CN111008661B - Croston-XGBoost forecasting method for aero-engine spare power demand - Google Patents

Croston-XGBoost forecasting method for aero-engine spare power demand Download PDF

Info

Publication number
CN111008661B
CN111008661B CN201911227124.2A CN201911227124A CN111008661B CN 111008661 B CN111008661 B CN 111008661B CN 201911227124 A CN201911227124 A CN 201911227124A CN 111008661 B CN111008661 B CN 111008661B
Authority
CN
China
Prior art keywords
demand
standby
sequence
interval
model
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Active
Application number
CN201911227124.2A
Other languages
Chinese (zh)
Other versions
CN111008661A (en
Inventor
林琳
刘杰
郭丰
吕彦诚
郭昊
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Harbin Institute of Technology Shenzhen
Original Assignee
Harbin Institute of Technology Shenzhen
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Harbin Institute of Technology Shenzhen filed Critical Harbin Institute of Technology Shenzhen
Priority to CN201911227124.2A priority Critical patent/CN111008661B/en
Publication of CN111008661A publication Critical patent/CN111008661A/en
Application granted granted Critical
Publication of CN111008661B publication Critical patent/CN111008661B/en
Active legal-status Critical Current
Anticipated expiration legal-status Critical

Links

Images

Classifications

    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F18/00Pattern recognition
    • G06F18/20Analysing
    • G06F18/21Design or setup of recognition systems or techniques; Extraction of features in feature space; Blind source separation
    • G06F18/214Generating training patterns; Bootstrap methods, e.g. bagging or boosting
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F18/00Pattern recognition
    • G06F18/20Analysing
    • G06F18/24Classification techniques
    • G06F18/241Classification techniques relating to the classification model, e.g. parametric or non-parametric approaches
    • G06F18/2411Classification techniques relating to the classification model, e.g. parametric or non-parametric approaches based on the proximity to a decision surface, e.g. support vector machines
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06NCOMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00Computing arrangements based on biological models
    • G06N3/02Neural networks
    • G06N3/04Architecture, e.g. interconnection topology
    • G06N3/044Recurrent networks, e.g. Hopfield networks

Landscapes

  • Engineering & Computer Science (AREA)
  • Theoretical Computer Science (AREA)
  • Data Mining & Analysis (AREA)
  • Physics & Mathematics (AREA)
  • Life Sciences & Earth Sciences (AREA)
  • Artificial Intelligence (AREA)
  • General Physics & Mathematics (AREA)
  • General Engineering & Computer Science (AREA)
  • Evolutionary Computation (AREA)
  • Bioinformatics & Computational Biology (AREA)
  • Evolutionary Biology (AREA)
  • Computer Vision & Pattern Recognition (AREA)
  • Bioinformatics & Cheminformatics (AREA)
  • Computational Linguistics (AREA)
  • Biomedical Technology (AREA)
  • Biophysics (AREA)
  • Health & Medical Sciences (AREA)
  • General Health & Medical Sciences (AREA)
  • Molecular Biology (AREA)
  • Computing Systems (AREA)
  • Mathematical Physics (AREA)
  • Software Systems (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

The invention discloses a Croston-XGboost prediction method for a reserve demand of an aero-engine, and relates to a reserve demand prediction method for an aero-engine. The method aims to solve the problem that the prediction accuracy of the existing method for the standby requirement of the aircraft engine is low. The process is as follows: converting an intermittent type primary observation sequence of a backup demand into a backup demand interval sequence and a backup demand sequence based on a Croston method; step two, constructing an XGboost model; step three, establishing a backup demand interval prediction model and a demand quantity prediction model based on the step one and the step two; and step four, predicting deviation from a total cost index based on the backup demand interval prediction model and the backup demand prediction model obtained in the step three. The method is used for the field of prediction of the reserve demand of the aero-engine.

Description

航空发动机备发需求量的Croston-XGBoost预测方法Croston-XGBoost Forecasting Method for Aero-engine Spare Demand

技术领域technical field

本发明涉及航空发动机备发需求量预测方法。The invention relates to a method for predicting the spare power demand of aero-engines.

