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BY 4.0 license Open Access Published by De Gruyter July 5, 2020

Improving Grey Prediction Model and Its Application in Predicting the Number of Users of a Public Road Transportation System

  • Saeed Balochian EMAIL logo and Hossein Baloochian

Abstract

The recent increase in the road transportation necessitates scheduling to reduce the adverse impacts of the road transportation and evaluate the effectiveness of previous actions taken in this context. However, it is impossible to undertake the scheduling and evaluation tasks unless previous information are available to predict the future. The grey model requires a limited volume of data for estimating the behavior of an unknown system. It provides high-accuracy predictions based on few data points. Various grey prediction models have been proposed so far, in which three different approaches are followed to increase the accuracy: (1) data preprocessing, (2) improved equation models, and (3) error improvement or error balancing. In this paper, firstly, a theorem is proposed and proved to recognize the parameters affecting two grey models, namely GM(1, 1) and FGM(1, 1). Then, the effective parameters are adjusted through particle swarm optimization (PSO) to formulate two adjusted models, namely IGM(1, 1) and IFGM(1, 1). According to the simulation results of the proposed models, accuracy of the modeling improved by a minimum of 14.24% and a maximum of 82.39%. Finally, the number of users of a public road transportation system was predicted using the proposed models. The results showed enhanced accuracy (by 7.7%) of the proposed models for predicting the number of users of the public road transportation system.

1 Introduction

The development of transportation systems dates back to the emergence of humans as they needed to transfer products from one point to another; it defines an inherent long-lasting system developed by humans. As one of the earliest forms of business in the world, the trade-in-goods requires product transportation. No government or organization can register its entity without transportation and communication. In the context of transportation, the scheduling refers to the procedure or operation that defines actions required for guiding a transportation system or set towards a desired state. The most significant challenge encountered in the scheduling is the providence, which is not feasible without prediction and estimation of the future state.

Various prediction techniques and tools have been proposed so far. Examples include artificial neural networks, machine learning, support vector machine, random jungle, fuzzy logic, cause-and-effect methods, linear regression, time series and Markov series [1]. Most of the proposed methods require sufficient data for satisfying the respective constraints. The cause-and-effect methods require a large volume of prior data to analyze the relationship between variables. The linear regression methods assume that the associated factors are independent of the normal distribution in the prediction procedure. The time series-based methods require stable trends for predicting a future event [2]. The probability of possible changes among different state serves as a requirement for prediction using the Markov model.

The grey systems theory, which includes the grey system analysis, modeling, prediction, control and decision-making, was first proposed by Dang in early 1980s [3]. According to this theory, known, unknown, and semi-known information of the system are represented in white, black and grey, respectively. The term semi-known here refers to the shortage or unreliability of information. The grey prediction models are widely used in the contexts of economy, education, agriculture, transportation, meteorology and military assessments [4, 5]. Although these models are popular for their efficiency in time-series prediction with few samples, most of them are basically linear, which limits their applicability in practice.Maet al. proposed a multi-variate nonlinear kernel-based grey model (GM) called KGM (1, n) [6]. In recent years, novel techniques have been used to optimize the grey model to achieve maximum possible prediction efficiency. Fractional computations can more accurately describe the real-order models as opposed to the integer-order models. Studies in this context can be divided to two broad categories: (1) discrete GM fractional accumulative models [7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19] and (2) continuous fractional order GM [20, 21]. HE et al. [22] employed Tikhonov regularization (TR) and truncated singular value decomposition (TSVD) to resolve an ill-posed problem. The grey neural network prediction was developed to predict transportation failure and its effect on the market demand [23]. In their study, Bezuglov et al. considered the short-term traffic prediction along freeways using grey models [24]. Predicting the growth of demand for trip in the aerial industry [25], predicting the return flow of the end-of-life vehicles (ELVs) [26], and predicting short-term traffic in urban roads [27] are examples of other applications of the grey prediction models in the transportation industry.

