Beruflich Dokumente
Kultur Dokumente
Proceedings of the Third International Symposium on Computer Science and Computational Technology(ISCSCT 10)
Jiaozuo, P. R. China, 14-15,August 2010, pp. 329-332
School of Computer Science and Technology, Jiangsu University of Science and Technology, Zhenjiang 212003,
China
Email: gao_shang@hotmail.com
2
Key Laboratory of Intelligent Information Processing, Institute of Computing Technology, Chinese Academy of
Sciences, Beijing 100080, China
Email: yzzjzzy@sina.com, cgcao@ict.ac.cn
I. INTRODUCTION
With the development of society, transportation plays a
more and more important role in social economical
progress, at the same time transportation is rapidly
progressing too. As far as we know, the accurate and
objective prediction of the future road transportation
demand is the just foundation of the scientific
transportation planning. It turns out that the excepted
effect gains verification, effectively improves the model
accuracy, and makes more exact forecasting, which
expects to be helpful to concerned departments and
personnel for them to grasp the traffic market trend or
make decision. Combining forecasting has brought great
attention to by the forecasting circles since 1969 when J .
M. Bates and C. W. J. Granger proposed its theory and
method. The theory and methods of combining
forecasting have been developed widely in recent years
[1]. For practical cases of various forecasting problems,
combining forecasting models may have different forms.
Among them proportional mean combining forecasting
models are widely used , such as simple weighted
arithmetic proportional mean combining forecasting
model , simple weighted square root proportional mean
combining forecasting model , simple weighted harmonic
proportional mean combining forecasting model ,
generalized weighted arithmetic proportional mean
combining forecasting model and generalized weighted
logarithmic proportional mean combining forecasting
model , etc. In this paper, the grey system forecasting
model, neural network forecasting model and support
vector machine forecasting model are proposed. Based on
grey system forecasting model, neural network
forecasting model and support vector machine forecasting
2010 ACADEMY PUBLISHER
AP-PROC-CS-10CN007
Let X
( 0)
x (1) (k ) = x ( 0 ) (i ) ,
i =0
We
get
new
series
dx (1)
+ ax (1) = b
dt
329
(1)
1
z (1) (k ) = [ x (1) (k ) + x (1) (k 1)]
2
and
other
x ( 0 ) ( 2)
( 0 ) z (1) (2)
x (3) (1)
= z (3)
(1)
( 0 ) z (n)
x (n)
which can be simplified
as
1 a
# b
(2)
y N = Ba , where
T
y N = [ x ( 0) (2), x ( 0 ) (3),", x ( 0) (n)]T , a = [a b]
T
(1)
(1)
(1)
and B = z (2) z (3) " z (n) .
1
1
1
"
TABLE I.
THE ACTUAL TRAFFIC VOLUME FROM 1996 TO 2003 AND THE
FORECASTING VALUES OF GM
Time
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
Actual
Data
984
977
976
990
1039
1056
1116
1160
forecast
value
984.0
950.2
980.1
1010.9
1042.7
1075.5
1109.4
1144.3
1180.3
1217.4
1255.7
1295.2
1336.0
relative error
0.00%
2.75%
0.42%
2.11%
0.36%
1.85%
0.59%
1.36%
net j = xi wij b j
i =1
where
(3)
( 0)
(0 )
f (net ) =
(k + 1) = x (k + 1) x (k ) :
(1)
(1)
( 0)
b
(0)
a
a ( k 1)
x (k ) = ( x (1) )(1 e )e
a
j .Then
O j = f (net j ) .
f is a transfer function, which takes the argument input
b
b
x (1) (k + 1) = x (0 ) (1) e ak +
a
a
Oj
1
1 + e net
(k = 2,3,")
(4)
The road goods traffic volumes from year of 1996 to
2003 in the whole country are listed in Table 1 in detail.
We can get the forecasting values of grey GM(1,1) listed
in Table 1.