背景技术Background technique

航空发动机是民航飞机等飞行器的主要动力来源和引气装置。当航空发动机需要维修时,一般需要备用发动机替换拆下维修的发动机。备发短缺直接影响航空器的利用率。同时,航空发动机是典型的高拥有成本装备,如果能较为准确的预估机队备发需求,则可为机队运维策略的优化提供支持。因此,备发需求预测一直是航空公司重点关注的问题。在备件需求预测领域,Croston方法被视为间断型需求预测的基础方法,Croston方法及其改进方法被广泛应用于间断型备件需求预测中。传统的间断型备件需求预测方法存在着预测精度不高的问题,难以满足航空发动机备发需求预测精度。同时,由于航空发动机属于可靠性较高的装备,在有限规模机队内难以获得大量的备发需求样本。Aero-engine is the main power source and bleed air device of civil aircraft and other aircraft. When the aircraft engine needs to be repaired, a spare engine is generally required to replace the engine that has been removed and repaired. The shortage of spare engines directly affects the utilization of aircraft. At the same time, aero-engines are typical equipment with high cost of ownership. If the fleet reserve demand can be estimated more accurately, it can provide support for the optimization of fleet operation and maintenance strategies. Therefore, the forecast of spare demand has always been a key concern of airlines. In the field of spare parts demand forecasting, the Croston method is regarded as the basic method of intermittent demand forecasting, and the Croston method and its improved methods are widely used in intermittent spare parts demand forecasting. The traditional intermittent spare parts demand forecasting method has the problem of low forecasting accuracy, and it is difficult to meet the forecasting accuracy of aero-engine spare parts demand. At the same time, because aero-engines are highly reliable equipment, it is difficult to obtain a large number of spare demand samples in a limited-scale fleet.

发明内容SUMMARY OF THE INVENTION

本发明的目的是为了解决现有方法对航空发动机备用需求预测准确率低的问题,而提出航空发动机备发需求量的Croston-XGBoost预测方法。The purpose of the present invention is to propose a Croston-XGBoost forecasting method for the spare demand of aero-engines in order to solve the problem of low accuracy in predicting the spare demand of aero-engines by the existing methods.

具体实施方式一:本实施方式航空发动机备发需求量的Croston-XGBoost预测方法具体过程为:Specific embodiment 1: The specific process of the Croston-XGBoost prediction method for the aero-engine standby demand in this embodiment is as follows:

步骤一、基于Croston方法将间断型备发需求原始观测序列转换为备发需求间隔序列和备发需求量序列;Step 1. Convert the original observation sequence of intermittent standby demand into standby demand interval sequence and standby demand sequence based on the Croston method;

步骤二、构建XGBoost模型;Step 2. Build the XGBoost model;

步骤三、基于步骤一和步骤二建立备发需求间隔预测模型和需求量预测模型;Step 3. Based on Step 1 and Step 2, establish a demand interval forecast model and a demand forecast model for standby delivery;

步骤四、基于步骤三得到的备发需求间隔预测模型和备发需求量预测模型,预测偏离总成本指数。Step 4: Predict the deviation from the total cost index based on the interval forecasting model of the standby demand and the forecasting model of the standby demand obtained in the third step.

本发明的有益效果为:The beneficial effects of the present invention are:

