论文标题

一种新颖的离散灰色季节性模型及其应用

A novel discrete grey seasonal model and its applications

论文作者

Zhou, Weijie, Pan, Jiao, Ding, Song, Wu, Xiaoli

论文摘要

为了准确地描述带有季节性干扰的真实系统,通常会每月或季度出现,这是一种新型的离散灰色季节性模型,缩写为AS,通过将季节性虚拟变量纳入传统模型,提出。此外,该提出的模型的机制和特性将深入讨论,揭示了现有的季节性灰色模型的固有差异。为了验证和解释目的,与五个涉及涉及灰色预测模型,常规计量经济学技术和人工智能的竞争模型相比,实施了提议的模型来描述三个实际情况(每月和季度的季节性波动(季度风能生产,季度PM10和每月天然气消耗))描述三个实际情况。案例的实验结果始终表明,根据几个误差标准,所提出的模型显着优于其他基准模型。此外,关于不同序列长度对预测性能的影响的进一步讨论表明,所提出的模型在解决季节性序列时仍具有强大的鲁棒性和高可靠性的表现。通常,新模型被验证为一种有力且有前途的方法,用于处理季节性波动的序列。

In order to accurately describe real systems with seasonal disturbances, which normally appear monthly or quarterly cycles, a novel discrete grey seasonal model, abbreviated as , is put forward by incorporating the seasonal dummy variables into the conventional model. Moreover, the mechanism and properties of this proposed model are discussed in depth, revealing the inherent differences from the existing seasonal grey models. For validation and explanation purposes, the proposed model is implemented to describe three actual cases with monthly and quarterly seasonal fluctuations (quarterly wind power production, quarterly PM10, and monthly natural gas consumption), in comparison with five competing models involving grey prediction models , conventional econometric technology , and artificial intelligences . Experimental results from the cases consistently demonstrated that the proposed model significantly outperforms the other benchmark models in terms of several error criteria. Moreover, further discussions about the influences of different sequence lengths on the forecasting performance reveal that the proposed model still performs the best with strong robustness and high reliability in addressing seasonal sequences. In general, the new model is validated to be a powerful and promising methodology for handling sequences with seasonal fluctuations.

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