http://www.sjie.org/
Scientific Journal of Information Engineering
December 2013, Volume 3, Issue 6, PP.104110
One New Gray Differential Equation of GM(1,1)
Model
*
Mei Fan, Yong Wei
College of Mathematics and Information, China West Normal University, Nanchong, Sichuan 637002, China
Email: 3306866@163.com
Abstract
Through analyzing GM(1,1) original model and white differential equation, it deduces one gray differential equation to match
white differential equation and prove the model with white exponential law coincidence property and coefficient coincidence
property. At last two examples were given to verify the models efficiency and high precision and prove that the model could
conduct interim and longterm forecasts for the growth index sequence.
Keywords: GM(1,1) Model; Gray Differential Equation; Precision; White Exponential Law
1. Introduction
Gray system theory
[13]
researches how to analyze, built model, decide and control. It was pioneered by Professor
Deng. Among gray GM(1,1) forecast model is the one of the core context. In the use of reality, it has many
successful examples to use GM(1,1) model to forecast but there exist this situation that simulation precision is not
good. So many learners put up with the suitable range
[4]
and defect theory
[5]
though analyzing GM(1,1) modeling
mechanism
[6]
, and by optimization background values
[710]
and gray derivative
[1112]
and improving parameters
[13]
and
gray differential equation
[14]
to improve models precision. The paper analyzes the relation of GM(1,1) original
model and white equation and use the Lagrange mean value theorem to deduced and get a new gray differential
equation to match the white equation.
2. White equation derivatives analysis
Nonnegative original sequence
( )
{ }
0 (0) (0) (0)
(1), (2), , ( ) X x x x n = , 1AGO sequence
{ }
(1) (1) (1) (1)
(1), (2), , ( ) X x x x n = ,
(1) (0)
1
( ) ( ), 1, 2, ,
k
i
x k x i k n
=
= =
= +
From (1) it could get original sequence prediction formula:
( )
( )
( )
0
1
a at
x t c e e
=
And because of
( )
( )
( )
( )
( )
( )
( )
1 1
0
1
1
x k x k
x k
k k
=
and
( )
( )
1
x t is a continuous function. In (k1, k) it can be derivative. So by using Lagrange mean value theorem we
*
This project is supported by Sichuan Science and Technology Hall(2008JY0112); Sichuan higher quality of personnel training and
teaching reform projects (P09264); Science and Technology Fund of Sichuan Personnel Department(2010)32
 105 
http://www.sjie.org/
can get that: ( ) 1, k k  e
St
( )
( )
( )
( )
( )
( )
( )
( )
1 1
0 (1) '
1
[ ( )]  , 1,
1
t
x k x k
x k x t k k
k k
=
= = e
There is no harm in hypothesis that ( )( ) ( ) 1 1 , 0,1 k k = + e
However, (4) could be written that
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )( )
( )
( )
1
1 1
1 1
' '
0 1 1
1
1
t k
t k k
x k x k
x k x t x t
k k
= +
= +
( (
= = =
( (
With k continuing to get:
( )
( )
( )
( )
1
0
1 dx t
x t
dt
+
=
Assuming
1 1
1 , t 1 t t then t = + = +
So Eq.(5) could be written that
( )
( )
( )
( )
1
1
0
1
1
dx t
x t
dt
+ =
So
( )
( )
( )
( )
1
0
1
dx t
x t
dt
+ =
Then
( )
( )
0
x t and
( )
( )
1
x t s expression is (2) and (1), with them into Eq. (6), it can get:
1
ln
1
a
a
a
e
While combining equation
( )
( )
( )
( )
1
1
dx t
ax t b
dt
+ = with Eq. (6) then it can get:
( )
( )
( )
( )
0 1
1 x t ax t b + + =
(the different from the traditional method is not
( )
( )
( )
( )
0 1
x k ax k b + = )
From the other hand, combining (2) with (7) we can get
( )
( )
( )
( )
0 0
1 1
1
a
a
x t x t
e
+ = +
+ + =
Making it discrete and we get:
( )
( )
( )
( )
( )
( )
0 1
1
1 1
a
a
b e
x k e x k
a
+ + =
3. Models construction
1) Assuming original sequence
( )
{ }
0 (0) (0) (0)
(1), (2), , ( ) X x x x n = , 1ago sequence
{ }
(1) (1) (1) (1)
(1), (2), , ( ) X x x x n = ,
(1) (0)
1
( ) ( ), 1, 2, ,
k
i
x k x i k n
=
= =
+ + =
( )
( )
( )
( )
1
1
dx t
ax t b
dt
+ =
The discretetime responsive function:
( )
( )
1
, 1, 2, , .
ak
b
x k ce k n
a
= + =
The regressive restore sequence:
( )
( )
( )
0
1 , 1, 2, , .
a ak
x k c e e k n
+ + = =
Demand
( )
1 2
1
1 , ,
a
a
b e
e
a
 
= = then Eq.(9) can be written:
( )
( )
( )
( )
0 1
1 2
1 , 1, 2, , 1 x k x k k n   + + = =
Demand
( )
( )
( )
( )
( )
( )
0
0
0
2
3
x
x
Y
x n
 


=


\ .
,
( )
( )
( )
( )
( )
( )
1
1
1
1 1
2 1
1 1
x
x
Z
x n
 


=


\ .
,
1
2
a


.
 