本发明利用适用于小样本预测的极限梯度提升模型(eXtreme GradientBoosting,XGBoost),在Croston方法框架下提出了Croston-XGBoost备发需求预测方法。针对航空发动机备发需求的小样本特点,提出了一种Croston-XGBoost备发需求预测方法。航空发动机备发需求多为间断型需求,传统预测方法难以直接对其进行预测,因此采用Croston框架将间断型备发需求序列分解为需求量序列和需求间隔序列。进而利用适合小样本的XGBoost方法进行备发需求量和需求间隔的预测。结合航空发动机运维特点提出了间断型备发需求预测评价方法,提高了对航空发动机备用需求预测准确率。利用某机队的实际运维数据对提出的Croston-XGBoost预测方法进行验证,并以传统Croston方法,Croston框架下的反馈神经网络、支持向量机、梯度下降树为对比试验方法。Croston-XGBoost预测方法取得了较好的预测效果。The present invention uses an extreme gradient boosting model (eXtreme GradientBoosting, XGBoost) suitable for small sample prediction, and proposes a Croston-XGBoost standby demand forecasting method under the framework of the Croston method. Aiming at the small sample characteristics of aero-engine spare demand, a Croston-XGBoost spare demand forecasting method is proposed. Most of the aero-engine standby demand is intermittent demand, and it is difficult to predict it directly by traditional forecasting methods. Therefore, the Croston framework is used to decompose the intermittent standby demand sequence into a demand sequence and a demand interval sequence. Furthermore, the XGBoost method suitable for small samples is used to forecast the demand for spares and the demand interval. Combined with the characteristics of aero-engine operation and maintenance, a forecasting and evaluation method for intermittent standby demand is proposed, which improves the forecasting accuracy of aero-engine standby demand. The proposed Croston-XGBoost prediction method is verified by the actual operation and maintenance data of a certain fleet, and the traditional Croston method, feedback neural network under the Croston framework, support vector machine and gradient descent tree are used as comparative test methods. Croston-XGBoost prediction method has achieved good prediction results.

对比Croston-XGBoost备发需求预测模型的预测精度,备发需求预测对比实验以传统Croston方法作为基准对比实验方法,同时在Croston框架下,将传统反馈神经网络(Back Propagation Neural Network,BPNN)、支持向量机(Support Vector Machine,SVM)、GBDT作为对比实验方法。包括Croston-XGBoost备发需求预测模型在内的五组对比实验的备发量和需求间隔预测误差分别为:Comparing the prediction accuracy of the Croston-XGBoost standby demand forecasting model, the standby demand forecasting comparison experiment uses the traditional Croston method as the benchmark to compare the experimental methods. At the same time, under the Croston framework, the traditional Back Propagation Neural Network (BPNN), Vector machine (Support Vector Machine, SVM), GBDT as comparative experimental methods. The forecast errors of spare power and demand interval of five sets of comparative experiments including the Croston-XGBoost spare demand forecasting model are as follows:

备发需求量预测误差中,Croston模型AAE为0.302885,ARE为0.241987,RMSE为0.631695;备发需求量预测误差中,BPNN模型AAE为0.139423,ARE为0.073718,RMSE为0.398314;备发需求量预测误差中,SVM模型AAE为0.125,ARE为0.059295,RMSE为0.379777;备发需求量预测误差中,GBDT模型AAE为0.125,ARE为0.059295,RMSE为0.379777;备发需求量预测误差中,XGBoost模型AAE为0.1875,ARE为0.125,RMSE为0.443977;In the forecast error of standby demand, the Croston model AAE is 0.302885, ARE is 0.241987, and RMSE is 0.631695; in the forecast error of standby demand, the BPNN model AAE is 0.139423, ARE is 0.073718, and RMSE is 0.398314; the forecast error of standby demand is 0.398314; Among them, the AAE of the SVM model is 0.125, the ARE is 0.059295, and the RMSE is 0.379777; in the forecast error of the standby demand, the AAE of the GBDT model is 0.125, the ARE is 0.059295, and the RMSE is 0.379777; in the forecast error of the standby demand, the AAE of the XGBoost model is 0.1875, ARE is 0.125, RMSE is 0.443977;

