nach oben

Neural Computing and Applications

Erschienen in:

18.05.2016 | Original Article

Application of trembling-hand perfect equilibrium to Nash nonlinear Grey Bernoulli model: an example of BRIC’s GDP forecasting

verfasst von: Pei-Han Hsin, Chun-I Chen

Erschienen in: Neural Computing and Applications | Sonderheft 1/2017

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config

KI-gestützte Suche

Aus

Abstract

The traditional Grey forecasting model, GM(1,1), is characterized by its linear property. The Nash nonlinear Grey Bernoulli model further increases the forecasting accuracy by considering two governing parameters in the model. Because of the multiple Nash solutions, this study uses trembling-hand perfect equilibrium to refine the NNGBM and then obtains higher forecasting accuracy. This study mathematically proves that the proposed model is feasible and efficient. Finally, NNGBM with trembling-hand perfect equilibrium is used to forecast GDP of four fast-growing countries, Brazil, Russia, India and China, which are abbreviated as BRIC. The results show that BRIC’s GDP is keeping on growing.

Vorheriger Artikel Ensemble weighted extreme learning machine for imbalanced data classification based on differential evolution

Nächster Artikel Estimation of melting points of fatty acids using homogeneously hybridized support vector regression

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

über 67.000 Bücher
über 340 Zeitschriften

aus folgenden Fachgebieten:

Bauwesen + Immobilien
Business IT + Informatik
Finance + Banking
Management + Führung
Marketing + Vertrieb
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

über 67.000 Bücher
über 390 Zeitschriften

aus folgenden Fachgebieten:

Automobil + Motoren
Bauwesen + Immobilien
Business IT + Informatik
Elektrotechnik + Elektronik
Energie + Nachhaltigkeit
Maschinenbau + Werkstoffe

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

über 102.000 Bücher
über 537 Zeitschriften

aus folgenden Fachgebieten:

Automobil + Motoren
Bauwesen + Immobilien
Business IT + Informatik
Elektrotechnik + Elektronik
Energie + Nachhaltigkeit
Finance + Banking
Management + Führung
Marketing + Vertrieb
Maschinenbau + Werkstoffe
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Jetzt informieren

Deng JL (1982) Control problems of grey systems. Syst Control Lett 1:288–294MathSciNetCrossRefMATH

Yao AWL, Chi SC, Chen JH (2003) An improved Grey-based approach for electricity demand forecasting. Electr Power Syst Res 67:217–224CrossRef

Hwang GJ (2007) Gray forecast approach for developing distance learning and diagnostic systems. IEEE Trans Syst Man Cybern Part C Appl Rev 37:98–108CrossRef

Liu S, Dang Y, Fang Z (2004) Grey systems theory and its applications, 3rd edn. Science Press, Beijing

Wen KL (2004) Grey systems: modeling and prediction. Yang’s, Arizona

Liu SF, Forrest J (2007) The current developing status on grey system theory. J Grey Syst 19:111–123

Chen PW, Lin WY, Huang TH, Pan WT (2013) Using fruit fly optimization algorithm optimized grey model neural network to perform satisfaction analysis for E-business service. Appl Math Inf Sci 7:459–465CrossRef

Dou YJ, Zhang PL, Jiang J, Yang KW, Chen YW (2014) Comparisons of hybrid multi-objective programming algorithms with grey target and PCA for weapon system portfolio selection. Appl Math Inf Sci 8:1389–1399CrossRef

Froelich W, Salmeron JL (2014) Evolutionary learning of fuzzy grey cognitive maps for the forecasting of multivariate, interval-valued time series. Int J Approximate Reasoning 55:1319–1335MathSciNetCrossRefMATH

10.

Samet H, Mojallal A (2014) Enhancement of electric arc furnace reactive power compensation using Grey-Markov prediction method. IET Gener Transm Distrib 8:1626–1636CrossRef

11.

Wang L (2014) Improved NN-GM(1,1) for postgraduates’ employment confidence index forecasting. Math Probl Eng 2014:465208

12.

Chen CI, Chen HL, Chen SP (2008) Forecasting of foreign exchange rates of Taiwan’s major trading partners by novel nonlinear Grey Bernoulli model NGBM(1,1). Commun Nonlinear Sci Numer Simul 13:1194–1204CrossRef

13.

Chen CI, Hsin PH, Wu CS (2010) Forecasting Taiwan’s major stock indices by the Nash nonlinear grey Bernoulli model. Expert Syst Appl 37:7557–7562CrossRef

14.

Zhang LP, Zheng YL, Wang K, Zhang XL, Zheng YJ (2014) An optimized Nash nonlinear grey Bernoulli model based on particle swarm optimization and its application in prediction for the incidence of Hepatitis B in Xinjiang, China. Comput Biol Med 49:67–73CrossRef

15.

Hsu L-C (2010) A genetic algorithm based nonlinear grey Bernoulli model for output forecasting in integrated circuit industry. Expert Syst Appl 37:4318–4323CrossRef

16.

Rengcun F, Jianzhong Z, Yongchuan Z, Qing-qing L, Li L (2008) Application of particle swarm optimization based nonlinear grey Bernoulli model in medium-and long-term load forecasting. Power Syst Technol Beijing 32:60

17.

Wang Z-X (2013) An optimized Nash nonlinear grey Bernoulli model for forecasting the main economic indices of high technology enterprises in China. Comput Ind Eng 64:780–787CrossRef

18.

Hsin P-H (2013) Forecasting Taiwan’s GDP by the novel Nash nonlinear grey Bernoulli model with trembling-hand perfect equilibrium. AIP Conf Proc 1557:224–228CrossRef

19.

Zill DG, Cullen MR (2000) Advanced engineering mathematics, 2nd edn. Jones and Bartlett, MassachusettsMATH

Titel: Application of trembling-hand perfect equilibrium to Nash nonlinear Grey Bernoulli model: an example of BRIC’s GDP forecasting
verfasst von: Pei-Han Hsin
Chun-I Chen
Publikationsdatum: 18.05.2016
Verlag: Springer London
Erschienen in: Neural Computing and Applications / Ausgabe Sonderheft 1/2017
Print ISSN: 0941-0643
Elektronische ISSN: 1433-3058
DOI: https://doi.org/10.1007/s00521-016-2340-6

Springer Professional

Abstract

Bitte loggen Sie sich ein, um Zugang zu Ihrer Lizenz zu erhalten.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft"

Springer Professional "Technik"

Springer Professional "Wirtschaft+Technik"

Weitere Artikel der Sonderheft 1/2017

Estimation of melting points of fatty acids using homogeneously hybridized support vector regression

A novel approach to prediction of rheological characteristics of jet grout cement mixtures via genetic expression programming

GRASP for connected dominating set problems

A changing forgetting factor RLS for online identification of nonlinear systems based on ELM–Hammerstein model

Malicious URL detection via spherical classification

Dynamic behavioral assessment model based on Hebb learning rule

Premium Partner