Interval prediction of oscillating time series based on grey system modelling | |
Xu GF(徐高飞); Wang XH(王晓辉); Li ZG(李智刚); Zhao Y(赵洋) | |
刊名 | International Journal of Modelling, Identification and Control |
2019 | |
卷号 | 33期号:2页码:138-151 |
关键词 | time series forecasting interval prediction oscillating time series small samples learning spline interpolation grey system modelling underwater vehicle model residual prediction. |
ISSN号 | 1746-6172 |
产权排序 | 1 |
英文摘要 | This paper presents an interval prediction algorithm based on grey system modelling, which is proposed for the forecasting of strong-oscillation time series with small samples. In the proposed algorithm, the upper and lower envelope of an oscillating sequence is obtained through cubic spline interpolation, and distance between the envelope and the fitted sequence derived from grey system model is dynamically expanded according to the oscillation intensity. After that, prediction value of the envelope distance sequence is calculated, and adjusted adaptively based on the new information priority principle. Finally, the interval prediction result is obtained. To verify the performance of the algorithm, five application cases from different fields were adopted. Compared with five representative algorithms in the recently related field, the proposed algorithm has distinct advantages in the prediction of small-sample strong-oscillation time series. © 2019 Inderscience Enterprises Ltd. |
语种 | 英语 |
内容类型 | 期刊论文 |
源URL | [http://ir.sia.cn/handle/173321/26218] |
专题 | 沈阳自动化研究所_水下机器人研究室 |
通讯作者 | Zhao Y(赵洋) |
作者单位 | State Key Laboratory of Robotics, Shenyang Institute of Automation, Chinese Academy of Sciences, Shenyang 110016, China |
推荐引用方式 GB/T 7714 | Xu GF,Wang XH,Li ZG,et al. Interval prediction of oscillating time series based on grey system modelling[J]. International Journal of Modelling, Identification and Control,2019,33(2):138-151. |
APA | Xu GF,Wang XH,Li ZG,&Zhao Y.(2019).Interval prediction of oscillating time series based on grey system modelling.International Journal of Modelling, Identification and Control,33(2),138-151. |
MLA | Xu GF,et al."Interval prediction of oscillating time series based on grey system modelling".International Journal of Modelling, Identification and Control 33.2(2019):138-151. |
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