备发需求间隔预测误差中,Croston模型AAE为205.4952,ARE为51.91482,RMSE为2241.142;备发需求间隔预测误差中,BPNN模型AAE为11.0673,ARE为3.1664,RMSE为14.7166;备发需求间隔预测误差中,SVM模型AAE为24.54327,ARE为7.408056,RMSE为26.75683;备发需求间隔预测误差中,GBDT模型AAE为11.23558,ARE为3.167198,RMSE为15.94266;备发需求间隔预测误差中,XGBoost模型AAE为10.13461,ARE为2.774511,RMSE为14.58265;In the prediction error of the standby demand interval, the Croston model AAE is 205.4952, the ARE is 51.91482, and the RMSE is 2241.142; in the standby demand interval prediction error, the BPNN model AAE is 11.0673, the ARE is 3.1664, and the RMSE is 14.7166; the standby demand interval prediction error is 14.7166; Among them, the AAE of the SVM model is 24.54327, the ARE is 7.408056, and the RMSE is 26.75683; in the forecast error of the standby demand interval, the AAE of the GBDT model is 11.23558, the ARE is 3.167198, and the RMSE is 15.94266; in the forecast error of the standby demand interval, the AAE of the XGBoost model is 10.13461, ARE is 2.774511, RMSE is 14.58265;

可以看出,在备发需求间隔预测中XGBoost方法获得了最好的预测精度。同时,由于备发样本量有限,在预测实验中,取BPNN方法的10次预测结果平均值作为最终预测结果。在备发需求量预测中,SVM方法和BPNN方法的预测精度均好于XGBoost方法,但BPNN方法仍存在着较大的预测波动。It can be seen that the XGBoost method obtains the best prediction accuracy in the forecast of spare demand interval. At the same time, due to the limited number of prepared samples, in the prediction experiment, the average of 10 prediction results of the BPNN method is taken as the final prediction result. In the forecasting of spare demand, the prediction accuracy of SVM method and BPNN method is better than that of XGBoost method, but the BPNN method still has a large prediction fluctuation.

附图说明Description of drawings

图1为本发明流程图。Fig. 1 is a flow chart of the present invention.

具体实施方式Detailed ways

具体实施方式一:本实施方式航空发动机备发需求量的Croston-XGBoost预测方法具体过程为:Specific embodiment 1: The specific process of the Croston-XGBoost prediction method for the aero-engine standby demand in this embodiment is as follows:

步骤一、基于Croston方法将间断型备发需求原始观测序列转换为备发需求间隔序列和备发需求量序列;Step 1. Convert the original observation sequence of intermittent standby demand into standby demand interval sequence and standby demand sequence based on the Croston method;

步骤二、构建XGBoost模型;Step 2. Build the XGBoost model;

步骤三、基于步骤一和步骤二建立备发需求间隔预测模型和需求量预测模型(Croston-XGBoost备发需求预测模型);Step 3, based on Step 1 and Step 2, establish a demand interval forecast model and a demand forecast model (Croston-XGBoost standby demand forecast model);

步骤四、基于步骤三得到的备发需求间隔预测模型和备发需求量预测模型,预测偏离总成本指数。Step 4: Predict the deviation from the total cost index based on the interval forecasting model of the standby demand and the forecasting model of the standby demand obtained in the third step.

具体实施方式二:本实施方式与具体实施方式一不同的是,所述步骤一中基于Croston方法将间断型备发需求原始观测序列转换为备发需求间隔序列和备发需求量序列;具体过程为:Embodiment 2: The difference between this embodiment and Embodiment 1 is that in step 1, the original observation sequence of intermittent standby demand is converted into a standby demand interval sequence and a standby demand sequence based on the Croston method; the specific process for:

根据备件需求的特点,可将备件需求分为连续型需求和间断型需求。间断型备件需求的特点是:备件需求量原始观测序列中混有大量“0”需求样本。若将发生非零需求量定义为备件需求响应,间断型备发需求特征可表述为两次相邻备件需求响应间隔大于备发需求观测时间单位根据Syntetos提出的判定标准,若某备件需求响应的平均发生间隔是观测时间单位的1.32倍时,该备件需求即为间断型需求。According to the characteristics of spare parts demand, spare parts demand can be divided into continuous demand and intermittent demand. The characteristic of intermittent spare parts demand is that a large number of "0" demand samples are mixed in the original observation sequence of spare parts demand. If the occurrence of non-zero demand is defined as the demand response of spare parts, the intermittent demand for spare parts can be expressed as the interval between two adjacent spare parts demand responses is greater than the observation time unit of the demand for spare parts. When the average occurrence interval is 1.32 times the observation time unit, the demand for spare parts is intermittent demand.

