Based on the optimization method, a new modified GM (1,1) model is presented, which is characterized by more accuracy prediction for the grey modeling.
The theory of investment portfolio is a very important theory in the modern economical system. Based on the feature of the theory, the paper sets up new various kinds of models of investment portfolio, namely grey opt...The theory of investment portfolio is a very important theory in the modern economical system. Based on the feature of the theory, the paper sets up new various kinds of models of investment portfolio, namely grey optimization models. These models are more practical and objective to existing problems.展开更多
An optimized nonlinear grey Bernoulli model was proposed by using a particle swarm optimization algorithm to solve the parameter optimization problem. In addition, each item in the first-order accumulated generating s...An optimized nonlinear grey Bernoulli model was proposed by using a particle swarm optimization algorithm to solve the parameter optimization problem. In addition, each item in the first-order accumulated generating sequence was set in turn as an initial condition to determine which alternative would yield the highest forecasting accuracy. To test the forecasting performance, the optimized models with different initial conditions were then used to simulate dissolved oxygen concentrations in the Guantlng reservoir inlet and outlet （China）. The empirical results show that the optimized model can remarkably improve forecasting accuracy, and the particle swarm optimization technique is a good tool to solve parameter optimization problems. What＇s more, the optimized model with an initial condition that performs well in in-sample simulation may not do as well as in out-of-sample forecasting.展开更多
文摘Based on the optimization method, a new modified GM (1,1) model is presented, which is characterized by more accuracy prediction for the grey modeling.
基金This project is supported by National Natural Science Foundation of China (No. 19871009)
文摘The theory of investment portfolio is a very important theory in the modern economical system. Based on the feature of the theory, the paper sets up new various kinds of models of investment portfolio, namely grey optimization models. These models are more practical and objective to existing problems.
基金supported by the National Natural Science Foundation of China (Nos. 51178018 and 71031001)
文摘An optimized nonlinear grey Bernoulli model was proposed by using a particle swarm optimization algorithm to solve the parameter optimization problem. In addition, each item in the first-order accumulated generating sequence was set in turn as an initial condition to determine which alternative would yield the highest forecasting accuracy. To test the forecasting performance, the optimized models with different initial conditions were then used to simulate dissolved oxygen concentrations in the Guantlng reservoir inlet and outlet （China）. The empirical results show that the optimized model can remarkably improve forecasting accuracy, and the particle swarm optimization technique is a good tool to solve parameter optimization problems. What＇s more, the optimized model with an initial condition that performs well in in-sample simulation may not do as well as in out-of-sample forecasting.
