Non-equidistant non-homogenous grey prediction model with fractional accumulation and its application

2021 ◽  
pp. 1-14
Author(s):  
Jia-Nian Zhu ◽  
Xu-Chong Liu ◽  
Chong Liu

Non-equidistant non-homogenous grey model (abbreviated as NENGM (1,1, k) model) is a grey prediction model suitable for predicting time series with non-equal intervals. It is widely used in various fields of society due to its high prediction accuracy and strong adaptability. In order to further improve the prediction accuracy of the NENGM (1,1, k) model, the NENGM (1,1, k) model is optimized in terms of the cumulative order and background value of the NENGM (1,1, k) model, and a NENGM (1,1, k) model based on double optimization is established (abbreviated as FBNENGM (1,1, k) model), and the whale optimization algorithm is used to solve the best parameters of the model. In order to verify the feasibility and validity of the FBNENGM (1,1, k) model, the FBNENGM (1,1, k) model and other four prediction models are applied to three cases respectively, and three indexes commonly used to evaluate the performance of prediction models are used to distinguish. The results show that the prediction accuracy of the FBNENGM (1,1, k) model based on double optimization is better than other prediction models.

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Tongfei Lao ◽  
Xiaoting Chen ◽  
Jianian Zhu

As a tool for analyzing time series, grey prediction models have been widely used in various fields of society due to their higher prediction accuracy and the advantages of small sample modeling. The basic GM (1, N) model is the most popular and important grey model, in which the first “1” stands for the “first order” and the second “N” represents the “multivariate.” The construction of the background values is not only an important step in grey modeling but also the key factor that affects the prediction accuracy of the grey prediction models. In order to further improve the prediction accuracy of the multivariate grey prediction models, this paper establishes a novel multivariate grey prediction model based on dynamic background values (abbreviated as DBGM (1, N) model) and uses the whale optimization algorithm to solve the optimal parameters of the model. The DBGM (1, N) model can adapt to different time series by changing parameters to achieve the purpose of improving prediction accuracy. It is a grey prediction model with extremely strong adaptability. Finally, four cases are used to verify the feasibility and effectiveness of the model. The results show that the proposed model significantly outperforms the other 2 multivariate grey prediction models.


2014 ◽  
Vol 998-999 ◽  
pp. 1079-1082 ◽  
Author(s):  
Wei Shi Yin ◽  
Pin Chao Meng ◽  
Yan Zhong Li

Based on the modified grey prediction model, the outputs of software industry in Jilin Province were predicted. First the historical data and updated the data were pre-treated by iteration. Then it was found that the results from the modified grey prediction model were better than that from traditional grey prediction model by residual analysis. Finally, the prediction about the outputs of software industry in Jilin Province was given for the next five years. According to the experimental results, our proposed new method obviously can improve the prediction accuracy of the original grey model.


2020 ◽  
Vol 2020 ◽  
pp. 1-18
Author(s):  
Mingyu Tong ◽  
Kailiang Shao ◽  
Xilin Luo ◽  
Huiming Duan

Image filtering can change or enhance an image by emphasizing or removing certain features of the image. An image is a system in which some information is known and some information is unknown. Grey system theory is an important method for dealing with this kind of system, and grey correlation analysis and grey prediction modeling are important components of this method. In this paper, a fractional grey prediction model based on a filtering algorithm by combining a grey correlation model and a fractional prediction model is proposed. In this model, first, noise points are identified by comparing the grey correlation and the threshold value of each pixel in the filter window, and then, through the resolution coefficient of the important factor in image processing, a variety of grey correlation methods are compared. Second, the image noise points are used as the original sequence by the filter pane. The grey level of the middle point is predicted by the values of the surrounding pixel points combined with the fractional prediction model, replacing the original noise value to effectively eliminate the noise. Finally, an empirical analysis shows that the PSNR and MSE of the new model are approximately 27 and 140, respectively; these values are better than those of the comparison models and achieve good processing effects.


2014 ◽  
Vol 644-650 ◽  
pp. 1494-1497
Author(s):  
Han Lin Wang ◽  
Zi Hui Ren ◽  
Li Xia Xue ◽  
Yan Li Luo

A grey prediction model based on Free Searching (FS) () is proposed in this paper. Firstly, FS is applied to optimize the parameters of the model. The convergence of the FS algorithm is proved in order to show the reasonable of optimization with FS. Then, we give the factors which affect the precision of the prediction by analyzing the model. Based on this, the initial array is transformed. Finally, we predict several times used model and obtain the average of the prediction results’ combination. The experimental results show that the model is feasible, reasonable and effective.


Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Zhiming Hu ◽  
Chong Liu

Grey prediction models have been widely used in various fields of society due to their high prediction accuracy; accordingly, there exists a vast majority of grey models for equidistant sequences; however, limited research is focusing on nonequidistant sequence. The development of nonequidistant grey prediction models is very slow due to their complex modeling mechanism. In order to further expand the grey system theory, a new nonequidistant grey prediction model is established in this paper. To further improve the prediction accuracy of the NEGM (1, 1, t2) model, the background values of the improved nonequidistant grey model are optimized based on Simpson formula, which is abbreviated as INEGM (1, 1, t2). Meanwhile, to verify the validity of the proposed model, this model is applied in two real-world cases in comparison with three other benchmark models, and the modeling results are evaluated through several commonly used indicators. The results of two cases show that the INEGM (1, 1, t2) model has the best prediction performance among these competitive models.


2021 ◽  
Vol 2021 ◽  
pp. 1-14
Author(s):  
Xiaoshuang Luo ◽  
Bo Zeng ◽  
Hui Li ◽  
Wenhao Zhou

The intermittent and uncertain characteristics of wind generation have brought new challenges for the hosting capacity and the integration of large-scale wind power into the power system. Consequently, reasonable forecasting wind power installed capacity (WPIC) is the most effective and applicable solution to meet this challenge. However, the single parameter optimization of the conventional grey model has some limitations in improving its modeling ability. To this end, a novel grey prediction model with parameters combination optimization is proposed in this paper. Firstly, considering the modeling mechanism and process, the order of accumulation generation of the grey prediction model is optimized by Particle Swarm Optimization (PSO) Algorithm. Secondly, as different orders of accumulation generation correspond to different parameter matrixes, the background value coefficient of the grey prediction model is optimized based on the optimal accumulation order. Finally, the novel model of combinational optimization is employed to simulate and forecast Chinese WPIC, and the comprehensive error of the novel model is only 1.34%, which is superior to the other three grey prediction models (2.82%, 1.68%, and 2.60%, respectively). The forecast shows that China’s WPIC will keep growing in the next five years, and some reasonable suggestions are put forward from the standpoint of the practitioners and governments.


2018 ◽  
Vol 89 (15) ◽  
pp. 3067-3079 ◽  
Author(s):  
Qihong Zhou ◽  
Tianlun Wei ◽  
Yiping Qiu ◽  
Fangmin Tang ◽  
Lixin Yin ◽  
...  

Based on the grey prediction model, this paper studied the effect of the chemical fiber spinning process parameters on the winding tension. Suitable process parameters were selected to carry out grey incidence analysis with winding tension, and the feasibility of the grey prediction model in spinning tension prediction was validated by the designed experiments. The corresponding algorithm routines of various grey prediction models were written in MATLAB. The single-variable grey prediction model of GM(1,1) showed a higher prediction accuracy in the effect of the single process parameter changing on spinning tension; when multiple process parameters changed at the same time, the average modeling error of the MGM(1, n) multi-variable grey prediction model was 7.70%, and the maximum error was as high as 32.99%. The original MGM(1, n) model was optimized and the model background value was adjusted by using the auto-optimization and weighting method. The average modeling error of the improved model was reduced to 2.02%, which could meet the general accuracy requirement of tension prediction. Further combining fractional-order accumulation and adjusting the background value coefficient α and the cumulative order r jointly, the smallest prediction error was found among the 100,000 combinations, and the final error was further reduced to 1.30%. The results show that the grey prediction model is suitable and effective for predicting the spinning tension based on the process parameters. Appropriate model improvement mechanisms will increase the prediction accuracy significantly. This application provides a suitable method for spinning tension prediction, which has great significance for the tension control of chemical fiber products.


2019 ◽  
Vol 10 (1) ◽  
pp. 38-45
Author(s):  
Subing Liu ◽  
Yin Chunwu ◽  
Cao Dazhi

Purpose The purpose of this paper is to provide a new recursive GM (1,1) model based on forgetting factor and apply it to the modern weapon and equipment system. Design/methodology/approach In order to distinguish the contribution of new and old data to the grey prediction model with new information, the authors add forgetting factor to the objective function. The purpose of the above is to realize the dynamic weighting of new and old modeling data, and to gradually forget the old information. Second, the recursive estimation algorithm of grey prediction model parameters is given, and the new information is added in real time to improve the prediction accuracy of the model. Findings It is shown that the recursive GM (1,1) model based on forgetting factor can achieve both high effectiveness and high efficiency. Originality/value The paper succeeds in proposing a recursive GM (1,1) model based on forgetting factor, which has high accuracy. The model is applied to the field of modern weapon and equipment system and the result the model is better than the GM(1,1) model. The experimental results show the effectiveness and the efficiency of the prosed method.


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