III. NEURAL NETWORK PREDICTING MODEL
330
min * =
yi ((w xi ) + b) + i
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
Actual
Data
984
977
976
990
1039
1056
1116
1160
forecast value
1012.0
1026.2
1040.6
1055.2
1070.2
1085.3
1100.7
1116.4
1129.5
1145.6
1161.9
1178.4
1195.1
i , 0, i = 1,2, " l
where C is a pre-specified value, and i , i* are
slack variables representing upper and lower
constraints on the outputs of the system.
The optimal regression function is given by the
minimum of the functional,
relative
error
2.85%
5.03%
6.61%
6.59%
3.00%
2.78%
1.37%
3.76%
l
1 2
w + C (i + i* )
w , b , i , i
2
i =1
s.t. ((w xi ) + b) yi + i
i = 1,2,"l (8)
min * =
yi ((w xi ) + b) + i
max* W =
1 l l
( i i* )( j *j ) xi , x j
2 i =1 j =1
+ [ i ( yi ) i* ( yi + )]
(9)
i =1
s.t.
(
i =1
i* ) = 0
0 i , i* C , i = 1,2, " l
Solving Equation (9) determines the Lagrange
multipliers
by
l
w = ( i i* ) xi
(10)
i =1
(5)
i = 1,2,"l
i ,i* 0, i = 1,2,"l
f ( x) = w, x + b
i = 1,2, " l
*
i
TABLE II.
THE ACTUAL TRAFFIC VOLUME FROM 1996 TO 2003 AND THE
FORECASTING VALUES OF ANN
Time
(7)
(6)
f ( x) = ( i i* ) K ( xi , x) + b
i =1
331
(11)
TABLE IV.
is given by,
max* W =
,
1 l l
( i i* )( j *j ) K ( xi , x j )
2 i =1 j =1
Methods
sum of squares errors
average relative error
maximum relative error
+ [ i ( y i ) i* ( y i + )]
(12)
i =1
ANN
15587.9
4.00%
6.61%
SVM
579.7
0.50%
1.83%
i* ) = 0
IV. CONCLUSIONS
0 i , i* C , i = 1,2," l
s.t.
i =1
where
ACKNOWLEDGMENT
TABLE III.
THE ACTUAL TRAFFIC VOLUME FROM 1996 TO 2003 AND THE
FORECASTING VALUES OF SVM
Time
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
Actual Data
984
977
976
990
1039
1056
1116
1160
forecast value
984.0
976.8
980.4
994.8
1020.0
1056.0
1102.7
1160.0
1227.8
1306.0
1394.3
1492.6
2008
relative error
0.00%
0.02%
0.45%
0.48%
1.83%
0.00%
1.19%
0.00%
REFERENCES
[1] J. M. Bates, C.W.J Granger. Combination of forecasts,
Operations Research, pp.451-468,1969 20(4), pp.451468.
[2] J. L. Deng. Multidimensional grey planning, Huazhong
University of Science and Technology Press, pp.3035,1990.
[3] L. M. Zhang. Models and applications of artificial neural
networks. Shanghai: Fudan University Press, pp.3247,1994.
[4] S. R. Gunn. Support Vector Machines for Classification
and Regression, Technical Report, Image Speech and
Intelligent Systems Research Group, University of
Southampton, 1997.
[5] X. W. Tang ,C. X. Cao. Study of combination forecasting
method, Control and Decision, 1993,8(1). pp.7-12.
[6] W. D. Zhou, L. Zhang, L. C. Jiao. Linear Programming
Support Vector Machines. Acta Electronica Sinica, 29(11),
pp.1507-1511, 2001.(in Chinese).
[7] J. H. Xu, X. G. Zhang. Nonlinear Kernel Forms of
Classical Linear Algorithms. Control and Decision, 1(1),
pp.1-6, 12, 2006. (in Chinese).
[8] W. S. An, Y. G. Sun. A New Method for Constructing
Kernel Function of Support Vector Regression.
Information and Control, 35(3), pp.378-381, 2006. (in
Chinese).
1600.7
K ( xi , x) = exp(
xi x
2 2
(13)
1600
combining forecasting
GM
1859.8
1.18%
2.75%
1500
1400
1300
1200
1100
1000
900
1996
1998
2000
2002
Time
2004
2006
2008
332