Grey interpolation approach for small time-lag samples based on grey dynamic relation analysis

Given a non-equidistant sequence or an equidistant series with one or more outliers, a grey interpolation approach considering the time lags is established for producing the missing data or correcting the abnormal values. To accomplish this, a new grey incidence model, called the grey dynamic incidence model GDIM(t), is constructed for determining whether the factors are effective to the known factor and what the time lag is between a useful factor and the specified sequence. Based on the results of the GDIM(t) model, two programming problems are designed to obtain the upper and lower bounds of the unknown or abnormal values which are regarded as grey numbers. The solutions based on the particle swarm optimization (PSO) for the nonlinear programming problems are given. To explain how it can be used in practice, this new grey interpolation approach is applied to correct an abnormal value in the sequence of an agriculture environment problem.