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The novel fractional discrete multivariate grey system model and its applications

机译：新型分数离散多元灰色系统模型及其应用

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摘要

Fractional order accumulation is a novel and popular tool which is efficient to improve accuracy of the grey models. However, most existing grey models with fractional order accumulation are all developed on the conventional methodology of grey models, which may be inaccurate in the applications. In this paper an existing fractional multivariate grey model with convolution integral is proved to be a biased model, and then a novel fractional discrete multivariate grey model based on discrete modelling technique is proposed, which is proved to be an unbiased model with mathematical analysis and stochastic testing. An algorithm based on the Grey Wolf Optimizer is introduced to optimize the fractional order of the proposed model. Four real world case studies with updated data sets are executed to assess the effectiveness of the proposed model in comparison with nine existing multivariate grey models. The results show that the Grey Wolf Optimizer-based algorithm is very efficient to optimize the fractional order of the proposed model, and the proposed model outperforms other nine models in the all the real world case studies. (C) 2019 Elsevier Inc. All rights reserved.
机译：分数阶累加是一种新颖且流行的工具，可有效提高灰色模型的准确性。但是，大多数现有的具有分数阶累加的灰色模型都是在常规的灰色模型方法学上开发的，在应用中可能不准确。本文证明了已有的具有卷积积分的分数多元灰色模型是有偏差的模型，然后提出了一种基于离散建模技术的分数阶离散多元灰色模型，经证明是具有数学分析和随机性的无偏模型。测试。引入了一种基于灰狼优化器的算法来优化所提出模型的分数阶。与九个现有的多元灰色模型相比，执行了四个具有更新数据集的真实案例研究，以评估该模型的有效性。结果表明，基于灰狼优化器的算法对于优化所提出模型的分数阶非常有效，并且在所有实际案例研究中，所提出的模型均优于其他九种模型。 （C）2019 Elsevier Inc.保留所有权利。

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  • 来源
    《Applied Mathematical Modelling》 |2019年第6期|402-424|共23页
  • 作者

    Ma Xin; Xie Mei; Wu Wenqing; Zeng Bo; Wang Yong; Wu Xinxing;

  • 作者单位

    Southwest Univ Sci & Technol, Sch Sci, Mianyang, Peoples R China|Southwest Petr Univ, State Key Lab Oil & Gas Reservoir Geol & Exploita, Chengdu, Sichuan, Peoples R China;

    Southwest Univ Sci & Technol, Sch Sci, Mianyang, Peoples R China|Univ Elect Sci & Technol China, Sch Comp Sci & Engn, Chengdu, Sichuan, Peoples R China;

    Southwest Univ Sci & Technol, Sch Sci, Mianyang, Peoples R China;

    Chongqing Technol & Business Univ, Coll Business Planning, Chongqing, Peoples R China;

    Southwest Petr Univ, Sch Sci, Chengdu, Sichuan, Peoples R China|Southwest Petr Univ, State Key Lab Oil & Gas Reservoir Geol & Exploita, Chengdu, Sichuan, Peoples R China;

    Southwest Petr Univ, Sch Sci, Chengdu, Sichuan, Peoples R China|Southwest Petr Univ, State Key Lab Oil & Gas Reservoir Geol & Exploita, Chengdu, Sichuan, Peoples R China;

  • 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    Grey system model; Fractional order accumulation; Discrete grey model; Grey Wolf Optimizer; China's economics;

    机译：灰色系统模型;分数阶累积;离散灰色模型;灰狼优化器;中国经济学;

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