针对间断型备件需求特点,Croston提出了一种切实可行的解决途径,将间断型备发需求原始观测序列转换为备发需求间隔序列和备发需求量序列;In view of the characteristics of intermittent spare parts demand, Croston proposed a feasible solution, which is to convert the original observation sequence of intermittent standby demand into the interval sequence of standby demand and the sequence of standby demand;

间断型备发需求原始观测序列表示为:The original observation sequence of intermittent standby demand is expressed as:

Z={d0,0,...,0,d1,0,...,0,di,0,...,0,dn} (1)Z={d 0 ,0,...,0,d 1 ,0,...,0,d i ,0,...,0,d n } (1)

其中,di表示为第i次需求响应的需求量,di是正整数。Among them, d i represents the demand quantity of the i-th demand response, and d i is a positive integer.

备发需求间隔定义为两个相邻需求响应的观测间隔;例如,两个相邻需求响应di和di+1之间有xi+1个“0”值需求,则di和di+1之间的需求间隔序列由式(2)计算得到:The standby demand interval is defined as the observation interval of two adjacent demand responses; for example, if there are x i+1 "0" value demands between two adjacent demand responses d i and d i+1 , then d i and d The demand interval sequence between i+1 is calculated by formula (2):

yi+1=xi+1+1 (2)y i+1 = x i+1 +1 (2)

基于上述方法,可将形如式(1)的间断型备发需求原始观测序列分解为需求间隔序列和需求量序列,分别表示为式(3)和式(4):Based on the above method, the original observation sequence of intermittent standby demand in the form of formula (1) can be decomposed into a demand interval sequence and a demand quantity sequence, which are expressed as formula (3) and formula (4) respectively:

Y=δ(Z)={y1,...,yi,…,yn} (3)Y=δ(Z)={y 1 ,...,y i ,...,y n } (3)

D=γ(Z)={d0,d1,...,di,...,dn} (4)D=γ(Z)={d 0 ,d 1 ,...,d i ,...,d n } (4)

其中,D表示需求量序列,Y表示需求间隔序列;δ(*)和γ(*)分别表示需求间隔序列和需求量序列的转换功能函数,Z为间断型备发需求原始观测序列,y1为第1次需求间隔,yi为第i次需求间隔,yn为第n次需求间隔,d0为初始需求量,d1为第1次需求量,di为第i次需求量,dn为第n次需求量。Among them, D is the demand sequence, Y is the demand interval sequence; δ(*) and γ(*) are the conversion function functions of the demand interval sequence and the demand sequence, respectively, Z is the original observation sequence of intermittent standby demand, y 1 is the first demand interval, y i is the i-th demand interval, yn is the n-th demand interval, d 0 is the initial demand, d 1 is the first demand, d i is the i-th demand, d n is the nth demand.

由于需求量观测范围限制,需求响应d0前的需求量及需求间隔均无法获得,在预测中d0被舍弃。Due to the limited scope of demand observation, the demand and demand interval before the demand response d 0 cannot be obtained, and d 0 is discarded in the forecast.

其它步骤及参数与具体实施方式一相同。Other steps and parameters are the same as in the first embodiment.

具体实施方式三:本实施方式与具体实施方式一或二不同的是,所述步骤二中构建XGBoost模型;具体过程为:Embodiment 3: The difference between this embodiment and Embodiment 1 or 2 is that the XGBoost model is constructed in the second step; the specific process is:

在需求量和需求间隔预测模型中,XGBoost模型表示为:In the demand quantity and demand interval forecast model, the XGBoost model is expressed as:

Figure BDA0002302560690000041
Figure BDA0002302560690000041

其中,F表示所有树组合而成的函数空间,{f1,f2,…,fK}表示XGBoost模型待求的K棵回归树,

Figure BDA0002302560690000042
表示样本i的预测值;xi表示yi或di;Among them, F represents the function space composed of all trees, {f 1 ,f 2 ,...,f K } represents the K regression trees to be obtained by the XGBoost model,
Figure BDA0002302560690000042
represents the predicted value of sample i; x i represents y i or d i ;

