兰州大学机构库 >信息科学与工程学院
An Intelligence Optimized Rolling Grey Forecasting Model Fitting to Small Economic Dataset
Liu, L(刘莉); Wang, QR; Liu, M; Li, L(李廉); Liu, L (reprint author), Natl Univ Singapore, Sch Comp, Singapore 117417, Singapore.
2014
Source PublicationABSTR APPL ANAL   Impact Factor & Quartile
ISSN1085-3375
Pages-
AbstractGrey system theory has been widely used to forecast the economic data that are often highly nonlinear, irregular, and nonstationary. The size of these economic datasets is often very small. Many models based on grey system theory could be adapted to various economic time series data. However, some of these models did not consider the impact of recent data or the effective model parameters that can improve forecast accuracy. In this paper, we proposed the PRGM(1,1) model, a rolling mechanism based grey model optimized by the particle swarm optimization, in order to improve the forecast accuracy. The experiment shows that PRGM(1,1) gets much better forecast accuracy among other widely used grey models on three actual economic datasets.
Subject AreaMathematics
PublisherHINDAWI
DOI10.1155/2014/641514
Publication PlaceNEW YORK
Indexed BySCIE
Language英语
First Inst
Funding Project中央高校基本科研业务费专项资金 ; 教育部留学回国人员科研启动基金
Project NumberCuiying Grant of China Telecom, Gansu Branch [lzudxcy-2013-3] ; Science and Technology Planning Project of Chengguan District, Lanzhou [2013-3-1] ; Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry [44th] ; Fundamental Research Funds for the Central Universities [XDJK2014C141, SWU114005]
WOS IDWOS:000335784400001
Funding OrganizationMOE ; LZU
SubtypeArticle
Department[Liu, Li] Natl Univ Singapore, Sch Comp, Singapore 117417, Singapore;
[Liu, Li;
Wang, Qianru] Lanzhou Univ, Sch Informat Sci & Engn, Lanzhou 730000, Peoples R China;
[Wang, Qianru] Lanzhou Mil Reg, Dept 68028, Lanzhou 730058, Peoples R China;
[Liu, Ming] Southwest Univ, Fac Comp & Informat Sci, Chongqing 400715, Peoples R China;
[Li, Lian] Hefei Univ Technol, Dept Comp Sci & Technol, Hefei 230009, Peoples R China
Citation statistics
Cited Times:9[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttps://ir.lzu.edu.cn/handle/262010/116272
Collection信息科学与工程学院
Corresponding AuthorLiu, L (reprint author), Natl Univ Singapore, Sch Comp, Singapore 117417, Singapore.
Recommended Citation
GB/T 7714
Liu, L,Wang, QR,Liu, M,et al. An Intelligence Optimized Rolling Grey Forecasting Model Fitting to Small Economic Dataset[J]. ABSTR APPL ANAL,2014:-.
APA Liu, L,Wang, QR,Liu, M,Li, L,&Liu, L .(2014).An Intelligence Optimized Rolling Grey Forecasting Model Fitting to Small Economic Dataset.ABSTR APPL ANAL,-.
MLA Liu, L,et al."An Intelligence Optimized Rolling Grey Forecasting Model Fitting to Small Economic Dataset".ABSTR APPL ANAL (2014):-.
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