The present paper aims to improve two grey models, namely FGM (1, 1) and GM (1, 1) [28], using meta-heuristic methods. For this purpose, beginning with the GM (1, 1) model, the parameters affecting the growth factor and the grey control parameter are identified. Next, particle swarm optimization (PSO) is used to adjust the identified parameters and calculate the resultant error. Since FGM (1, 1) is an extension to GM (1, 1), the proposed approach is followed to propose new models including Improved Grey Model (IGM (1, 1)) and Improved First-entry Grey Model (IFGM (1, 1)).

The rest of this paper is organized as follows. Section 2 describes the GM (1, 1) and FGM (1, 1) models and analyzes the parameters affecting the accuracy of the two grey models. The proposed method is presented in Section 3, while Section 4 provides for the analysis and evaluation of the proposed method using benchmark data. Next, accuracy of the proposed models is evaluated by implementing them to predict the number of users of a public transportation fleet. Finally, Section 5 draws some conclusions and provides suggestions for future works.

2 Grey prediction models and analysis of the parameters affecting the accuracy of the model

Grey models investigate the sequence of primarily discrete data and convert grey difference equations to grey differential equations to extract potential rules. These models create a continuous and dynamic differential equation from discrete sequences to realize the prediction of time series. Each grey model is described as GM (H, N) where N is the order of the differential equation and H is the number of variables. The grey models require a limited volume of data for estimating the behavior of an unknown system. The following subsections explain the grey prediction model in more detail.

2.1 GM (1, 1) model

First introduced by Dang in 1982 [3], GM (l, 1) is the most widely used time-series prediction model for a sequence of positive numbers with a minimum of 4 samples. It applies the accumulative generation operation (AGO) to the primary data and proceeds to solve the resultant differential equation. Finally, performing aninverse AGO, predicted values of the primary data are calculated. Consider a single input-single output system and let the time series xp0 be the outputs of the system. The grey model is then constructed as follows.

Assume an initial sequence of x0s, as follows

(1) X0=(x0(1),x0(2),x0(3),,x0(n)),n4,

where x0 is a sequence of nonnegative numbers and n is the number of samples. First-order AGO of x0 is obtained using Eq. (2).

(2) X1=(x1(1),x1(2),x1(3),x1(n))X1(k)=i=1kx0(i),k=1,2,,n.

The mean sequence of Z1is defined as follows.

(3) Z1=(z1(1),z1(2),z1(3),,z1(n)),z1(k)=12x1(k)+12x1(k1),k=2,,n.

Eq. (4) expresses basic form of the GM (1, 1) model.

(4) x0(k)+az1(k)=b,

with the whitening equation defined as Eq. (5).

(5) dx1(k)dx+ax1(k)=b,

where a is the growth factor and b is the grey control parameter. These can be calculated using Eq. (6).

(6) [ ab ]=(BTB)1BTY.

The matrices B and Y are determined using Eqs. (7) and (8), respectively.

(7) B=[ z1(2)1z1(3)11z1(n)1 ],
(8) Y=[ x0(2)x0(3)x0(n) ].

According to Eq. (5), final value of the whitening equation is calculated as follows:

(9) x1(k+1)=[ x0(1)ba ]eakba,k=1,3,,n1.

By applying IAGO, the predicted values (xp0(k)) for the primary data are calculated according to Eq. (10).

(10) xp0(k)=[ x0(1)ba ]ea(k1)(1ea),k=2,3,,n.

GM (l, l) provides a higher accuracy for short-term prediction on nonnegative sequences with few training data points, as compared to other methods. However, it fails to provide adequate accuracy for non-uniform, cyclic and random sequences.

2.2 FGM (1, 1) model

This model is created based on the GM (1, 1) model by employing the first value of the primary sequence of the predictions [28]. The primary sequence is defined as follows:

(11) X0=(x0(0),x0(1),x0(2),,x0(n)),n4,

Where the accumulated series X1 is calculated as follows:

(12) X1=(x1(0),x1(1),x1(2),,x1(n)),n4,X1(k)=i=0kx0(i),k=0,1,2,,n,

Where the mean sequence is given in Eq. (13).

(13) Z1=(z1(1),z1(2),z1(3),,z1(n)),z1(k)=12x1(k)+12x1(k1),k=1,,n.