对预测模型进行训练时,一般以损失函数最小作为优化目标。XGBoost方法的损失函数中同时包含了预测误差项和正则化项,能够在模型训练过程中同时考虑预测准确性和模型的泛化性。XGBoost模型的损失函数写为:When training a prediction model, the optimization goal is generally to minimize the loss function. The loss function of the XGBoost method includes both the prediction error term and the regularization term, which can consider both the prediction accuracy and the generalization of the model during the model training process. The loss function of the XGBoost model is written as:

Figure BDA0002302560690000043
Figure BDA0002302560690000043

其中,

Figure BDA0002302560690000044
为样本i预测误差,yi
Figure BDA0002302560690000045
分别为样本i的实际值和预测值;Ω(ft)为第t棵回归树的正则项,用来惩罚复杂模型,防止模型产生过拟合现象,其可表示为:in,
Figure BDA0002302560690000044
prediction error for sample i, y i and
Figure BDA0002302560690000045
are the actual value and predicted value of sample i, respectively; Ω(f t ) is the regular term of the t-th regression tree, which is used to punish the complex model and prevent the model from overfitting. It can be expressed as:

Figure BDA0002302560690000046
Figure BDA0002302560690000046

其中,T代表第t棵回归树的叶子节点数,ω代表第t棵回归树的所有叶子节点权重,γ为叶子节点的系数,使XGBoost在优化目标函数的同时相当于做了预剪枝;λ为L2正则的惩罚系数也是要起到防止过拟合的作用;样本i的预测值表示为式(8)的形式,则损失函数表示为式(9)的形式:Among them, T represents the number of leaf nodes of the t-th regression tree, ω represents the weight of all leaf nodes of the t-th regression tree, and γ is the coefficient of the leaf node, so that XGBoost is equivalent to pre-pruning while optimizing the objective function; λ is the penalty coefficient of L 2 regularity to prevent over-fitting; the predicted value of sample i is expressed in the form of formula (8), and the loss function is expressed in the form of formula (9):

Figure BDA0002302560690000051
Figure BDA0002302560690000051

Figure BDA0002302560690000052
Figure BDA0002302560690000052

其中,

Figure BDA0002302560690000053
为样本i在t棵树的预测值,
Figure BDA0002302560690000054
为样本i在现有的t-1棵树的预测值,ft为在现有的t-1棵树的基础上,使得损失函数最小的那棵回归树,ft(xi)为样本i在第t棵最优回归树的值,Ω(ft)为第t棵最优回归树的复杂度;in,
Figure BDA0002302560690000053
is the predicted value of sample i in t trees,
Figure BDA0002302560690000054
is the predicted value of sample i in the existing t-1 tree, f t is the regression tree with the smallest loss function based on the existing t-1 tree, f t ( xi ) is the sample The value of i in the t-th optimal regression tree, Ω(f t ) is the complexity of the t-th optimal regression tree;

对损失函数L(t)进行泰勒展开,则损失函数表示为式(10)的形式:Taylor expansion of the loss function L (t) , the loss function is expressed in the form of equation (10):

Figure BDA0002302560690000055
Figure BDA0002302560690000055

其中,gi和hi为中间变量;gi和hi具体表示为式(11)和式(12);Among them, gi and hi are intermediate variables; gi and hi are specifically expressed as formula (11) and formula (12);

移除常数项(

Figure BDA0002302560690000056
因为前t-1棵树已经优化完成,现在优化第t棵树,只有第t棵树是在变化的,前t-1棵树为固定结构,因此数值固定,实常数)的损失函数表示为式(13)的形式:remove the constant term (
Figure BDA0002302560690000056
Because the first t-1 tree has been optimized, now optimize the t-th tree, only the t-th tree is changing, the first t-1 tree is a fixed structure, so the value is fixed, real constant) The loss function is expressed as The form of formula (13):

