Most of the existing multivariable grey models are based on the 1-order derivative and 1-order accumulation, which makes the parameters unable to be adjusted according to the data characteristics of the actual problem...Most of the existing multivariable grey models are based on the 1-order derivative and 1-order accumulation, which makes the parameters unable to be adjusted according to the data characteristics of the actual problems. The results about fractional derivative multivariable grey models are very few at present. In this paper, a multivariable Caputo fractional derivative grey model with convolution integral CFGMC(q, N) is proposed. First, the Caputo fractional difference is used to discretize the model, and the least square method is used to solve the parameters. The orders of accumulations and differential equations are determined by using particle swarm optimization(PSO). Then, the analytical solution of the model is obtained by using the Laplace transform, and the convergence and divergence of series in analytical solutions are also discussed. Finally, the CFGMC(q, N) model is used to predict the municipal solid waste(MSW). Compared with other competition models, the model has the best prediction effect. This study enriches the model form of the multivariable grey model, expands the scope of application, and provides a new idea for the development of fractional derivative grey model.展开更多
Network traffic prediction models can be grouped into two types, single models and combined ones. Combined models integrate several single models and thus can improve prediction accuracy. Based on wavelet transform, g...Network traffic prediction models can be grouped into two types, single models and combined ones. Combined models integrate several single models and thus can improve prediction accuracy. Based on wavelet transform, grey theory, and chaos theory, this paper proposes a novel combined model, wavelet-grey-chaos （WGC）, for network traffic prediction. In the WGC model, we develop a time series decomposition method without the boundary problem by modifying the standard à trous algorithm, decompose the network traffic into two parts, the residual part and the burst part to alleviate the accumulated error problem, and employ the grey model GM（1,1） and chaos model to predict the residual part and the burst part respectively. Simulation results on real network traffic show that the WGC model does improve prediction accuracy.展开更多
基金supported by the National Natural Science Foundation of China (51479151,61403288)。
文摘Most of the existing multivariable grey models are based on the 1-order derivative and 1-order accumulation, which makes the parameters unable to be adjusted according to the data characteristics of the actual problems. The results about fractional derivative multivariable grey models are very few at present. In this paper, a multivariable Caputo fractional derivative grey model with convolution integral CFGMC(q, N) is proposed. First, the Caputo fractional difference is used to discretize the model, and the least square method is used to solve the parameters. The orders of accumulations and differential equations are determined by using particle swarm optimization(PSO). Then, the analytical solution of the model is obtained by using the Laplace transform, and the convergence and divergence of series in analytical solutions are also discussed. Finally, the CFGMC(q, N) model is used to predict the municipal solid waste(MSW). Compared with other competition models, the model has the best prediction effect. This study enriches the model form of the multivariable grey model, expands the scope of application, and provides a new idea for the development of fractional derivative grey model.
基金Project supported by National Basic Research Program of China (Grant Nos 2009CB320505 and 2009CB320504)National High Technology Research and Development Program of China (Grant Nos 2006AA01Z235, 2007AA01Z206 and 2009AA01Z210)
文摘Network traffic prediction models can be grouped into two types, single models and combined ones. Combined models integrate several single models and thus can improve prediction accuracy. Based on wavelet transform, grey theory, and chaos theory, this paper proposes a novel combined model, wavelet-grey-chaos （WGC）, for network traffic prediction. In the WGC model, we develop a time series decomposition method without the boundary problem by modifying the standard à trous algorithm, decompose the network traffic into two parts, the residual part and the burst part to alleviate the accumulated error problem, and employ the grey model GM（1,1） and chaos model to predict the residual part and the burst part respectively. Simulation results on real network traffic show that the WGC model does improve prediction accuracy.
