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Scientific Journal of Information Engineering
December 2013, Volume 3, Issue 6, PP.104-110
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 long-term forecasts for the growth index sequence.
Keywords: GM(1,1) Model; Gray Differential Equation; Precision; White Exponential Law
1. Introduction
Gray system theory
[1-3]
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
[7-10]
and gray derivative
[11-12]
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
Non-negative original sequence
( )
{ }
0 (0) (0) (0)
(1), (2), , ( ) X x x x n = , 1-AGO 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
=
= =

. GM(1,1) models white equation

( )
( )
( )
( )
1
1
dx t
ax t b
dt
+ = , its continuous-time
response function:
( )
( )
1 at
b
x t ce
a

= +
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 (k-1, 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
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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

+ = +

and get it into Eq.(8)

then can get the gray differential equation:
( )
( )
( )
( )
( )
( )
0 1
1
1 1
a
a
b e
x t e x t
a

+ + =
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 = , 1-ago 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
=
= =

.then the new GM(1,1) model:

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

+ + =
( )
( )
( )
( )
1
1
dx t
ax t b
dt
+ =
The discrete-time 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

= = Among c is the constant to be determined.

2) Parameter Identification

( )
( )
( )
( )
( )
( )
0 1
1
1 1 , 1, 2, , 1
a
a
b e
x k e x k k n
a

+ + = =


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

=
=

, so F(c) get minimum.

So
( )
( )
( )
( )
( )
( )
( )
( )
0 0
0
1 1
2 2
1 1
1 , 1, 2, ,
1
n n
ai ai
a ak ak i i
n n
ai a ai
i i
x i e x i e
x k e e e k n
e e e

.
= =

= =
= = =

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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

= = .Its time accumulate

to generate sequence
( )
( )
( )
1
1
1
1
1
1
a k
a
c
x k e
e
=

, then from (10) can get:

( ) ( ) ( ) ( )
( ) ( )
1 1
1 1 1 1
1
1 1
1 1
1 1
1 1
1 1 1 1
1
1 1
1
1 1
1
2 2
2
1 1
1
1 1
1
1 1
a k a k a k a k
c c
c e e ce e
a a
n
e e
a k a k
c c
e e
a a
n
e e
|
( | |
| (
|

(
\ .

=
| | (
| | | |
| (
| |
| | | (

|
\ . \ .
\ .

( )
( ) ( ) ( ) ( )
( ) ( )
( )
( )
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
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literature [2] writes to be GM(1,1)

model and this articles model writes to be new GM(1,1) model.

Eg1:1) original sequence:

( )
( )
0
1 , k 0,1, 2,3, 4,5
ak
x k e

+ = = .Separately get a=0.1, 0.5, 1.0, 2.0, 2.1, original

sequence statistics is in Table 1.
TABLE 1 THE ORIGINAL SERIES








2) We can get these time response functions by using this papers method to original series.
( )
( )
1
0.1
1
9.5049 9.9974
k
x k e =
( )
( )
1
0.5
2
1.5415 1.5415
k
x k e =

( )
( )
1
3
0.582 0.581
k
x k e =
( )
( )
1
2.00002249
4
0.156496 0.175761
k
x k e =

( )
( )
1
2.1
5
0.139545 0.139545
k
x k e =
3) comparison of three kinds of GM(1,1) models simulation precision
TABLE 2 COMPARISON OF THE SIMULATION PRECISION
From table 2, regardless of high growth or low growth index sequence or mean absolute error or mean relative error,
the new GM(1,1) model has high simulation precision. Although a=2.0,the new GM(1,1) models mean absolute
error is a little lower than 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 6.0e-005 4.3634e-003
0.5 0.3068 4.5206 0.0101 0.1833 4.0e-005 4.3484e-004
1.0 14.8072 23.5440 0.0104 0.0492 0.0011 3.0661e-003
2.0 ----- ----- 0.02786 0.0041 0.018554 4.619411e-003
2.1 ----- ----- 0.04332 0.00438 0.0262709 2.73047e-004
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Step
error
GM(1,1)

