Hybrid grey model to forecast monitoring series with seasonality
文献类型：期刊论文
| 作者 | Wang, QJ; Liao, XH; Zhou, YH; Zou, ZR; Zhu, JJ; Yue, P |
| 刊名 | JOURNAL OF CENTRAL SOUTH UNIVERSITY OF TECHNOLOGY
 |
| 出版日期 | 2005-10-01 |
| 卷号 | 12期号:5页码:623-627 |
| 关键词 | seasonal index GM(1 time series 1) grey forecasting model |
| 英文摘要 | The grey forecasting model has been successfully applied to many fields. However, the precision of GM(1,1) model is not high. In order to remove the seasonal fluctuations in monitoring series before building GM (1, 1) model, the forecasting series of GM(1, 1) was built, and an inverse process was used to resume the seasonal fluctuations. Two deseasonalization methods were presented, i.e., seasonal index-based deseasonalization and standard normal distribution-based deseasonalization. They were combined with the GM(1, 1) model to form hybrid grey models. A simple but practical method to further improve the forecasting results was also suggested. For comparison, a conventional periodic function model was investigated. The concept and algorithms were tested with four years monthly monitoring data. The results show that on the whole the seasonal index-GM(l,l) model outperform the conventional periodic function model and the conventional periodic function model outperform the SND-GM(l, 1) model. The mean absolute error and mean square error of seasonal index-GM(l, 1) are 30.69 % and 54.53 % smaller than that of conventional periodic function model, respectively. The high accuracy, straightforward and easy implementation natures of the proposed hybrid seasonal index-grey model make it a powerful analysis technique for seasonal monitoring series. |
| WOS标题词 | Science & Technology ; Technology |
| 类目[WOS] | Metallurgy & Metallurgical Engineering |
| 研究领域[WOS] | Metallurgy & Metallurgical Engineering |
| 收录类别 | SCI |
| 语种 | 英语 |
| WOS记录号 | WOS:000233066900025 |
| 公开日期 | 2010-07-30 |
| 源URL | [http://119.78.226.72//handle/331011/10522]  |
| 专题 | 上海天文台_天文地球动力学研究中心 |
| 作者单位 | 1.Chinese Acad Sci, Shanghai Astron Observ, Ctr Astrogeodynam Res, Shanghai 200030, Peoples R China 2.Chinese Acad Sci, Grad Sch, Beijing 100039, Peoples R China 3.Cent S Univ, Sch Infophys & Geomat Engn, Changsha 410083, Peoples R China 4.Land Resources Dept Hunan Province, Changsha 410007, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, QJ,Liao, XH,Zhou, YH,et al. Hybrid grey model to forecast monitoring series with seasonality[J]. JOURNAL OF CENTRAL SOUTH UNIVERSITY OF TECHNOLOGY,2005,12(5):623-627. |
| APA | Wang, QJ,Liao, XH,Zhou, YH,Zou, ZR,Zhu, JJ,&Yue, P.(2005).Hybrid grey model to forecast monitoring series with seasonality.JOURNAL OF CENTRAL SOUTH UNIVERSITY OF TECHNOLOGY,12(5),623-627. |
| MLA | Wang, QJ,et al."Hybrid grey model to forecast monitoring series with seasonality".JOURNAL OF CENTRAL SOUTH UNIVERSITY OF TECHNOLOGY 12.5(2005):623-627. |
入库方式： OAI收割
来源：上海天文台
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