| 研究生: |
江乃瑩 Chiang, Nai-Ying |
|---|---|
| 論文名稱: |
以基因演算法為基礎的適應性灰預測模型求解短期需求預測問題 Using GA-based Adaptive Grey Model for Solving Short-Term Demand Forecasting Problems |
| 指導教授: |
利德江
Li, Der-Chang |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 工業與資訊管理學系碩士在職專班 Department of Industrial and Information Management (on the job class) |
| 論文出版年: | 2013 |
| 畢業學年度: | 101 |
| 語文別: | 中文 |
| 論文頁數: | 60 |
| 中文關鍵詞: | 短期時間序列資料 、灰預測 、適應性灰預測模型 、基因演算法 、液晶面板 |
| 外文關鍵詞: | short-term time series data, Grey Model, Genetic Algorithm, TFT-LCD |
| 相關次數: | 點閱:177 下載:0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
短期時間序列資料的預測於實務應用方面有其重要意義,然而卻因資料過少而有其學習困難性,如何增進其預測準確度是一項重大的挑戰。灰預測模式於1983年由鄧聚龍教授提出後,有其顯著的發展並有許多實務應用,然由於其對於背景值的計算並未考量資料發生趨勢,因此Li et al. (2009) 藉由趨勢潛力追蹤法(Li and Yeh, 2008)來修訂其各階段計算背景值所使用之參數 而提出名為適應性灰預測模型,其結果顯示較傳統以及其他多種改良式灰預測模式有更佳的預測效果。事實上,求解各期 值是屬於最佳化搜尋的過程,因此本研究使用基因演算法針對各期 進行最適求解,以建構更具準確性的適應性灰預測模型。在研究資料方面,本論文以國內某知名的面板產業龍頭為研究對象,並以從公開測試資料進行效果驗證,結果顯示本研究方法確有更佳的預測準確度。
The prediction of short-term time series data is of value in practice, but it is difficult to be learned because of the limited data size. Therefore, it is a great challenge to improve the preciseness of predictions when dealing with short-term time series data. The Grey Model (Deng, 1983), developed to overcome the problem, has significant developments in theories and applications in real world in decades. However, the model does not take the occurring trend of data into consideration when calculating the background values, and could result in imprecise predictions. Li et al. (2009) proposed a new model named the Adaptive Grey Model (AGM), developed based on the trend and potency tracking method (TPTM), to generate the parameter when a new datum is occurring, and the experimental results demonstrated AGM has better preciseness than the other improved GM models. In fact, generating the in each term is the process in searching the optimal solution. This paper thus applies the genetic algorithm (GA) to achieve this based on the generated by AGM to build a more accurate model, called GAAGM(1,1). To verify the effectiveness of the GAAGM(1,1) model, this study employs two kinds of data, the Synthetic Control Chart Time Series dataset (SCCTS) from the Knowledge Discovery Database (KDD), and the manufacturing data collected from a leading manufacturer of thin film transistor liquid crystal display (TFT-LCD) panels in Taiwan, to construct a grey model that is compared with the other such models, AGM(1,1), IGM1(1,1), IGM2(1,1), and NGBM(1,1). The experimental results show that GAAGM(1,1) can achieve significantly more precise.
Alcock, R. J., Manolopoulos, Y., (1999). Time-Series Similarity Queries Employing a Feature-Based Approach. 7th Hellenic Conference on Informatics, Ioannina, Greece, 1-9.
Anthony, M., & Biggs, N. (1997). Computational Learning Theory: Cambridge University Press.
Chen, C. I., (2008). Application of the novel nonlinear grey Bernoulli model for forecasting unemployment rate. Chaos, Solitons and Fractals, 37(1), 278-287.
Chen, C. I., Chen, H. L., Chen, S. P., (2008). Forecasting of foreign exchange rates of Taiwan’s major trading partners by novel nonlinear grey Bernoulli model NGBM(1,1). Communications in Nonlinear Science and Numerical Simulation, 13(6), 1194-1204.
Chen, H. S., & Chang, W. C., (1998). A study of optimal grey model GM(1,1). Journal of Grey System, 1(2), 141-145. (in Chinese)
Cheng, K. H., & Shah, H. C., (1999). A new method for earthquake forecasting using gery theory: Application to California. The Journal of Grey System, 11(3), 293-302.
Chen, K. W., & Lai, C. J., (2001). Optimal fixed α in for GM(1,1). The 6th National Conference on Grey Theory and Applications, Yunlin, Taiwan, A26-A31. (in Chinese)
Chan, K. Y., Kwong, C. K., & Tsim, Y. C., (2010). A genetic programming based fuzzy regression approach to modelling manufacturing processes. International Journal of Production Research, 48(7), 1967-1982.
