To eliminate the grey bias and improve ant-jamming performance of the standard grey-Markov forecasting model,a forecasting model based on wavelet packet decomposition and fuzzy grey Markov(FG-Markov)is proposed consid...To eliminate the grey bias and improve ant-jamming performance of the standard grey-Markov forecasting model,a forecasting model based on wavelet packet decomposition and fuzzy grey Markov(FG-Markov)is proposed considering the characteristics of randomness and nonlinearility of freight volume forecasting.Firstly,based on the data analysis ability of wavelet packet to non-stationary random signal,wavelet packet decomposition is used to improve the analysis ability of data signal by decomposing historical freight volume data into wavelet packet component.On this basis,FG-Markov chain is proposed to obtain the transfer probability matrix of wavelet packet coefficients by introducing fuzzy grey variables,and forecast the freight volume by reconstructing wavelet packet coefficients.Finally,an example of Lanzhou railroad hub is carried out in order to testify the validity and applicability of this forecasting model.Compared with neural network model and other forecasting models,the proposed forecasting model can improve the forecasting accuracy under the same conditions.The forecasting accuracy of wavelet packet decomposition and FG-Markov is not only greater than that of any other single forecasting models,but also superior to that of other traditional combinational forecasting models,which can meet the actual requirements of freight volume forecasting.展开更多
基金National Natural Science Foundation of China(No.71961016)Planning Fund for the Humanities and Social Sciences of the Ministry of Education(Nos.15XJAZH002,18YJAZH148)Natural Science Foundation of Gansu Province(No.18JR3RA125)。
文摘To eliminate the grey bias and improve ant-jamming performance of the standard grey-Markov forecasting model,a forecasting model based on wavelet packet decomposition and fuzzy grey Markov(FG-Markov)is proposed considering the characteristics of randomness and nonlinearility of freight volume forecasting.Firstly,based on the data analysis ability of wavelet packet to non-stationary random signal,wavelet packet decomposition is used to improve the analysis ability of data signal by decomposing historical freight volume data into wavelet packet component.On this basis,FG-Markov chain is proposed to obtain the transfer probability matrix of wavelet packet coefficients by introducing fuzzy grey variables,and forecast the freight volume by reconstructing wavelet packet coefficients.Finally,an example of Lanzhou railroad hub is carried out in order to testify the validity and applicability of this forecasting model.Compared with neural network model and other forecasting models,the proposed forecasting model can improve the forecasting accuracy under the same conditions.The forecasting accuracy of wavelet packet decomposition and FG-Markov is not only greater than that of any other single forecasting models,but also superior to that of other traditional combinational forecasting models,which can meet the actual requirements of freight volume forecasting.