Ontology highlight
ABSTRACT:
SUBMITTER: Xiao L
PROVIDER: S-EPMC8289091 | biostudies-literature | 2021
REPOSITORIES: biostudies-literature
Xiao Lifang L Chen Xiangyang X Wang Hao H
PloS one 20210719 7
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 method to fit the residual data of the true value and the predicted value of the grey model(GM(1,1)). The residual prediction function is constructed by using the fitting method. Then, the prediction f ...[more]