Chang, S. C., Lai, H. C., & Yu, H. C., (2005). A variable P value rolling grey forecasting model for Taiwan semiconductor industry production. Technological Forecasting & Social Change, 72(5), 623-640.
Chang, S. C., Wu, J. H., & Lee, C. T., (1999). A study on the characteristics of α(k) of grey prediction. The 4th National Conference on Grey Theory and Applications, Kaohsiung, Taiwan, 291-296, (in Chinese)
Deng, J. L., (1982). Control Problems of Grey Systems. Systems and Control Letters, 1(5), 288-294.
Deng, J. L., (1987). Grey System Fundamental Method. Huazhong University of Science and Technology Press, Wuhan, China. (in Chinese)
Deng, J. L., (1989). Introduction to Grey System Theory. The Journal of Grey System, 1(1), 1-24.
Deng, J. L., (1997). A novel GM (1,1) model for non-equigap series. The Journal of Grey System, 9(2), 111-116.
Dai, W. I., & Li, J. F., (2005). Modeling research on non-equidistance GM (1,1) model. Systems Engineer –Theory & Practice, 25(9), 89-93. (in Chinese)
El-Fouly, T. H. M., El-Saadany, E. F., & Salama, M. M. A., (2006). Grey predictor for wind energy conversion systems output power prediction. IEEE Transactions on Power Systems, 21(3), 1450-1452.
Gen, M., and Cheng, R., (1997). Foundations of Genetic Algorithms, Genetic Algorithms & Engineering Design. New York : John Wiley & Sons, Inc.
Goldberg, D., (1989). Genetic algorithms in search, optimization and machine learning. Boston : Addison-Wesly.
Guo, G. D., & Dyer, C. R., (2005). Learning from examples in the small sample case: Face expression recognition. IEEE Transactions on Systems Man and Cybernetics Part B-Cybernetics, 35(3), 477-488.
He, X. G., & Sun, G. Z., (2001). A non-equigap grey model NGM (1,1). The Journal of Grey System, 13(2), 189-192.
He, Y., & Bao, Y. D., (1992). Grey-Markov forecasting model and its application. Systems Engineer-Theory & Practice, 12(4), 59-63. (in Chinese)
Holland, J.H., (1975). “Adaptation in Nature and Artificial Systems,” Ann Arbor: University of Michigan Press.
Hong, T. P., Tseng, L. H., & Chien, B. C., (2010). Mining from incomplete quantitative data by fuzzy rough sets. Expert Systems with Applications, 37(3), 2644-2653.
Hsin, J. Y., & Tsai, Y. P., (2000). The research of superposition method for α value in grey forecasting. The 5th National Conference on Grey Theory and Applications, Taipei, Taiwan, 305-308. (in Chinese)
Hsu, C. C., & Chen, C. Y., (2003b). A modified Grey forecasting model for long-term prediction. Journal of the Chinese Institute of Engineers, 26(3), 301-308.
Hsu, C. C., & Chen, C. Y., (2003a). Applications of improved grey prediction model for power demand forecasting. Energy Conversion and Management, 44(14), 2241-2249.
Hsu, C. I., & Wen, Y. H., (1997). Applying grey forecasting models to predict international air travel demand for Taiwan area. Transportation Planning Journal, 26(3), 525-556. (in Chinese)
Hsu, C. I., & Wen, Y. H., (1998). Improved grey prediction models for the trans-pacific air passenger market. Transportation Planning and Technology, 22(2), 87-107.
Hsu, L. C., (2003). Applying the Grey prediction model to the global integrated ciruit industry. Technological Forecasting & Social Change, 70(6), 563-574.
Huang, C., (1997). Principle of information diffusion. Fuzzy Sets and Systems, 91(1), 69-90.
Huang, C., Moraga, C., (2004). A diffusion-neural-network for learning from small samples. International Journal of Approximate Reasoning, 35(2), 137-161.
Hung, M., He, Y., & Cen, H., (2007). Predictive analysis on electric-poewr supply and demand in China. Renewable Energy, 32(7), 1165-1174.
Jang, J. S. R., (1993). ANFIS: Adaptive-network-based fuzzy inference system. IEEE Transactions on Systems, Man and Cybernetics, 23(3), 665-685.
Jennrich, R. I., & Schluchter, M. D., (1986). Unbalanced repeated-measures models with structured covariance matrices. Biometrics, 42(4), 805-820.
Kuo, Y., Yang, T., Peters, B. A., & Chang, I., (2007). Simulation metamodel development using uniform design and neural networks for automated material handling systems in semiconductor wafer fabrication. Simulation Modelling Practice and Theory, 15(8), 1002-1015.
Laird, N. M., & Ware, J. H., (1982). Random-effects models for longitudinal data. Biometrics, 38(4), 963-974.
Lanouette, R., Thibault, J., & Valade, J. L., (1999). Process modeling with neural networks using small experimental datasets. Computers & Chemical Engineering, 23(9), 1167-1176.
