Grey Time Power Model with Caputo Fractional Derivative

Author:

Hu Pan1,Gu Chuan-Yun1

Affiliation:

1. School of Mathematics, Sichuan University of Arts and Science, Dazhou 635000, China

Abstract

In this paper, the inverse cumulative grey time power model with a Caputo fractional derivative is established, and the solution to the whitening equation is given by the Laplace transform. To improve the prediction accuracy of the model, the linear-tangent-function transformation is used to improve the smoothness of the data sequence, and a grey time power model is obtained, which has higher accuracy than the sinusoidal-function transformation, negative-exponential-function transformation and logarithmic-function transformation. The form and application range of the model are generalized.

Funder

Natural Science Foundation of Sichuan Province

Natural Science Foundation of Xinjiang Uygur Autonomous Region of China

Publisher

MDPI AG

Subject

Statistics and Probability,Statistical and Nonlinear Physics,Analysis

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