Grey Bernoulli model based on Conformable fractional order derivatives

• Published in: Zhejiang da xue xue bao. Journal of Zhejiang University. Sciences edition. Li xue ban Vol. 51; no. 2; pp. 196 - 204
• Main Authors: Luo, Shiguang, Zeng, Liang
• Format: Journal Article
• Language: Chinese
• Published: Hangzhou Zhejiang University 01.03.2024; Zhejiang University Press
• Subjects: Algorithms; Complex systems; conformable fractional derivative(conformable分数阶导数); Fractional calculus; grey bernoulli model(灰色bernoulli模型); Grey prediction; grey system(灰色系统); Particle swarm optimization; particle swarm optimization algorithm(粒子群优化算法); Prediction models
• ISSN: 1008-9497
• DOI: 10.3785/j.issn.1008-9497.2024.02.008

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.