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基于Conformable分数阶导数的灰色Bernoulli模型

骆世广 曾亮

浙江大学学报(理学版)2024,Vol.51Issue(2):196-204,9.
浙江大学学报(理学版)2024,Vol.51Issue(2):196-204,9.DOI:10.3785/j.issn.1008-9497.2024.02.008

基于Conformable分数阶导数的灰色Bernoulli模型

Grey Bernoulli model based on Conformable fractional order derivatives

骆世广 1曾亮2

作者信息

  • 1. 广东金融学院 金融数学与统计学院,广东 广州 510521
  • 2. 广东理工学院 基础课教学研究部,广东 肇庆 526100
  • 折叠

摘要

Abstract

To enhance the adaptability of the grey Bernoulli model to various real data series,a grey Bernoulli model based on Conformable fractional order derivatives is proposed by taking advantage of the fractional order calculus in describing complex systems.It is found that the proposed model can be converted to some classical grey prediction models by replacing its structural parameters,which reflects its uniformity.Moreover,the particle swarm optimization algorithm is used to solve the planning model to obtain the optimal hyperparameters of the proposed model.The experimental results show that the two evaluation indicators of the proposed model are superior to the five competing algorithms,which confirms the validity and feasibility of the new model.

关键词

灰色系统/Conformable分数阶导数/灰色Bernoulli模型/粒子群优化算法

Key words

grey system/Conformable fractional derivative/grey Bernoulli model/particle swarm optimization algorithm

分类

自科综合

引用本文复制引用

骆世广,曾亮..基于Conformable分数阶导数的灰色Bernoulli模型[J].浙江大学学报(理学版),2024,51(2):196-204,9.

基金项目

广东省教育科学"十三五"规划2020年度研究项目(2020JKDY040). (2020JKDY040)

浙江大学学报(理学版)

OA北大核心CSTPCD

1008-9497

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