model 0.2964 0.03535 0.01584

New GM(1,1) model 0.032929 0.00049787 4.0024e-003
2
Step
error
Original GM(1,1) model 0.1367 8.3332 43.8559
GM(1,1)

model 0.3675 0.01782 0.009529

New GM(1,1) model 0.039726 0.00030197 4.0024e-003
5
Step
error
Original GM(1,1) model 0.1601 11.0855 55.2708
GM(1,1)

model 0.5702 0.1766 0.009363

New GM(1,1) model 0.036788 0.0003369 4.0024e-003
10
Step error


Original GM(1,1) model 0.1991 15.4903 69.3755
GM(1,1)

model 0.8949 0.4407 0.04086

New GM(1,1) model 3.5701e-003 3.8388e-004 4.002e-003
From the upper statistics, when the developed coefficient is very small, new models forecasting precision is very
high and 10 steps forecasting error is also very small, so the new model apply to middle-term and long-term
forecasts.
Eg2
[7]
:The paper takes Analysis Ltds 2004-2008 European cell phone game market scales statistics
[15]
as an
example to proof the new models practicality.
From these statistics, built follow model:
( )
( )
1 0.4447
0.4447, 4.0574, 9.0472 9.1234
k
a b x k e
. .
= = =
TABLE 4 COMPARISON OF PRACTICAL PROBLEMS SIMULATION PRECISION
Year 2004 2005 2006 2007 2008
Original sequence 5 7.9 12.3 19.3 30
Original
GM(1,1)model
Simulated value 7.7521 12.0072 18.5978 28.8060
error 0.1479 0.2928 0.7022 1.1940
Relative error(%) 1.8721 2.3808 3.6384 3.9801
GM(1,1)

model Simulated value 7.9498 12.3879 19.3038 30.0806

error 0.0498 0.0879 0.0038 0.0806
Relative error(%) 0.6822 0.7146 0.0197 0.2687
New
GM(1,1)model
Simulated value 7.9084 12.332 19.2387 30.0135
error 0.0048 0.032 0.0613 0.0135
Relative error(%) 0.0006 0.0026 0.0032 0.0005

From table 4,new models simulation precision is very higher than original GM(1,1) model and 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
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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 Engineering-theory & Practice, 2000, 5: 121-124
[5] Journal: Zhang Dahai, Jiang Shifang, Shi Kaiquan. Theoretical Defect of Grey Prediction Formula and Its Improvement[J]. System
Engineering-theory & Practice, 2002, 8: 140-142
[6] Journal: Lv Linzheng, Wu Wenjiang. Research on the Optimization of Grey Model GM(1,1)[J]. System Engineering-theory &
Practice, 2001, 8: 92-96
[7] Journal: Zhang Yi, Wei Yong, Xiong Changwei. One New Optimized Method of GM(1,1) Model[J]. System Engineering-theory &
Practice, 2007, 4:141-146
[8] Journal: Tan Guanjun. The Structure Method and Application of Background Value in Gray System GM(1,1) Model()[J]. System
Engineering-theory & Practice, 2000, 4: 99-103
[9] Journal: Luo Dang, Liu Sifeng, Dang Yaoguo. The optimization of gray model GM(1,1)[J]. Engineering Science, 2003, 8: 50-54
[10] Journal: Mu Yong. GM(1,1) With White Exponential Law Coincidence Property[J]. Mathematics in Practice Theory, 2002, 1: 15-19
[11] Journal: Li Bo, Wei Yong. Optimizes gray derivative of GM(1,1)[J]. System Engineering-theory & Practice, 2009, 2: 100-105
[12] Journal: Zhang Yi, Wei Yong, Zhou Ping. Improving gray derivative in GM(1,1)[J]. The Journal of Grey System, 2006, 4: 375-380
[13] Journal: He Yuelin. Preliminary Investigation of Innovative Grey Model-Establishing Method on Exhaust Gases Amount[J].
Research of Environmental Sciences, 1995, 6: 45-48
[14] Journal: Zhang Hui, Hu Shigeng. Accurate Solution for GM(1,1) Model[J]. Systems Engineering-theory Methodology Applications,
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[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