Therefore, according to GM (1, 1), we have:

(14) [ ab ]=(BTB)1BTY,
(15) Y=[ x0(1)x0(2)x0(n) ],
(16) B=[ z1(1)1z1(2)11z1(n)1 ].

Finally, prediction values for the initial data are calculated using Eq. (17).

(17) xpo(k)=[ x0(1)ba ](1ea)ea(k1),k=1,2,3,,n.

Many of the researchers have proposed improvements to the grey models. The improvement methods can be divided into three general classes. The first class focuses on data-preprocessing methods such as exponential smoothing to increase the accuracy of the model [29]. The second class includes improved equation models [30]. And the third class considers the error balancing methods like Fourier error improvement method [2]. The proposed method in this research combines the advantages of the second and third classes to formulate a new approach to reduced prediction error.

2.3 Analyzing the parameters affecting the accuracy of the grey model

According to Eqs. (10) and (17), accuracy of the prediction models depends on the growth factor a and grey control parameter b (Eq. (6)). In order to identify the factors affecting these parameters, Eqs. (3) and (8) can be rewritten as follows:

(18) z1=(z1(1),z1(2),z1(3),.z1,(n))
(19) z1(k)=ax1(k)+(1a)x1(k1),k=2,,nα=12,B=[ z1(2)βz1(3)βz1(n)β ],

Theorem

The values of α and β affect the values of a and b directly.

Proof. Denoting the adjacency matrix [31] (BTB)asAdj(BTB)andgivenzk=z1(k),k=2,,n, then Eq. (6) can be evaluated as follows.

(20) a b = A d j z 2 z 3 z n β β β z 2 β z 3 β z n β z 2 z 3 z n β β β z 2 β z 3 β z n β z 2 z 3 z n β β β x 0 2 x 0 3 x 0 n = n β 2 β z 2 + z 3 + + z n β z 2 + z 3 + + z n z 2 2 + z 3 2 + + z n 2 n β 2 z 2 2 + z 3 2 + + z n 2 β 2 z 2 + z 3 + + z n z 2 + z 3 + + z n z 2 x 0 2 z 3 x 0 3 z n x 0 n β x 0 2 + x 0 3 + + x 0 n = β 2 n i = 2 n z i Y R + i = 2 n z i Y R β i = 2 n z i i = 2 n z i Y R + i = 2 n z i 2 Y R β 2 n i = 2 n z i 2 i = 2 n z i i = 2 n z i = n i = 2 n z i Y R + i = 2 n z i Y R n i = 2 n z i 2 i = 2 n z i i = 2 n z i 1 β i = 2 n z i i = 2 n z i Y R + i = 2 n z i 2 Y R n i = 2 n z i 2 i = 2 n z i i = 2 n z i

Considering the results obtained from Eq. (20), the value of a is calculated based on the value of Z. According to Eq. (17), the value of Z is in turn affected by α. In addition, the value of b is affected by not only β but also α. Accordingly, accuracy of the GM (1, 1) and FGM (1, 1) has contributions from α and β (the second column of matrix B in Eq. (19) and the coefficient in Eq. (18)). Upon identifying the parameters affecting the accuracy of the grey models, the parameters must be adjustment to minimize the prediction error. The parameterization can be defined as an optimization problem that can be addressed through a meta-heuristic algorithm, as detailed in the next section.

3 Improved First-entry Grey Model IFGM (1, 1) and Improved Grey Model IGM (1, 1)

Conventional optimization methods (e.g. linear programming, nonlinear programming and dynamic programming) try to find an optimal solution in the neighborhood of the starting point. However, as complexity of the problems and the number of local optima increase, these methods lose their efficiency in locating the global optimum. This has motivated researchers to propose new solution methods inspired by the nature. Various meta-heuristic methods have been proposed based on swarm intelligence. This class of algorithm makes use of the swarm intelligence and communication methods to achieve a particular goal. Usually, such behaviors result in extraordinary and unbelievable regularity. As a meta-heuristic method, PSO was developed by a social psychiatrist and an electric engineer, namely Kennedy and Eberhart [32, 33]. The PSO considers a number of particles distributed across the search space of the function to be optimized. Each particle evaluates

the optimality function at its current position and then compares the result to that at the best position across the population to select a movement orientation. In this way, each and any particle selects a movement orientation and a new generation of solution developed upon the movements. This procedure is iterated until an intent solution is obtained. Figure 1 shows the steps followed in the PSO algorithm (for more details, please see [34]).

