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An optimized discrete grey multi-variable convolution model and its applications

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Abstract

The grey multi-variable convolution model (GMC(1, N)) is a quality improvement of the traditional grey multi-variable prediction model (GM(1, N)) and has been successfully applied in many practical problems. However, the GMC(1, N) model still has some defects in several aspects; for instance, parameter estimation, simple model structure, and so on. To further improve the prediction accuracy and enhance the stability of the GMC(1, N) model, an optimized discrete GMC(1, N) model (ODGMC(1, N)) is proposed in this paper. In particular, a linear correction item is introduced in the new model, the parameters are computed consistently with the modeling process and the time response function of the new model is simply derived by the recursive method. The new proposed ODGMC(1,N) model not only can adjust the relationships between dependent variables and independent variables, but also show better stability than the GMC(1, N) model and its discrete form. Three numerical examples from different application fields are presented to confirm our findings. Numerical results show that the proposed ODGMC(1, N) model has both better fitting accuracy and prediction accuracy than the traditional GM(1, N) model, the GMC(1, N) model and their discrete forms, whether the sequence of dependent variable is increasing, deceasing, or fluctuating.

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Acknowledgements

This work is supported by the National Natural Science Foundation of China (nos. 11771225, 61771265), the Natural Science Foundation of the Higher Education Institutions of Jiangsu Province (no. 18KJB580012), the Science and Technology Project of Nantong City (no. JC2018142), and the ‘226’ Talent Scientific Research Project of Nantong City.

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Authors and Affiliations

  1. School of Rail Transportation, Soochow University, Suzhou, 215006, People’s Republic of China

    Qin-Qin Shen, Lin-Quan Yao & Zhong-Kui Zhu

  2. School of Transportation and Civil Engineering, Nantong University, Nantong, 226019, People’s Republic of China

    Qin-Qin Shen & Yang Cao

Authors
  1. Qin-Qin Shen
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  2. Yang Cao
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  3. Lin-Quan Yao
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  4. Zhong-Kui Zhu
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Correspondence to Yang Cao.

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Communicated by Zhong-Zhi Bai.

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Shen, QQ., Cao, Y., Yao, LQ. et al. An optimized discrete grey multi-variable convolution model and its applications. Comp. Appl. Math. 40, 58 (2021). https://doi.org/10.1007/s40314-021-01448-z

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  • DOI: https://doi.org/10.1007/s40314-021-01448-z

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