中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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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