from 1981 to
1999. The MAPE (Mean Absolute Percentage Error)
of EOSM GM(1,1), NEOSM GM(1,1) and MCRM
GM(1,1) model from 1981 to 1998 are 1.64% , 0.98%
and 0.95%, respectively. The ex post forecast results
from 1999 to 2000 also show that our modified EOSM
and NEOSM GM(1,1) models still yield more accurate results than other models. But the MCRM GM
(1,1) model has poor ex post forecasting result during the same period. The MAPE of EOSM GM(1,1),
NEOSM GM(1,1) and MCRM GM(1,1) model from
1999 to 2000 are 1.44%, 0.89% and 4.63%, respectively. According to the model forecast results shown
above, our modified sectional GM(1,1) model,
whether in equal order or in non- equal order of data
sequences, can yield more accurate forecast results.

In order to apply this modified model for longterm forecasting, we use the estimated value of future economic growth rate information to obtain the
approximate future growth trend of power demand
during the same periods. Through this method, the
future modified GM(1,1) model coefficient a can be
evaluated by using the estimated value of future economic growth rate. The advantages of this method
are not only to avoid the original GM(1,1) model
which not suitable for long-term forecasting due to
the unreliable coefficient a, but to set up a different
situation of future economic growth rate in the probable range to simulate different model coefficients,
a, to increase the model flexibility and suitability as
a model operator. TPC (Taiwan Power Company) is
a government entity and the sole utility in Taiwan.
TPC has set up a long-term power demand prediction
database for Taiwan. Referring to TPC data (Taiwan
Power Company, 2001), the assumed economic
growth rate of Taiwan in the next 10 years (2001~

307

C. C. Hsu and C. Y. Chen: A Modified Grey Forecasting Model for Long-Term Prediction

Table 3 Assumption of economic growth rate during 2001-2005 and 2006-2010


Year Interval

High Growth (%)

Middle Growth (%)

Low Growth (%)

2001-2005
2006-2010

4.40
4.15

3.90
3.65

3.40
3.15

Source: Taiwan Power Company (2001).

Table 4 Model forecasting results from 2001-2010

Unit: 10 3 Wh

Year

GM(1,1)

MCRM
GM(1,1)

ARIMA

2001
2002
2003
2004
2005
2006
2007
2008
2009
2010

161298874
173342188
186284710
200193580
215140950
231204360
248467137
267018832
286955682
308381108

159832085
171881948
184830990
198746351
213700183
229770026
247039208
265597279
285540476
306972221

145843855
149329039
152868624
156462783
160111675
163815449
167574240
171388169
175257347
179181869

148679054
155220932
162050653
169180882
176624841
181762772
189305927
197162123
205344351
213866141

147966990
153737702
159733473
165963078
172435638
176589603
183035123
189715905
196640536
203817915

147254925
152261593
157438487
162791395
168326303
171539715
176943216
182516927
188266211
194196596

8.03%

7.98%

2.32%

4.15%

3.65%

3.15%

Avg. Growth Rate


(2000-2010)

Modified GM(1,1)
High Growth Middle Growth Low Growth

a: The real value of power demand in 2000 is as the base-line.

310000000
280000000

103 Wh

250000000

Original Model
MCRM GM(1,1)
ARIMA
High Case
Middle Case
Low Case

220000000
190000000
160000000
130000000
2001 2001 2001 2001 2001 2001 2001 2001 2001 2001
Year

Fig. 4 Model forecasting results for power demand of Taiwan from 2001 to 2010

2005 and 2006~2010) is shown in Table 3. From


Table 3, we can further simulate the possible growth
situation of power demand for three cases (high,
middle and low) during 2001~2005 and 2006~2010.
We also use the original GM(1,1) model, MCRM GM
(1,1) model and ARIMA model to predict the power
demand during the same periods. The future forecasting results obtained by these models are shown
in Table 4 and Fig. 4. The forecasting results obtained
by the modified GM(1,1) model indicate that the

power demand of Taiwan in 2010 will reach a maximum of 213,866 MWh and a minimum of 194,197
MWh. And power demand during 2000~2010 will
show an average annual growth rate between 3.15%~
4.15%. The future power demand forecasting results
of the ARIMA model are the lower than the modified
GM(1,1) model. As for the original GM(1,1) model
and the MCRM GM(1,1) model, the power demand
will keep growing exponentially and the average annual growth rate will reach 8.03% and 7.98% during

308

Journal of the Chinese Institute of Engineers, Vol. 26, No. 3 (2003)

the same period. According to the economic development situation and power demand of Taiwan today,
the modified GM(1,1) model seems to yield more reasonable power demand predicted results during
2001~2010. Besides, the interval predicted results
of the modified GM(1,1) model may provide more
elasticity and useful information for the decision
maker in future long-term power system planning.
V. CONCLUSIONS
The original GM(1,1) model is a model with a
group of differential equations adapted for variance
of parameters and it is a powerful forecasting model
especially when the number of observations is not
large. This paper has proposed a modified GM(1,1)
model by using a technique that combines a sectional
GM(1,1) model and a modification method by using
the economic growth information to modify the model
coefficient for long-term forecasting. This technique
not only keeps the advantage of easy operation of the
original GM(1,1) model but solves the problems of
the original GM(1,1) model that cannot reflect the
real system with different growth situations during
different stages and is not suitable for long-term
forecasting. The modified GM(1,1) model was then
applied to forecast power demand in Taiwan. Our
research results show that the modified GM(1,1)
model has better forecasting results than the original
GM(1,1) model, MCRM GM(1,1) model and conventional statistical models such as ARIMA model do.
For long-term forecasting, this modified model has
more flexibility and suitability than the original GM
(1,1) model.
Finally, although the modified GM(1,1) model
in this paper can reflect a rapidly changing environment, it still has the problem of choosing a suitable
variable to provide the model operator the information for original GM(1,1) model modification. Guidelines to assist the model developer to find this variable are lacking. Forecasters may, however, use traditional statistical methods such as relation coefficients
to find a suitable variable, which has high relation to
the original series to improve forecasting accuracy.
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Manuscript Received: Mar. 14, 2002
Revision Received: Oct. 18, 2002
and Accepted: Nov. 24, 2002