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Fractional-Order Grey Prediction Method for Non-Equidistant Sequences

机译:非等距序列的分数阶灰度预测方法

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There are lots of non-equidistant sequences in actual applications due to random sampling, imperfect sensors, event-triggered phenomena, and so on. A new grey prediction method for non-equidistant sequences ( r -NGM(1,1)) is proposed based on the basic grey model and the developed fractional-order non-equidistant accumulated generating operation ( r -NAGO), and the accumulated order is extended from the positive to the negative. The whole r -NAGO deletes the randomness of original sequences in the form of weighted accumulation and improves the exponential law of accumulated sequences. Furthermore, the Levenberg–Marquardt algorithm is used to optimize the fractional order. The optimal r -NGM(1,1) can enhance the predicting performance of the non-equidistant sequences. Results of three practical cases in engineering applications demonstrate that the proposed r -NGM(1,1) provides the significant predicting performance compared with the traditional grey model.
机译:在实际应用中,由于随机采样,传感器不完善,事件触发现象等原因,存在许多不等序列。提出了一种基于基本灰色模型和分数阶非等距累积生成操作(r -NAGO)以及累积顺序的非等距序列灰色预测方法(r -NGM(1,1))。从正向负延伸。整个r -NAGO以加权累积的形式删除了原始序列的随机性,并改善了累积序列的指数规律。此外,Levenberg-Marquardt算法用于优化分数阶。最佳r -NGM(1,1)可以增强非等距序列的预测性能。在工程应用中的三个实际案例的结果表明,与传统的灰色模型相比,所提出的r -NGM(1,1)提供了显着的预测性能。

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