In this article, authors introduce a method to assess local influence of obser- vations on the parameter estimates and prediction in multivariate regression model. The diagnostics under the perturbations of error vari...In this article, authors introduce a method to assess local influence of obser- vations on the parameter estimates and prediction in multivariate regression model. The diagnostics under the perturbations of error variance, response variables and explanatory variables are derived, and the results are compared with those of case- deletion. Two examples are analyzed for illustration.展开更多
Most of the existing multivariable grey models are based on the 1-order derivative and 1-order accumulation, which makes the parameters unable to be adjusted according to the data characteristics of the actual problem...Most of the existing multivariable grey models are based on the 1-order derivative and 1-order accumulation, which makes the parameters unable to be adjusted according to the data characteristics of the actual problems. The results about fractional derivative multivariable grey models are very few at present. In this paper, a multivariable Caputo fractional derivative grey model with convolution integral CFGMC(q, N) is proposed. First, the Caputo fractional difference is used to discretize the model, and the least square method is used to solve the parameters. The orders of accumulations and differential equations are determined by using particle swarm optimization(PSO). Then, the analytical solution of the model is obtained by using the Laplace transform, and the convergence and divergence of series in analytical solutions are also discussed. Finally, the CFGMC(q, N) model is used to predict the municipal solid waste(MSW). Compared with other competition models, the model has the best prediction effect. This study enriches the model form of the multivariable grey model, expands the scope of application, and provides a new idea for the development of fractional derivative grey model.展开更多
In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate tim...In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate time series was originally reconstructed by a classical reconstruction technology.Then,the original decision-table of rough set theory was set up according to the embedding dimensions and time-delays of the original reconstruction phase space,and the rough set reduction was used to delete the redundant dimensions and irrelevant variables and to reconstruct the generic phase space,Finally,the input vectors for the prediction of multivariate time series were extracted according to generic reconstruction results to identify the parameters of prediction model.Verification results show that the developed reconstruction method leads to better generalization ability for the prediction model and it is feasible and worthwhile for application.展开更多
负荷预测是综合能源系统(integrated energy system,IES)高效运行的前提,面对综合能源系统多元负荷强耦合相关性、强随机性的特点,单一模型在运行负荷特征提取方面存在不足。为充分利用负荷间的相关性、降低负荷数据的非平稳性、弥补单...负荷预测是综合能源系统(integrated energy system,IES)高效运行的前提,面对综合能源系统多元负荷强耦合相关性、强随机性的特点,单一模型在运行负荷特征提取方面存在不足。为充分利用负荷间的相关性、降低负荷数据的非平稳性、弥补单一模型的不足,提出一种基于TCN-TPABiLSTM组合模型和多任务学习框架的IES多元负荷超短期协同预测方法。首先对负荷间耦合相关性、负荷时间相关性和负荷影响因素进行分析以构建模型输入,再通过变分模态分解将负荷数据分解为一定数量的模态以降低非平稳性,最后以TCN-TPA-BiLSTM组合模型作为多任务学习框架的共享层进行预测。通过实际数据进行验证和对比,结果表明该方法能够充分发挥模型各部分优势,相较于其他模型也获得了更优的结果。展开更多
文摘In this article, authors introduce a method to assess local influence of obser- vations on the parameter estimates and prediction in multivariate regression model. The diagnostics under the perturbations of error variance, response variables and explanatory variables are derived, and the results are compared with those of case- deletion. Two examples are analyzed for illustration.
基金supported by the National Natural Science Foundation of China (51479151,61403288)。
文摘Most of the existing multivariable grey models are based on the 1-order derivative and 1-order accumulation, which makes the parameters unable to be adjusted according to the data characteristics of the actual problems. The results about fractional derivative multivariable grey models are very few at present. In this paper, a multivariable Caputo fractional derivative grey model with convolution integral CFGMC(q, N) is proposed. First, the Caputo fractional difference is used to discretize the model, and the least square method is used to solve the parameters. The orders of accumulations and differential equations are determined by using particle swarm optimization(PSO). Then, the analytical solution of the model is obtained by using the Laplace transform, and the convergence and divergence of series in analytical solutions are also discussed. Finally, the CFGMC(q, N) model is used to predict the municipal solid waste(MSW). Compared with other competition models, the model has the best prediction effect. This study enriches the model form of the multivariable grey model, expands the scope of application, and provides a new idea for the development of fractional derivative grey model.
基金Project(61025015) supported by the National Natural Science Funds for Distinguished Young Scholars of ChinaProject(21106036) supported by the National Natural Science Foundation of China+2 种基金Project(200805331103) supported by Research Fund for the Doctoral Program of Higher Education of ChinaProject(NCET-08-0576) supported by Program for New Century Excellent Talents in Universities of ChinaProject(11B038) supported by Scientific Research Fund for the Excellent Youth Scholars of Hunan Provincial Education Department,China
文摘In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate time series was originally reconstructed by a classical reconstruction technology.Then,the original decision-table of rough set theory was set up according to the embedding dimensions and time-delays of the original reconstruction phase space,and the rough set reduction was used to delete the redundant dimensions and irrelevant variables and to reconstruct the generic phase space,Finally,the input vectors for the prediction of multivariate time series were extracted according to generic reconstruction results to identify the parameters of prediction model.Verification results show that the developed reconstruction method leads to better generalization ability for the prediction model and it is feasible and worthwhile for application.
文摘负荷预测是综合能源系统(integrated energy system,IES)高效运行的前提,面对综合能源系统多元负荷强耦合相关性、强随机性的特点,单一模型在运行负荷特征提取方面存在不足。为充分利用负荷间的相关性、降低负荷数据的非平稳性、弥补单一模型的不足,提出一种基于TCN-TPABiLSTM组合模型和多任务学习框架的IES多元负荷超短期协同预测方法。首先对负荷间耦合相关性、负荷时间相关性和负荷影响因素进行分析以构建模型输入,再通过变分模态分解将负荷数据分解为一定数量的模态以降低非平稳性,最后以TCN-TPA-BiLSTM组合模型作为多任务学习框架的共享层进行预测。通过实际数据进行验证和对比,结果表明该方法能够充分发挥模型各部分优势,相较于其他模型也获得了更优的结果。
