Comprehensive multivariate grey incidence degree based on principal component analysis

To overcome the too fine-grained granularity problem of multivariate grey incidence analysis and to explore the comprehensive incidence analysis model, three multivariate grey incidences degree models based on principal component analysis （PCA） are proposed. Firstly, the PCA method is introduced to extract the feature sequences of a behavioral matrix. Then, the grey incidence analysis between two behavioral matrices is transformed into the similarity and nearness measure between their feature sequences. Based on the classic grey incidence analysis theory, absolute and relative incidence degree models for feature sequences are constructed, and a comprehensive grey incidence model is proposed. Furthermore, the properties of models are researched. It proves that the proposed models satisfy the properties of translation invariance, multiple transformation invariance, and axioms of the grey incidence analysis, respectively. Finally, a case is studied. The results illustrate that the model is effective than other multivariate grey incidence analysis models.

Grey incidence clustering method based on multidimensional dynamic time warping distance

The traditional grey incidence degree is mainly based on the distance analysis methods, which is measured by the displacement difference between corresponding points between sequences. When some data of sequences are missing (inconsistency in the length of the sequences), the only way is to delete the longer sequences or to fill the shorter sequences. Therefore, some uncertainty is introduced. To solve this problem, by introducing three-dimensional grey incidence degree (3D-GID), a novel GID based on the multidimensional dynamic time warping distance (MDDTW distance-GID) is proposed. On the basis of it, the corresponding grey incidence clustering (MDDTW distance-GIC) method is constructed. It not only has the simpler computation process, but also can be applied to the incidence comparison between uncertain multidimensional sequences directly. The experiment shows that MDDTW distance-GIC is more accurate when dealing with the uncertain sequences. Compared with the traditional GIC method, the precision of the MDDTW distance-GIC method has increased nearly 30%.