scholarly journals Economic Management Data Envelopes Based on the Clustering of Incomplete Data

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Shuo Dong ◽  
Sang-Bing Tsai

In this paper, the economic management data envelope is analyzed by an algorithm for clustering incomplete data, a local search method based on reference vectors is designed in the algorithm to improve the accuracy of the algorithm, and a final solution selection method based on integrated clustering is proposed to obtain the final clustering results from the last generation of the solution set. The proposed algorithm and various aspects of it are tested in comparison using benchmark datasets and other comparison algorithms. A time-series domain partitioning method based on fuzzy mean clustering and information granulation is proposed, and a time series prediction method is proposed based on the domain partitioning results. Firstly, the fuzzy mean clustering method is applied to initially divide the theoretical domain of the time series, and then, the optimization algorithm of the theoretical domain division based on information granulation is proposed. It combines the clustering algorithm and the information granulation method to divide the theoretical domain and improves the accuracy and interpretability of sample data division. This article builds an overview of data warehouse, data integration, and rule engine. It introduces the business data integration of the economic management information system data warehouse and the data warehouse model design, taking tax as an example. The fuzzy prediction method of time series is given for the results of the theoretical domain division after the granulation of time-series information, which transforms the precise time-series data into a time series composed of semantic values conforming to human cognitive forms. It describes the dynamic evolution process of time series by constructing the fuzzy logical relations to these semantic values to obtain their fuzzy change rules and make predictions, which improves the comprehensibility of prediction results. Finally, the prediction experiments are conducted on the weighted stock price index dataset, and the experimental results show that applying the proposed time-series information granulation method for time series prediction can improve the accuracy of the prediction results.

Author(s):  
Guo Yangming ◽  
Zhang Lu ◽  
Li Xiaolei ◽  
Ran Congbao ◽  
Ma Jiezhong

2020 ◽  
Vol 29 (07n08) ◽  
pp. 2040010
Author(s):  
Shao-Pei Ji ◽  
Yu-Long Meng ◽  
Liang Yan ◽  
Gui-Shan Dong ◽  
Dong Liu

Time series data from real problems have nonlinear, non-smooth, and multi-scale composite characteristics. This paper first proposes a gated recurrent unit-correction (GRU-corr) network model, which adds a correction layer to the GRU neural network. Then, a adaptive staged variation PSO (ASPSO) is proposed. Finally, to overcome the drawbacks of the imprecise selection of the GRU-corr network parameters and obtain the high-precision global optimization of network parameters, weight parameters and the hidden nodes number of GRU-corr is optimized by ASPSO, and a time series prediction model (ASPSO-GRU-corr) is proposed based on the GRU-corr optimized by ASPSO. In the experiment, a comparative analysis of the optimization performance of ASPSO on a benchmark function was performed to verify its validity, and then the ASPSO-GRU-corr model is used to predict the ship motion cross-sway angle data. The results show that, ASPSO has better optimization performance and convergence speed compared with other algorithms, while the ASPSO-GRU-corr has higher generalization performance and lower architecture complexity. The ASPSO-GRU-corr can reveal the intrinsic multi-scale composite features of the time series, which is a reliable nonlinear and non-steady time series prediction method.


2020 ◽  
Vol 52 (2) ◽  
pp. 1485-1500
Author(s):  
Jiaojiao Hu ◽  
Xiaofeng Wang ◽  
Ying Zhang ◽  
Depeng Zhang ◽  
Meng Zhang ◽  
...  

2010 ◽  
Vol 40-41 ◽  
pp. 930-936 ◽  
Author(s):  
Cong Gui Yuan ◽  
Xin Zheng Zhang ◽  
Shu Qiong Xu

A nonlinear correlative time series prediction method is presented in this paper.It is based on the mutual information of time series and orthogonal polynomial basis neural network. Inputs of network are selected by mutual information, and orthogonal polynomial basis is used as active function.The network is trained by an error iterative learning algorithm.This proposed method for nonlinear time series is tested using two well known time series prediction problems:Gas furnace data time series and Mackey-Glass time series.


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