主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
Articles

New Information Priority Accumulated Grey Discrete Model and Its Application

Expand
  • 1. Business college, Changzhou university, Changzhou 213164, China;
    2. College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China;
    3. School of Economics, Zhejiang University of Finance & Economics, Hangzhou 310018, China

Received date: 2016-03-08

  Revised date: 2016-10-24

  Online published: 2017-10-16

Abstract

The accumulated generation is an important part of grey prediction model, which helps mine information and finds the rule in sequence. According to the axiom of new information priority using in grey systems, new accumulated generation operator with parameter is defined, and then the new information priority accumulated grey discrete model (NIPDGM (1,1)) is constructed. Based on four kinds of error minimization criterions (mean squared error, mean absolute error, mean relative squared error, and mean absolute percentage error), the parameters optimization steps are presented. Through numerical simulating, the information weight in NIPDGM (1,1) model with different error criterions is studied. The result shows that the four kinds of optimization form for information weight are almost identical in sequence accumulated generation process. In the empirical analysis, expressway soft soil roadbed settlement and energy consumption problems in Jiangsu province are taken as examples, and the NIPDGM (1,1) modeling is used for two cases. In order to compare the modeling accuracy of new model, other grey model and some artificial intelligence models are also adopted for two cases, such as grey model(GM (1,1)), grey opposite model (GOM(1,1)), grey reciprocal model(GRM(1,1)), discrete grey model(DGM(1,1)), radial basis function(RBF) neural network, support vector machine (SVM) and so on. The results show that the information weights (or the parameter in accumulated generation) are not subjected to the different error minimization methods, which is consistent with the numerical simulating experiment. Compared with GOM (1,1) model, GRM(1,1)model, GM(1,1) model, DGM(1,1)model, grey model with time power (GM (1,1, t2)), and unbiased GM (1,1) power model, NIPDGM (1,1) model has a higher modeling precision in simulating and forecasting period for roadbed settlement. Among RBF neural network, grey accumulation generation RBF neural network (GRBF), support vector machine (SVM), grey accumulated generation support vector machine (GSVM) and NIPDGM (1,1) model for energy consumption modeling, the NIPDGM (1,1) model has a lager error in simulating period, but the smaller error in forecasting period, which indicates that the NIPDGM (1,1) model exhibits better generalization ability. The new accumulated generation operator can also be combined with other grey model, so as to enhance the model accuracy.

Cite this article

ZHOU Wei-jie, ZHANG Hong-ru, DANG Yao-guo, WANG Zheng-xin . New Information Priority Accumulated Grey Discrete Model and Its Application[J]. Chinese Journal of Management Science, 2017 , 25(8) : 140 -148 . DOI: 10.16381/j.cnki.issn1003-207x.2017.08.015

References

[1] Deng Julong. Control problems of grey system[J]. System & Control Letter, 1982, 1(5):288-294.

[2] Liu Sifeng, Lin Yi. Grey systems theory and applications[M].Berlin-Heidelburg.Springer, 2010.

[3] 樊春玲, 张静, 金志华, 等. 一种新型的灰色RBF神经网络建模方法及其应用[J]. 系统工程与电子技术, 2005, 27(2):316-319.

[4] Liu Lisang,Peng Xiafu, Zhou Jiehua. Ship rolling prediction based on gray RBF neural network[J]. Applied Mechanics and Materials, 2011, 48-49:1044-1048.

[5] 唐万梅. 基于灰色支持向量机的新型预测模型[J]. 系统工程学报, 2006, 21(4):410-413.

[6] Xu Sheng, Zhao Huifang, Lv Xuanli. A Grey SVM based model for patent application filings forecasting[C]//Proceealings of IEEE International Conference on Fuzzy Systems,Hongkong,China,June 1-6,2008. 2008:225-230.

[7] 章杰宽. 智能组合预测方法及其应用[J].中国管理科学, 2014, 22(3):26-33.

[8] 于志军, 杨善林, 章政,等. 基于误差校正的灰色神经网络股票收益率预测[J]. 中国管理科学, 2015, 23(12):20-26.

[9] 宋中民, 邓聚龙. 反向累加生成及灰色GOM (1,1)模型[J]. 系统工程, 2001, 19(1):66-69.

[10] 杨保华, 张忠泉. 倒数累加生成灰色GRM (1, 1)模型及应用[J]. 数学的实践与认识, 2003, 33(10):21-26.

[11] 曾祥艳, 肖新平. 累积法GM (2, 1)模型及其病态性研究[J]. 系统工程与电子技术, 2006, 28(4):542-544.

[12] 肖新平, 刘军, 郭欢. 广义累加灰色预测控制模型的性质及优化[J]. 系统工程理论与实践, 2014, 34(6):1547-1556.

[13] Wu Lifeng, Liu Sifeng, Yao Ligen, et al. Grey system model with the fractional order accumulation[J]. Communications in Nonlinear Science and Numerical Simulation, 2013,18(7):1775-1785.

[14] 吴利丰, 刘思峰, 刘健.灰色GM (1, 1)分数阶累积模型及其稳定性[J]. 控制与决策, 2014, 29(5):919-924.

[15] Xia Min, Wong W K. A seasonal discrete grey forecasting model for fashion retailing[J]. Knowledge-Based Systems, 2014, 57:119-126.

[16] 钱吴永, 党耀国, 刘思峰.含时间幂次项的灰色GM (1, 1, tα)模型及其应用[J]. 系统工程理论与实践, 2012, 32(10):2247-2252.

[17] 谢乃明, 刘思峰.离散GM(1,1)模型与灰色预测模型建模机理[J]. 系统工程理论与实践, 2005, 25(1):93-99.

[18] 王正新, 党耀国, 练郑伟. 无偏GM(1,1)幂模型其及应用[J]. 中国管理科学, 2011, 19(4):144-151.

[19] Broomhead D S, Lowe D. Radial basis functions, multi-variable functional interpolation and adaptive networks[R]. Royal Signals and Radar Establishment, 1988.

[20] Reiner P, Wilamowski B M. Efficient incremental construction of RBF networks using quasi-gradient method[J]. Neurocomputing, 2015,150(B):349-356.

[21] Cortes C, Vapnik V. Support-vector networks[J]. Machine Learning, 1995, 20(3):273-297.

[22] Lingras P, Butz C J. Rough support vector regression[J]. European Journal of Operational Research, 2010, 206(2):445-455.

[23] Lapin M, Hein M, Schiele B. Learning using privileged information:SVM+ and weighted SVM[J]. Neural Networks, 2014,(53):95-108.
Outlines

/