典型文献
A self-adaptive grey forecasting model and its application
文献摘要：
GM(1,1) models have been widely used in various fields due to their high performance in time series prediction. However, some hypotheses of the existing GM(1,1) model family may reduce their prediction performance in some cases. To solve this problem, this paper proposes a self-adaptive GM(1,1) model, termed as SAGM(1,1) model, which aims to solve the defects of the existing GM (1,1) model family by deleting their modeling hypothesis. Moreover, a novel multi-parameter simul-taneous optimization scheme based on firefly algorithm is pro-posed, the proposed multi-parameter optimization scheme adopts machine learning ideas, takes all adjustable parameters of SAGM(1,1) model as input variables, and trains it with firefly algorithm. And Sobol' sensitivity indices are applied to study glo-bal sensitivity of SAGM(1,1) model parameters, which provides an important reference for model parameter calibration. Finally, forecasting capability of SAGM(1,1) model is illustrated by Anhui electricity consumption dataset. Results show that prediction accuracy of SAGM(1,1) model is significantly better than other models, and it is shown that the proposed approach enhances the prediction performance of GM(1,1) model significantly.
文献关键词：
中图分类号：
作者姓名：
TANG Xiaozhong;XIE Naiming
作者机构：
College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China;Department of Industry and Finance, Huangshan Vocational and Technical College, Huangshan 245000, China
文献出处：
引用格式：
[1]TANG Xiaozhong;XIE Naiming-.A self-adaptive grey forecasting model and its application)[J].系统工程与电子技术（英文版）,2022(03):665-673
A类：
SAGM
B类：
self,adaptive,grey,forecasting,its,application,models,have,been,widely,used,various,fields,due,their,high,performance,series,prediction,However,some,hypotheses,existing,family,may,reduce,cases,To,solve,this,problem,paper,proposes,termed,which,aims,defects,by,deleting,modeling,hypothesis,Moreover,novel,multi,simul,taneous,optimization,scheme,firefly,algorithm,proposed,adopts,machine,learning,ideas,takes,adjustable,parameters,input,variables,trains,And,Sobol,sensitivity,indices,are,applied,study,glo,bal,provides,important,reference,calibration,Finally,capability,illustrated,Anhui,electricity,consumption,dataset,Results,that,accuracy,significantly,better,than,other,shown,approach,enhances
AB值：
0.558409
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