Figure 1 Main steps of the PSO algorithm.
Figure 1

Main steps of the PSO algorithm.

As proved in the previous section, the GM (1, 1) and FGM (1, 1) models have their accuracies dependent on the values of α and β. Therefore, in order to calculate optimal values of α and β, the following fitness function was defined for the PSO:

(21) fitness=min( | xpα,βx0 |n),

where xpα,β is the predicted value by GM (1, 1) or FGM (1, 1) using the α and β for the initial data x0. For each particle, the PSO algorithm calculates the values of α and β. At each iteration, the particles change their positions to reach the optimal point. In fact, these position changes represent the search process through the solution space to find optimal values of α and β, so as to enhance the accuracy of the grey prediction model. The proposed steps are as follows:

  1. Adjusting the parameters of the PSO algorithm,

  2. Calculating predicted values for the initial sequence,

  3. Finding optimal values of α and β, and

  4. Calculating predicted values for the initial sequence using the optimal values of α and β.

The proposed algorithm is demonstrated in Figure 2.

Figure 2 
Pseudo-code of the proposed algorithm.
Figure 2

Pseudo-code of the proposed algorithm.

4 Simulation and experiments

In this section, the capabilities of the proposed methods (IGM (1, 1) and IFGM (1, 1)) are examined on the two ascending and descending series introduced in Ref. [7]. Then, application of the proposed models to model and predict the number of users of a public road transportation system is investigated. Here we set the maximum number of iterations of the PSO algorithm to 300. Efficiency of the proposed methods was evaluated by comparing the results to those of not only the conventional methods, but also a neural network with 12 neurons in the hidden layer and Levenberg-marquadt training algorithm [35]. Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) were used to evaluate the accuracy of the modeling. Let the real x 0 x and x p 0 k , data and predicted values denoted by respectively. MAE and MAPE are defined according to Eqs. (22) and (23), respectively.

(22) MAE=1ki=1k| xp0(k)x0(k) |,
(23) MAPE=12i=1k| xp0(k)x0(k) |x0(k)×100%.

Following with this section, results of the GM, FGM, ANN, IGM and IFGM are presented in Tables 1 and 2 for the ascending and descending series introduced in Ref. [7], respectively. According to the obtained values of MAPE in Table 1, the proposed methods improved the results of GM, FGM, and ANN by 48.47%, 28.79% and 14.24%, respectively. Figure 3 demonstrates the matching of the modeled values and Figure 4 shows the prediction errors produced using each method.

Table 1

The results on the ascending sequence.

Row Real data GM(1,1) FGM(1,1) ANN IGM(1, 1) IFGM(1, 1)
1 7 7.0000 0.00 10.09 7.00 0.00
2 9.4 9.4000 9.97 10.88 9.40 9.40
3 12.5 12.5840 11.74 12.76 11.25 11.25
4 14.0 14.0920 13.82 14.50 13.47 13.47
5 15.9 16.3332 16.26 16.68 16.12 16.12
6 19.3 18.9309 19.14 19.53 19.30 19.30
7 24.1 21.9416 22.53 24.02 23.10 23.10
8 25.8 25.4312 26.52 24.57 27.65 27.66
9 28.7 29.4758 31.21 25.06 33.10 33.11
10 39.6 34.1636 36.74 39.60 39.63 39.63
11 42.2 39.5969 43.24 48.09 47.43 47.44
12 58.3 45.8944 50.90 58.30 56.78 56.79
13 77.5 53.1934 59.91 77.50 67.97 67.98
14 89.6 61.6533 70.51 89.60 81.36 81.37
15 98.0 71.4586 82.99 98.00 97.39 97.41
16 106.4 82.8233 97.69 106.40 116.58 116.60
MAPE 10.75 7.78 6.46 5.536 5.540
MAE 7.49 4.91 1.07 2.78 2.78
Table 2

The results on the descending sequence.

