The Coupling of Regression Model and Differential Equation Model in GM (1, 1) Modeling and Extended GM (1, 1) Models

The GM (1,1) model is a small-sample based coupled data-assimilation approach with the advantages of highly predictive power and easy computations. However, in the standard GM (1,1) model building exercises we often face a statistical-grey inconsistency problem. Therefore, in this paper we examine the GM(1,1) model from its component-level and try to reveal an interactive coupling nature of differential equation model and corresponding regression model constituting of a GM(1,1) model. Based our analysis, we state a coupling principle for establishing an extended GM(1,1) model and further explore certain families of extended GM(1,1) models with statistical-grey consistency.