Application of the novel nonlinear grey Bernoulli model for forecasting unemployment rate

Chaos, Solitons and Fractals

Volumn 37, Issue 1, 2008, Pages 278-287

  Chen, Chun I ^a  

^a I SHOU UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER PROGRAMMING; CONTROL NONLINEARITIES; DIFFERENTIAL EQUATIONS; FORECASTING; MATHEMATICAL MODELS;

NONLINEAR GREY BERNOULLI; NONLINEAR GREY BERNOULLI MODEL (NGBM);

NONLINEAR SYSTEMS;

EID: 39149119977     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2006.08.024     Document Type: Article

References (25)

1. Wen K.L. Grey systems: modeling and prediction (2004), Yang's, Arizona
2. Deng J. Introduction of grey system. J Grey Sys 1 1 (1989) 1-24
3. Lin C.T., and Yang S.Y. Forecast of the output value of Taiwan's opto-electronics industry using the Grey forecasting model. Technol Forecast Soc Change 70 2 (2003) 177-186
4. Chang S.C., Lai H.C., and Yu H.C. A variable P value rolling Grey forecasting model for Taiwan semiconductor industry production. Technol Forecast Soc Change 72 5 (2005) 623-640
5. Mao M., and Chirwa E.C. Application of grey model GM(1, 1) to vehicle fatality risk estimation. Technol Forecast Soc Change 73 5 (2006) 588-605
6. Lin C.T., and Hsu P.F. Forecast of non-alcoholic beverage sales in Taiwan using the Grey theory. Asia Pacific J Market Logistics 14 4 (2002) 3-12
7. Lee C. Grey system theory in application on earthquake forecasting. J Seismol 4 1 (1996) 27-31
8. Yong H. A new forecasting model for agricultural commodities. J Agric Eng Res 60 (1995) 227-235
9. Jiang Y., Yao Y.Y., and Ma Z. Applying Grey forecasting to predicting the operating energy performance of air cooled water chillers. Int J Refrigeration 27 (2004) 385-392
10. Xu Q.Y., and Wen Y.H. The application of Grey model on the forecast of passenger of international air transportation. Transport Plann J 26 3 (1997) 525-555
11. Yao A.W.L., Chi S.C., and Chen C.K. Development of an integrated Grey-fuzzy-based electricity management system for enterprises. Energy 30 15 (2005) 2759-2771
12. Yao A.W.L., and Chi S.C. Analysis and design of a Taguchi-grey based electricity demand predictor for energy management systems. Energy Convers Manage 45 7-8 (2004) 1205-1217
13. Chang L.C. Applying the grey prediction model to the global integrated circuit industry. Technol Forecast Soc Change 70 6 (2003) 563-574
14. Lin C.B., Su S.F., and Hsu Y.T. High-precision forecast using grey models. Int J Sys Sci 32 5 (2001) 609-619
15. Tseng F.M., Yu H.C., and Tzeng G.H. Applied hybrid Grey Model to forecast seasonal time series. Technol Forecast Soc Change 67 2-3 (2001) 291-302
16. Zill D.G., and Cullen M.R. Advanced engineering mathematics. 2nd ed. (2000), Jones and Bartlett, Massachusetts
17. Chen CI. Forecasting of foreign exchange rates of Taiwan's major trading partners by novel nonlinear Grey Bernoulli Model NGBM (1, 1). Communications in nonlinear science and numerical simulation, submitted for publication.
18. Deng J., and Hong G. Grey prediction: theory and applications (1996), CHWA Publishing, Taipei p. 1-40-4, in Chinese
19. Liu S., Dong I., and Fang C. The theory of grey system and its applications. 3rd ed. (2004), Science Publishing, Peking in Chinese
20. Kustepeli Y. A comprehensive short-run analysis of a (possible) Turkish Phillips curve. Appl Econ 37 5 (2005) 581-591
21. Adamca J., Marcek M., and Pancikova L. Some results in econometric modeling and forecasting of the inflation in Slovak economics. Ekonomicky Casopis 52 9 (2004) 1080-1093 in Czech
22. Kim K., and Moon S.W. Foreign reserve crisis and the Korean industrial structure-ACGE approach. Math Comput Model 33 6-7 (2001) 577-596
23. Franses P.H., Paap R., and Vroomen B. Forecasting unemployment using an autoregression with censored latent effects parameters. Int J Forecast 20 (2004) 255-271
24. Moshiri S., and Brown L. Unemployment variation over the business cycles: a comparison of forecasting models. J Forecast 23 7 (2004) 497-511
25. Proietti T. Forecasting the US unemployment rate. Comput Stat Data Anal 42 3 (2003) 451-476