A Conformable Fractional Multivariable Discrete Grey Model and Its Application in China's Credit Scale
Based on the conformable fractional accumulation and difference operators,this paper uses grey modeling technique to construct a conformable fractional multivariate discrete grey model in order to analyze the factors affecting the dynamic changes of credit scale.Firstly,the modeling process,parameter estimation and time response sequence of the proposed model are discussed,and the optimal nonlinear parameter of the model is optimized by the whale intelligent optimization algorithm.Then the data of credit scale and its influencing factors from 2007 to 2019 was made an empirical analysis with the aid of the proposed model and four existing grey models.The calculation results showed that the newly proposed model has higher accuracy and robustness than the other four multivariate grey models.The relevant results also indicate that the scale of credit is positively correlated with economic development and monetary policy,and negatively correlated with capital allocation efficiency.
credit scalegrey accumulation operatorconformable fractional ordermulti-variable discrete grey model
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万方数据