=

\ .
.
It can be obtained
1 2
,   by using least squares method ( )
1
a ' ' Z Z Z Y
.
= .
So
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
0 1 0 1
2 2 2
1
2
2
1 1
2 2
0 1
2
2 2
1
1 1
1
1
1 1
1
1
1
1
n n n
k k k
n n
k k
n n
k k
x k x k x k x k
n
x k x k
n
x k a x k
n


= = =
= =
= =
 

\ .
(
= +
(
( )
1
ln 1 a 
.
= ,
2
1
a
b


.
=
.
For parameter c, it can be get by using least original sequences mean square error.
That is ( )
( )
( )
( )
( )
( )
( )
( )
( )
2
0 2
0 0
1 1
1
n n
ak a
k k
F c x k x k ce e x k
.
= =
 

= =

\ .
Demand ( )
'
0 F c = .then
( )
( )
( )
0
1
2
1
1
ai n
i
n
ai a
i
x i e
c
e e
=
=
 107 
http://www.sjie.org/
3) New model has white exponential law coincidence property and coefficient coincidence property.
Theorem: If original sequence strictly obey the exponential law, that is
( )
( )
( )
1
0 1
1
, 1, 2, ,
a k
x k c e k n
= = , .then it
has
1
a a
.
= ,
1 1
c c
.
= with calculating from the model.
Proof: the original sequence
( ) 0
x has white exponential law
( )
( )
( )
1
0 1
1
, 1, 2, ,
a k
x k c e k n
(
\ .
=
  (
   
 (
 
   (

\ . \ .
\ .
( )
( ) ( ) ( ) ( )
( ) ( )
( )
( )
1 1
1 1 1 1
1 1
1 1
1 1 1
1 1
2 2
1 1 1 1
1 1
1 1 1
2
2 2
1 2 1 1
1 2 1
2 2
1 1 1
a k a k a k a k
c c
e e e e
a a
e e n
a k a k a k
c c
e e e
a a
e e n
   
 
 
 
\ . \ .


\ .
=
(    
(   +
 
(
    \ . \ .
 
 
\ . \ .
( ) ( ) ( ) ( )
( ) ( ) ( )
( )
( )
1 1 1 1
1 1 1 1
1 1 1 1 1 1
2
1 1 1 2 1
1
1
2
1 2 1 1 1
1 2 1 1 2 1
1 1 1 1 1 1 1
a k a k a k a k
e e e e
n
a k a k a k a k
n n
e e e e
a a a a a a
e e e e e n e
 
 +

\ .
=
 
 + +

 
\ .


\ .
( )
( )
( ) ( )
1 1
1 1
1
2
1
2 1
1
1
2
2 1 1
1 1
1
1
a k
a k
e e
n
a k a k
e e
a
n
e
 


\ .
=
(
 
(

(

\ .
(
1
1
a
e =
Then
1
1
ln
a
a e a
.
= = ,
1
1
1
1
1
( 1)
1
a
a
c
c e c
e
.
= =
,
( )
( )
( )
( )
1 1 1
1
0
1
1
1
1
1
a k a a k
a
c
x k e e c e
e
.
= =
,
so the model has white exponential law coincidence property and coefficient coincidence property.
4. Case analysis and conclusion
To facilitate the description, the model from literature [1] writes to be original GM(1,1) model, the model from
 108 
http://www.sjie.org/
literature [2] writes to be GM(1,1)
model, but its higher than the original series. Because the model has white
exponential law coincidence property and coefficient coincidence property, the simulated error is just calculated
error.
4) comparison of three kinds of GM(1,1) models forecasting precision
TABLE 3 COMPARISON OF THE FORECASTING PRECISION
a 0.1 0.5 1.0
1 Original GM(1,1) model 0.1289 7.3970 39.4369
a i x
i
(0)
(1) x
i
(0)
(2) x
i
(0)
(3) x
i
(0)
(4) x
i
(0)
(5) x
i
(0)
(6)
0.1 1 1 1.1052 1.2214 1.3499 1.4918 1.6487
0.5 2 1 1.6487 2.7183 4.4817 7.389 12.1825
1.0 3 1 2.7183 7.389 20.0855 54.5982 148.4132
2.0 4 1 7.3891 54.5982 403.4287 2980.958 22026.4657
2.1 5 1 8.1662 66.6863 544.5719 4447.067 36315.5027
a Original GM(1,1) model GM(1,1)
model New GM(1,1) model
6
2
1
5
i
i
c
=
( )
( )
6
0
2
1
100
5
i
i x i
c
=
 


