期刊论文

Xiao, Xinping

英文

ISA Transactions

0019-0578

2024

147

304-327

10.1016/j.isatra.2024.02.023

CRediT authorship contribution statement Rongxing Chen: Data curation, Validation, Formal analysis, Investigation, Writing − original draft. Xinping Xiao: Conceptualization, Supervision, Project administration, Writing − review & editing, acquisition. Mingyun Gao: Validation, Supervision, Conceptualization. Qi Ding: Validation, Supervision, Writing − review & editing.

本校为其他机构

The mixed data sampling (MIDAS) model has attracted increasing attention due to its outstanding performance in dealing with mixed frequency data. However, most MIDAS model extension studies are based on statistical methods or machine learning models, which suffer from insufficient prediction performance and stability in small sample environments. To solve this problem, this paper proposes a novel mixed frequency sampling discrete grey model (MDGM(1, N)), which is a coupled form of the MIDAS model and discrete grey multivariate model. By adjusting the structure parameters, the model can be adap...