Lee, S., & Fambro, D. B., (1999), Application of Subset Autoregressive Integrated Moving Average Model for Short-Tem Freeway Traffic Volume Forecasting. Transportation Research Record, Vol. 1678, No. 1213.
Li, D. C., & Yeh, C. W., (2008). A non-parametric learning algorithm for small manufacturing data sets. Expert Systems with Applications, 34(1), 391-398.
Li, D. C., Chen, C. C., Chang, C. J., & Chen, W. C. (2012). Employing Box-and-Whisker plots for learning more knowledge in TFT-LCD pilot runs. International Journal of Production Research, 50(6), 1539-1553.
Li, D. C., Chen, L. S., Lin Y. S., (2003). Using functional virtual population as assistance to learn scheduling knowledge in dynamic manufacturing environments. International Journal of Production Research, 41(17), 4011-4024.
Li, D. C., Liu, C. W., Fang, Y. H., & Chen, C. C., (2010). A yield forecast model for pilot products using support vector regression and manufacturing experience-the case of large-size polariser. International Journal of Production Research, 48(18), 5481-5496.
Li, D. C., Lin, Y. S., (2006). Using virtual sample generation to build up management knowledge in the early manufacturing stage. European Journal of Operational Research, 175(1), 413-434.
Li, D. C., Wu, C. S., Chang, F. M., (2005). Using data-fuzzification technology in small data set learning to improve FMS scheduling accuracy. International Journal of Advanced Manufacturing Technology, 27(3-4), 321-328.
Li, D. C., Wu, C. S., Tsai, T. I., Chang, F. M., (2006). Using mega-fuzzification and data trend estimation in small data set learning for early FMS scheduling knowledge. Computer & Operations Research, 33(6), 1857-1869.
Li, D. C., Wu, C. S., Tsai, T. I., Lina, Y. S., (2007). Using mega-trend-diffusion and artifical samples in small data set learning for early flexible manufacturing system scheduling knowledge. Computer & Operations Research, 34(4), 966-982.
Li, D. C., Yeh, C. W., & Chang, C. J., (2009). An improved grey-based approach for early manufacturing data forecasting. Computers & Industrial Engineering, 57(4), 1161-1167.
Li, D. C., Gu, H., & Zhang, L. Y., (2010). A fuzzy c-means clustering algorithm based on nearest-neighbor intervals for incomplete data. Expert Systems with Applications, 37(10), 6942-6947.
Li, Y. G., Li, Q. F., & Zhao, G. F., (1992). An improvement on Grey forecasting model. System Engineering, 10(6), 27-31. (in Chinese)
Liang, E. B., (1989). Application of grey system theory to the forecast of China’s steel output. Iron and Steel, 24(11), 70-73. (in Chinese)
Lin, C. T., & Yang, S. Y., (2003). Forecast of the output value of Taiwan’s opto-electronics industry using the Grey forecasting model. Technological Forecasting & Social Change, 70(2), 177-186.
Lin, C. T., & Yeh, H. Y., (2006). The use of grey prediction to forecast Taiwan stock index option prices. The Journal of Grey System, 18(4), 381-390.
Lin, Y. S., & Li, D. C., (2010). The Generalized-Trend-Diffusion modeling algorithm for small data sets in the early stages of manufacturing systems. European Journal of Operational Research, 207(1), 121-130.
Lin, Y. S., (2006). An incremental learning algorithm from small sequential manufacturing data sets. Doctoral dissertation, National Cheng Kung University, Tainan, Taiwan.
Liu, S. F., Dang, Y. G., & Fang, Z. G., (2004). The Theory of Grey System and Its Applications. Science Press, Beijing, China. (in Chinese)
Liu, W. G., & Jiang, L. H., (1996). Grey GM(1,1) model in ferroalloy burdening. Iron and Steel, 31(9), 52-56. (in Chinese)
Lu, H. C., (1996). Universal GM(1,1) model based on data mapping concept. The Journal of Grey System, 8(4), 307-319.
Luo, D., Liu, S. F., & Dang, Y. G., (2003). The optimization of grey model GM(1,1). Engineering Science, 5(8), 50-53. (in Chinese)
Luo, E. X., Qian, X. S., & Li, R., (2006). Construction and empirical research of the variable parameter value rolling grey forecasting model. Journal of University of Shanghai for Science and Technology, 28(5), 465-468. (in Chinese)
Man, L., (1989). An application of GM(1,1) model: The prediction og flight safety. The journal of Grey System, 1(1), 99-102.
Mao, M., & Chirwa, E. C., (2006). Application of grey model GM(1,1) to vehicle fatality risk estimation. Technological Forecasting & Social Change, 73(5), 588-605.