\ .
6
2
1
5
i
i
c
=
( )
( )
6
0
2
1
100
5
i
i x i
c
=
 


\ .
6
2
1
5
i
i
c
=
( )
( )
6
0
2
1
100
5
i
i x i
c
=
 


\ .
0.1 0.0035 0.1054 0.0016 0.1072 6.0e005 4.3634e003
0.5 0.3068 4.5206 0.0101 0.1833 4.0e005 4.3484e004
1.0 14.8072 23.5440 0.0104 0.0492 0.0011 3.0661e003
2.0   0.02786 0.0041 0.018554 4.619411e003
2.1   0.04332 0.00438 0.0262709 2.73047e004
 109 
http://www.sjie.org/
Step
error
GM(1,1)
model to
practical problem and show fully good simulation.
5. Conclusion
Though analyzing the gray GM (1,1) modeling mechanism and combined white equation and Lagrange mean value
theorem, it gets a new gray differential equation and proves that the new model has the white exponential rate and
 110 
http://www.sjie.org/
white coefficient coincidence. Then using the raw data that is homogeneous index series to simulate, when a>2.0, the
new model can still predict. So it extends the classic gray GM (1,1) model of scope, and has some value to study.
REFERENCES
[1] monograph: Deng Julong. Grey Decision and Grey Prediction[M]. Wuhan: HUST Press, 2002
[2] monograph: Liu Sifeng, Dang Yaoguo, Fang Zhigeng. Grey System Theory and Application[M]. Beijing: Science Press, 2004
[3] monograph: Dang Yaoguo, Liu Sifeng, Wang Zhengxin, Lin Yi. Grey Precision and Decision Model Research[M]. Beijing: Science
Press, 2009
[4] Journal: Liu Sifeng, Deng Julong. The Range Suitable for GM(1,1)[J]. System Engineeringtheory & Practice, 2000, 5: 121124
[5] Journal: Zhang Dahai, Jiang Shifang, Shi Kaiquan. Theoretical Defect of Grey Prediction Formula and Its Improvement[J]. System
Engineeringtheory & Practice, 2002, 8: 140142
[6] Journal: Lv Linzheng, Wu Wenjiang. Research on the Optimization of Grey Model GM(1,1)[J]. System Engineeringtheory &
Practice, 2001, 8: 9296
[7] Journal: Zhang Yi, Wei Yong, Xiong Changwei. One New Optimized Method of GM(1,1) Model[J]. System Engineeringtheory &
Practice, 2007, 4:141146
[8] Journal: Tan Guanjun. The Structure Method and Application of Background Value in Gray System GM(1,1) Model()[J]. System
Engineeringtheory & Practice, 2000, 4: 99103
[9] Journal: Luo Dang, Liu Sifeng, Dang Yaoguo. The optimization of gray model GM(1,1)[J]. Engineering Science, 2003, 8: 5054
[10] Journal: Mu Yong. GM(1,1) With White Exponential Law Coincidence Property[J]. Mathematics in Practice Theory, 2002, 1: 1519
[11] Journal: Li Bo, Wei Yong. Optimizes gray derivative of GM(1,1)[J]. System Engineeringtheory & Practice, 2009, 2: 100105
[12] Journal: Zhang Yi, Wei Yong, Zhou Ping. Improving gray derivative in GM(1,1)[J]. The Journal of Grey System, 2006, 4: 375380
[13] Journal: He Yuelin. Preliminary Investigation of Innovative Grey ModelEstablishing Method on Exhaust Gases Amount[J].
Research of Environmental Sciences, 1995, 6: 4548
[14] Journal: Zhang Hui, Hu Shigeng. Accurate Solution for GM(1,1) Model[J]. Systems Engineeringtheory Methodology Applications,
2001, 1: 7274
[15] http://www.iresearch.com.cn
AUTHORS
Mei Fan (1989 ) is master graduate
student of Department of Mathematics and
Information, China West Normal
University. Her research areas are focused
on the gray systems theory and its
application.
Email: dielianhuasushi5@163.com
Yong Wei (1957 ) received his DEA
degree in France Orleans University in
1992, and his Eng. D. Degree in
Southwest Petroleum University, China, in
1997, Standing Director of Mathematics
Association of Sichuan Province, Standing
Director of Gray System Major of Chinese
Society of Optimization, Overall Planning and Economic
Mathematics, master tutor, Professor of Department of
Mathematics and Information, China West Normal University,
major study is Gray System Analysis. Email: 3306866@163.com