An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its application

Abstract GM(1,1) model is widely used because it does not require a large number of samples and has a low computational complexity and no limitation of statistical assumptions. Common drawback of the GM(1,1) models developed by various techniques for improving the performance is their unsatisfied pr...

Full description

Saved in:
Bibliographic Details
Main Authors: Won-Chol Yang, Song-Chol Ri, Kyong-Su Ri, Chol-Ryong Jo, Jin-Sim Kim
Format: Article
Language:English
Published: Nature Portfolio 2024-12-01
Series:Scientific Reports
Subjects:
Online Access:https://doi.org/10.1038/s41598-024-81166-8
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1850169476163567616
author Won-Chol Yang
Song-Chol Ri
Kyong-Su Ri
Chol-Ryong Jo
Jin-Sim Kim
author_facet Won-Chol Yang
Song-Chol Ri
Kyong-Su Ri
Chol-Ryong Jo
Jin-Sim Kim
author_sort Won-Chol Yang
collection DOAJ
description Abstract GM(1,1) model is widely used because it does not require a large number of samples and has a low computational complexity and no limitation of statistical assumptions. Common drawback of the GM(1,1) models developed by various techniques for improving the performance is their unsatisfied predicting accuracy although they have satisfied fitting accuracy. The aim of this paper is to develop GM(1,1) model with excellent predicting accuracy rather than fitting one. We proposed an improved GM(1,1) model based on weighted mean squared error (MSE) and optimal weighted background value: OB-WMSE-GM(1,1). To illustrate its effectiveness, it was applied to one simulation example and two application examples. For the exponential function simulation example, the fitting MSE, fitting WMSE and predicting MSE of the proposed GM(1,1) (0.000002, 0.000039 and 0.015485) were much lower than ones of the typical GM(1,1) (0.001492, 0.002606 and 1.144524). For the annual LCD TV output prediction example, the fitting MSE, fitting WMSE and predicting MSE of the proposed GM(1,1) (1.425255, 3.199446 and 132.046775) were much lower than ones of the typical GM (1,1) (48.003290, 111.431942 and 5519.135753). For the crude oil processing volume prediction example, the fitting MAPE, fitting WMRE and predicting MAPE of the proposed GM(1,1) (4.090405, 3.213106 and 3.775669) were lower than ones of the typical GM(1,1) (4.399448, 3.883765 and 5.040509). When the proposed method is properly combined with the other various techniques including metabolic mechanism, residual GM(1,1), original sequence pre-processing, background value reconstruction and initial condition optimization, its performance may be more and more improved.
format Article
id doaj-art-a8f93d4f7dc445a383ecc801b590c2f1
institution OA Journals
issn 2045-2322
language English
publishDate 2024-12-01
publisher Nature Portfolio
record_format Article
series Scientific Reports
spelling doaj-art-a8f93d4f7dc445a383ecc801b590c2f12025-08-20T02:20:42ZengNature PortfolioScientific Reports2045-23222024-12-0114111310.1038/s41598-024-81166-8An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its applicationWon-Chol Yang0Song-Chol Ri1Kyong-Su Ri2Chol-Ryong Jo3Jin-Sim Kim4Kim Chaek University of TechnologyHaeju Kim Jong Thae University of EducationHaeju Kim Jong Thae University of EducationKim Chaek University of TechnologyKim Chaek University of TechnologyAbstract GM(1,1) model is widely used because it does not require a large number of samples and has a low computational complexity and no limitation of statistical assumptions. Common drawback of the GM(1,1) models developed by various techniques for improving the performance is their unsatisfied predicting accuracy although they have satisfied fitting accuracy. The aim of this paper is to develop GM(1,1) model with excellent predicting accuracy rather than fitting one. We proposed an improved GM(1,1) model based on weighted mean squared error (MSE) and optimal weighted background value: OB-WMSE-GM(1,1). To illustrate its effectiveness, it was applied to one simulation example and two application examples. For the exponential function simulation example, the fitting MSE, fitting WMSE and predicting MSE of the proposed GM(1,1) (0.000002, 0.000039 and 0.015485) were much lower than ones of the typical GM(1,1) (0.001492, 0.002606 and 1.144524). For the annual LCD TV output prediction example, the fitting MSE, fitting WMSE and predicting MSE of the proposed GM(1,1) (1.425255, 3.199446 and 132.046775) were much lower than ones of the typical GM (1,1) (48.003290, 111.431942 and 5519.135753). For the crude oil processing volume prediction example, the fitting MAPE, fitting WMRE and predicting MAPE of the proposed GM(1,1) (4.090405, 3.213106 and 3.775669) were lower than ones of the typical GM(1,1) (4.399448, 3.883765 and 5.040509). When the proposed method is properly combined with the other various techniques including metabolic mechanism, residual GM(1,1), original sequence pre-processing, background value reconstruction and initial condition optimization, its performance may be more and more improved.https://doi.org/10.1038/s41598-024-81166-8GM(1,1)Weighted mean squared error (MSE)Weighted background valuePipeline corrosion prediction
spellingShingle Won-Chol Yang
Song-Chol Ri
Kyong-Su Ri
Chol-Ryong Jo
Jin-Sim Kim
An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its application
Scientific Reports
GM(1,1)
Weighted mean squared error (MSE)
Weighted background value
Pipeline corrosion prediction
title An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its application
title_full An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its application
title_fullStr An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its application
title_full_unstemmed An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its application
title_short An improved GM(1,1) model based on weighted MSE and optimal weighted background value and its application
title_sort improved gm 1 1 model based on weighted mse and optimal weighted background value and its application
topic GM(1,1)
Weighted mean squared error (MSE)
Weighted background value
Pipeline corrosion prediction
url https://doi.org/10.1038/s41598-024-81166-8
work_keys_str_mv AT woncholyang animprovedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT songcholri animprovedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT kyongsuri animprovedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT cholryongjo animprovedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT jinsimkim animprovedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT woncholyang improvedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT songcholri improvedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT kyongsuri improvedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT cholryongjo improvedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication
AT jinsimkim improvedgm11modelbasedonweightedmseandoptimalweightedbackgroundvalueanditsapplication