Row Real data GM(1,1) FGM(1,1) ANN IGM(1, 1) IFGM(1, 1)
1 7 7 0 7.00 7.00 0.00
2 1931 1931 1933.34 1999.86 1931.04 1931.04
3 1724 1720.23 1713.41 1724.00 1716.33 1716.33
4 1517 1519.19 1518.49 1607.56 1525.50 1525.50
5 1345 1341.65 1345.74 1345.00 1355.88 1355.88
6 1207 1184.86 1192.65 1213.85 1205.13 1205.13
7 1069 1046.39 1056.97 1069.00 1071.13 1071.13
8 952 924.10 936.73 952.00 952.04 952.04
9 848 816.10 830.17 815.15 846.18 846.18
10 745 720.73 735.73 745.00 752.10 752.10
11 669 636.50 632.03 669.00 668.48 668.47
MAPE 1.76 1.24 1.27 0.310 0.311
MAE 15.51 10.99 18.10 3.69 3.69
Figure 3 Matching of the modeled values with the corresponding real data in the ascending sequence.
Figure 3

Matching of the modeled values with the corresponding real data in the ascending sequence.

Figure 4 Modeling error.
Figure 4

Modeling error.

An investigating into Table 2 and Figure 5 shows higher efficiency of the proposed methods, as compared to other methods for modeling the descending sequence. The obtained values of MAPE show the improved efficiency of the proposed method by a minimum of 75% and a maximum of 82.39%. Figure 6 signifies smaller error of the proposed methods compared to other methods (seventh data point of the first series is ignored).

Figure 5 Matching of the modeled values with the corresponding real data in the descending sequence.
Figure 5

Matching of the modeled values with the corresponding real data in the descending sequence.

Figure 6 Modeling error.
Figure 6

Modeling error.

Now, efficiency of the proposed methods (IGM (1, 1) and IFGM (1, 1)) for modeling the number of users a public road transportation system is presented. The required data were provided by the Iran Road Maintenance and Transportation Organization [36]. In this respect, the data collected during 2007-2015 was used for modeling and predictions were made to forecast the data collected during 2016-2017.

According to Table 3, the proposed models could predict the data collected during 2016-2017 at higher accuracy (by 7.7%) upon using the calculated values of α and β.

Table 3

The number of users of the public road transportation system: available data and the modeling results.

Year Number of passengers GM(1, 1) FGM(1, 1) IGM(1, 1) IFGM(1, 1)
(thousand) α = 0.99990, α = 0.99999
β = 1.01071 β = 1.01079
2007 1881 1881 0 1881 0
2008 2438 2736 2696 2696 2696
2009 2664 2705 2665 2664 2664
2010 2754 2674 2635 2632 2633
2011 2934 2644 2605 2601 2601
2012 2949 2614 2575 2571 2571
2013 2560 2585 2546 2540 2540
2014 2452 2555 2517 2510 2510
2015 2287 2526 2488 2480 2480
2016 2080 2498 2460 2451 2451
2017 2261 2469 2432 2422 2422
MAPE 14.64 12.92 12.48 12.48

5 Conclusion

In this paper, a new design of the grey prediction system was presented and implemented to predict the number of users of a public road transportation system. The new design included the analysis of the grey models to identify the parameters affecting the accuracy of the model followed by optimizing the parameters using PSO. According to the simulation results, the proposed approach enhanced the accuracy of modeling the number of users of the considered public road transportation system during 2007-2015 by 14.75% and 3.41% compared to GM (1, 1) and FGM (1, 1), respectively. In addition, 7.7% improvement in accuracy was obtained for predicting the data during 2016-2017. Such accuracy enhancement can reduce the management risks and increase the scheduling performance. A possible application of the proposed approach is the prediction of the number of road accidents. In addition, the theorem and the algorithm presented in this paper can be used to identify the parameters affecting other grey prediction models and develop them accordingly. As a future trend, online grey prediction model is focused on real-time tuning of the model parameters as new data become available, so as to develop a multi-step prediction.

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Received: 2019-12-06
Accepted: 2020-01-03
Published Online: 2020-07-05

© 2020 S. Balochian and H. Baloochian, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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