No it is not compulsory. They GRA analysis is mainly used for Multi-attribute problems. So based upon the experiments one can select best one. Based on Prof. Deng who developed GRA, explained to calculate upto the Grade only. No need of ANOVA. If we do ANOVA we can say which paramater influence based on the grade.
Sir Santarao Korada You can refer to this Journal.
J. L. Deng, Introduction to grey system, Journal of Grey System 1(11) (1989) 1–24.
In the above reference paper, no where the Author mentioned about the ANOVA, but I have seen many Referred Journals performing ANOVA and writing the research papers.