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Improved Grey Relational Analysis for Model Validation

  • Ke FangEmail author
  • Yuchen Zhou
  • Ju Huo
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 1094)

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).

Keywords

Improved grey relational analysis Model validation Similarity analysis Monotonicity TIC 

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Copyright information

© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  1. 1.Harbin Institute of TechnologyHarbinChina

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