Mao, M., & Chirwa, E. C., (2005). Combination of grey model GM(1,1) with three-point moving average for accurate vehicle fatality risk prediction. International Journal of Crashworthiness, 10(6), 635-642.
Moorthy C. K. & Ratcliffe B. G., (1988). Short term traffic forecasting using time series methods. Transportation Planning and Technologies, 12, 45-56.
Niyogi, P., Girosi, F., Poggin, T., (1998) Incorporating prior information in machine learning by creating virtual examples. Proceedings of the IEEE, 86(11), 2196-2209.
Oniśko, A., Druzdzel, M. J., & Wasyluk, H., (2001). Learning Bayesian network parameters from small data sets: application of Noisy-OR gates. International Journal of Approximate Reasoning, 27(2), 165-182.
Ou, S. L., (2012). Forecasting agricultural output with an improved grey forecasting model based on the genetic algorithm. Computers and Electronics in Agriculture, 85, 33-39.
Pan, C. L., Huang, Y. F., & Lin, G. , (2002). The study on α algorithm of grey prediction with iterative method as basis. The 7th National Conference on Grey Theory and Applications, Tainan, Taiwan, I27-I32.
Scott, P. P., (1986). Modeling Time series of British road accident data. Accident Analysis and Prevention, 18(2), 109-117.
Sheng, J. G., (1990). Improvement on and applying of GM (1,1). Mathematics in Practice and Theory, 30(3), 10-15. (in Chinese)
Shi, B. Z., (1993). Modeling of non-equigap GM (1,1). The Journal of Grey System, 5(2), 105-113.
Song, Z. M., Tong, X. J. Xiao, X. P.,(2001). Center approach grey GM(1,1) model. Systems Engineer-Theory & Practice, 21(5), 110-113. (in Chinese)
Sun, G. (1991). Prediction of vegetable yields by grey model GM(1,1). The Journal of Grey System, 3(2), 179-187.
Tan, G.. J. (2000). The structure method and application of background value in grey system GM(1,1) model (Ⅰ). Systems Engineer-Theory & Practice, 20(4), 98-103. (in Chinese)
Thomas, M., Kanstein, A., & Goser, K., (1997). Rare fault detection by possibilistic reasoning. Computational Intelligence Theory and Applications. In B. Reusch (Ed.), (Vol. 1226, 294-298): Springer Berlin / Heidelberg.
Tien, T. L., & Chen, S.P., (1996). Residual correction method of Fourier series to GM(1,1) Model. The 1st National Conference on Grey Theory and Applications, Kaohsiung, Taiwan, 93-101. (in Chinese)
Tukey, J. W., (1977). Exploratory data analysis: Reading (MA): Addison-Wesley.
Usha A. K., (2005). Comparison of neural networks & regression analysis: A new insight. Expert Systems with Applications, 29(2), 424-430.
Vapnik, V. N., (2000). The Nature of Statistical Learning Theory: Springer, New York.
Wang, Y. F., (2003). On-demand forecasting of stock prices using a real-time predictor. IEEE Transactions on Knowledge and Data Engineering, 15(4), 1033-1037.
Wang, Y., Song, Q. B., MacDonell, S., Shepperd, M., & Shen, J. Y., (2009). Integrate the GM(1,1) and Verhulst Models to Predict Software Stage Effort. IEEE Transactions on Systems Man and Cybernetics Part C-Applications and Reviews, 39(6), 647-658.
Wen, K. L., Huang, Y. F., Chen, F. S., Lee, Y. B., Lian, Z. F., & Lai, J. R., (2002). Grey Prediction. Chuan Hwa Book Press, Taipei, Taiwan. (in Chinese)
Wolpert, D. H., (1992). Stacked Generalization. Neural Networks, 5(2), 241-259.
Xiao, X. P., & Li, F. Q., (2009). Research on the stability of non-equigap grey control model under multiple transformations. Kybernetes, 38(10), 1701-1708.
Yao, A. W. L., Chi, S. C., & Chen, J. H., (2003). An improved Grey-based approach for electricity demand forecasting. Electric Power Systems Research, 67(3), 217-224.
Yokum, J. T., Armstrong, J. S., (1995). Beyond accuracy: Comparison of criteria used to select forecasting methods. International Journal of Forecasting, 11(4), 591-597.
Zhang, H., Li, Z., & Chen, Z., (2003). Application of grey modeling method to fitting and forecasting wear trend of marine diesel enfines. Tribology International, 36(10), 753-756.
Zhou, C. Y., Li, D. F., & Liu, Z. X., (1999). Grey Predicting the soft ground settlement via GM(1,1). The Journal of Grey System, 11(4), 397-402.
Zhou, P., Ang, B. W., & Poh K. L., (2006). A trigonometric grey prediction approach to forecasting electricity demand. Energy, 31(14), 2839-2847.
校內:2016-02-01公開