Improved grey forecasting model with time power and its modeling mechanism

被引：0
|
作者：
Wu Z.-H. [1 ,2 ]
Wu Z.-C. [1 ]
Li F. [1 ]
Feng D. [1 ,2 ]
机构：
[1] High Magnetic Field Laboratory, Hefei Institutes of Phsical Science, Chinese Academy of Sciences, Hefei
[2] Science Island Branch of Graduate School, University of Science and Technology of China, Hefei
来源：
Kongzhi yu Juece/Control and Decision | 2019年 / 34卷 / 03期
关键词：
Grey forecasting model; Initial point; Integral transformation; Modeling mechanism; NGM(1,1,t[!sup]γ[!/sup]); Time power;
D O I：
10.13195/j.kzyjc.2017.1216
中图分类号：
学科分类号：
摘要：
To improve the forecasting accuracy of grey forecasting model, in view of limitation of the traditional grey forecasting model with time power, this paper proposed an improved grey forecasting model NGM(1,1,tγ) with time power according to the practical application need. The modeling mechanism is studied, the grey differential equation which matches the winterization equation is obtained by integral transformation, and the model parameters least-square solutions and the time response function are given. The initial point of NGM(1,1,tγ) is optimized with the minimum of the square sum of the error as the target. Researches show that GM(1, 1) and NGM(1, 1, k) are special forms of NGM(1,1,tγ) which broadens the application fields of the grey forecationg model. Finally, experiment results show that the improved model has more approximating and forecasting accuracy, which demonstrates its effectiveness and applicability. © 2019, Editorial Office of Control and Decision. All right reserved.
引用
收藏
页码：637 / 641
页数：4
相关论文
共 15 条
  • [1] Deng J.L., The Basis of Grey Theory, pp. 23-25, (2002)
  • [2] Liu S.F., Dang Y.G., Fang Z.G., Grey System Theory and Its Application, pp. 1-8, (2004)
  • [3] Deng J.L., Grey Prediction and Grey Decision, pp. 1-10, (2002)
  • [4] Wang Y.N., Liu K.D., Li Y.C., GM(1, 1) modeling method of optimum the whiting values of grey derivative, Systems Engineering-Theory & Practice, 21, 5, pp. 124-128, (2001)
  • [5] Li B., Wei Y., Optimizes grey derivative of GM(1, 1), Systems Engineering-Theory & Practice, 29, 2, pp. 100-106, (2009)
  • [6] Wang Y.H., Dang Y.G., Li Y.Q., Et al., An approach to increase prediction precision of GM(1, 1) model based on optimization of the initial conditiun, Expert Systems with Applications, 37, 8, pp. 5640-5644, (2010)
  • [7] Luo D., Liu S.F., Dang Y.G., The optimization of grey model GM(1, 1), Chinese Engineering Science, 5, 8, pp. 50-53, (2003)
  • [8] Wang Z.X., Dang Y.G., Liu S.F., Optimization of background value in GM(1, 1) model, Systems Engineering-Theory & Practice, 28, 2, pp. 61-67, (2008)
  • [9] Wu L.F., Liu S.F., Yao L.G., Et al., Grey system model with the fractional order accumulation, Communications in Nonlinear Science and Numerical Simulation, 18, 7, pp. 1775-1785, (2013)
  • [10] Qian W.Y., Dang Y.G., Liu S.F., Grey model with time power and its application, Systems Engineering-Theory & Practice, 32, 10, pp. 2247-2252, (2012)
12