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智能组合预测方法及其应用
引用本文:章杰宽.智能组合预测方法及其应用[J].中国管理科学,2014,22(3):26-33.
作者姓名:章杰宽
作者单位:西藏民族学院管理学院, 陕西 咸阳 712082
基金项目:国家自然科学基金资助项目(71163038)
摘    要:由于具有能以任意精度逼近任意复杂非线性函数的优良性能,神经网络在灰色系统预测中得到了较大的应用。在已有的研究基础上,针对灰色神经网络进化时容易陷入局部最优,参数修正受阻的问题,建立基于遗传粒子群混合算法优化的新型灰色神经网络模型。首先将灰色神经网络进行数学建模,以便于优化算法的应用;其次,综合遗传算法与粒子群算法的优点,构造一种混合算法,运用混合算法对灰色神经网络进行优化;最后通过日本入华游客数量预测的算例研究,比较新型灰色神经网络与灰色神经网络、单一算法优化的灰色神经网络的预测精度。所得结果表明,混合算法优化的新灰色神经网络具有更好的预测性能,在社会经济领域有着广泛的应用前景。

关 键 词:遗传算法  粒子群算法  混合算法  灰色神经网络  优化  
收稿时间:2011-12-19
修稿时间:2012-11-16

Intelligent Integration Forecasting Method and Its Application
ZHANG Jie-kuan.Intelligent Integration Forecasting Method and Its Application[J].Chinese Journal of Management Science,2014,22(3):26-33.
Authors:ZHANG Jie-kuan
Institution:School of Management, Tibet University for Nationalities, Xianyang 712082, China
Abstract:Artificial neural network has been an important role in grey system prediction with the excellent properties having any arbitrary precision approximation for any nonlinear function. On the basis of existed research, considering problems of low efficiency, local optimum and retardation of parameter modification in grey neural network evolution process, in this paper a new grey neural network model is established based on genetic algorithm and particle swarm optimization. Firstly, a mathematical grey neural network is proposed in order to use optimization algorithm to solve it. Secondly, a hybrid algorithm is given to optimize the neural network model, which takes both advantages of genetic algorithm and particle swarm optimization. Finally, through calculation analysis of sample about tourist quantity forecasting Japan to China, the prediction accuracy of new grey neural network, grey neural network, genetic algorithm grey neural network and particle swarm optimization grey neural network is compared. The simulation results show that the new grey neural network based on genetic algorithm and particle swarm optimization has better forecast performance, which can have a wide application prospect in social and economic fields.
Keywords:genetic algorithm  particle swarm optimization  hybrid algorithm  gray neural network  optimization  
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