TY - GEN
T1 - A modified unbiased GM(1,1) prediction model based EEMD
AU - Jiang, Haixu
AU - Zhang, Ke
AU - Wang, Jingyu
AU - Yang, Tianshe
N1 - Publisher Copyright:
© 2016 IEEE.
PY - 2017/1/20
Y1 - 2017/1/20
N2 - The grey model GM(1,1) is widely applied in prediction problems, but the applicable range and the prediction precision of classical GM(1,1) is limited by the background value. In order to improve the applicability of this model, a modified unbiased grey prediction model GM(1,1), which is based on ensemble empirical mode decomposition (EEMD) is put forward. The original data is decomposed into a finite number of intrinsic mode functions (IMFs) by EEMD, and a conversion formula is used to improve the exponential smoothing of every IMF, then using each processed IMF components as input data of Unbiased GM(1,1), we accumulate all results and get the final predict result of the original data. An example is shown that the modified Unbiased GM(1,1) prediction model based on EEMD solved the predicting singular points problem of classical GM(1,1) model and improved the prediction precision.
AB - The grey model GM(1,1) is widely applied in prediction problems, but the applicable range and the prediction precision of classical GM(1,1) is limited by the background value. In order to improve the applicability of this model, a modified unbiased grey prediction model GM(1,1), which is based on ensemble empirical mode decomposition (EEMD) is put forward. The original data is decomposed into a finite number of intrinsic mode functions (IMFs) by EEMD, and a conversion formula is used to improve the exponential smoothing of every IMF, then using each processed IMF components as input data of Unbiased GM(1,1), we accumulate all results and get the final predict result of the original data. An example is shown that the modified Unbiased GM(1,1) prediction model based on EEMD solved the predicting singular points problem of classical GM(1,1) model and improved the prediction precision.
UR - http://www.scopus.com/inward/record.url?scp=85015254962&partnerID=8YFLogxK
U2 - 10.1109/CGNCC.2016.7829102
DO - 10.1109/CGNCC.2016.7829102
M3 - 会议稿件
AN - SCOPUS:85015254962
T3 - CGNCC 2016 - 2016 IEEE Chinese Guidance, Navigation and Control Conference
SP - 2027
EP - 2031
BT - CGNCC 2016 - 2016 IEEE Chinese Guidance, Navigation and Control Conference
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 7th IEEE Chinese Guidance, Navigation and Control Conference, CGNCC 2016
Y2 - 12 August 2016 through 14 August 2016
ER -