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Improved Grey Relational Analysis for Model Validation

  • Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

GRA (Grey Relational Analysis) is a typical time series similarity analysis method. However in model validation, it cannot satisfy the feature of monotonicity, and the result is lack of precision. Based on several similarity measurement criteria of time series data, traditional GRA method is developed and modified to satisfy normalization, symmetry and monotonicity. Case study shows that, improved GRA can produce a better similarity analysis result, which is in accordance with the result of TIC (Theil’s Inequality Coefficient).

Original languageEnglish
Title of host publicationMethods and Applications for Modeling and Simulation of Complex Systems - 19th Asia Simulation Conference, AsiaSim 2019, Proceedings
EditorsGary Tan, Yong Meng Teo, Axel Lehmann, Wentong Cai
PublisherSpringer
Pages243-250
Number of pages8
ISBN (Print)9789811510779
DOIs
StatePublished - 2019
Event19th Asia Simulation Conference, AsiaSim 2019 - Singapore, Singapore
Duration: 30 Oct 20191 Nov 2019

Publication series

NameCommunications in Computer and Information Science
Volume1094
ISSN (Print)1865-0929
ISSN (Electronic)1865-0937

Conference

Conference19th Asia Simulation Conference, AsiaSim 2019
Country/TerritorySingapore
CitySingapore
Period30/10/191/11/19

Keywords

  • Improved grey relational analysis
  • Model validation
  • Monotonicity
  • Similarity analysis
  • TIC

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