Figure BDA0002302560690000057
Figure BDA0002302560690000057

Figure BDA0002302560690000058
Figure BDA0002302560690000058

Figure BDA0002302560690000059
Figure BDA0002302560690000059

其中,

Figure BDA00023025606900000510
为当前误差函数的一阶导数,
Figure BDA00023025606900000511
为当前误差函数的二阶导数;in,
Figure BDA00023025606900000510
is the first derivative of the current error function,
Figure BDA00023025606900000511
is the second derivative of the current error function;

将Ij={i|q(xi)=j}定义为第j个叶子节点,则

Figure BDA00023025606900000512
表示为式(14):Define I j ={i|q( xi )=j} as the jth leaf node, then
Figure BDA00023025606900000512
Expressed as formula (14):

Figure BDA0002302560690000061
Figure BDA0002302560690000061

其中,q(xi)为叶子节点计算函数,计算样本i所属的叶子节点;ωj代表第t棵回归树的第j个叶子节点权重;Among them, q(x i ) is the leaf node calculation function, which calculates the leaf node to which the sample i belongs; ω j represents the weight of the jth leaf node of the tth regression tree;

为求解损失函数的最小值,将式(14)两端进行求导,得ωj的最优解

Figure BDA0002302560690000062
如式(15)所示;利用
Figure BDA0002302560690000063
对损失函数进行计算,即得到式(16):In order to find the minimum value of the loss function, the two ends of equation (14) are derived to obtain the optimal solution of ω j
Figure BDA0002302560690000062
As shown in formula (15); using
Figure BDA0002302560690000063
Calculate the loss function to get equation (16):

Figure BDA0002302560690000064
Figure BDA0002302560690000064

Figure BDA0002302560690000065
Figure BDA0002302560690000065

在XGBoost方法中,采用贪心算法对已有的叶子节点进行分割。为了限制决策树的生长,当增益大于阈值γ时,则进行节点分割。由于γ同时是正则项里叶子节点的系数,因此以损失函数最小为目标进行优化,则相当于对决策树进行预剪枝操作。鉴于以上优化过程,相比于传统神经网络模型,XGBoost能够更好的适用于小样本的预测问题。同时,XGBoost方法能够利用计算机中央处理器进行多线程并行计算,较传统的GBDT算法相比,XGBoost的计算效率和精度都有较大提高。In the XGBoost method, a greedy algorithm is used to segment the existing leaf nodes. In order to limit the growth of the decision tree, when the gain is greater than the threshold γ, node segmentation is performed. Since γ is also the coefficient of the leaf node in the regular term, optimizing with the goal of minimizing the loss function is equivalent to pre-pruning the decision tree. In view of the above optimization process, compared with the traditional neural network model, XGBoost can be better applied to the prediction problem of small samples. At the same time, the XGBoost method can use the computer central processing unit to perform multi-threaded parallel computing. Compared with the traditional GBDT algorithm, the computing efficiency and accuracy of XGBoost are greatly improved.

其它步骤及参数与具体实施方式一或二相同。Other steps and parameters are the same as in the first or second embodiment.

具体实施方式四:本实施方式与具体实施方式一至三之一不同的是,所述步骤三中基于步骤一和步骤二建立备发需求间隔预测模型和需求量预测模型(Croston-XGBoost备发需求预测模型);具体过程为:Embodiment 4: The difference between this embodiment and one of Embodiments 1 to 3 is that in the step 3, the interval forecasting model for standby demand and the demand forecast model (Croston-XGBoost standby demand) are established based on steps 1 and 2. prediction model); the specific process is:

由于航空发动机的备发需求符合间断型需求特点。本发明在Croston框架下将备发需求量原始观测值分解为备发需求量序列和需求间隔序列。由于航空发动机备发需求预测具有样本量较小的特点,本发明采用适合于小样本预测的XGBoost方法建立备发需求量预测模型和需求间隔预测模型。Because the spare engine demand of aero-engines meets the characteristics of intermittent demand. The invention decomposes the original observation value of the standby demand into the standby demand sequence and the demand interval sequence under the Croston framework. Due to the characteristics of a small sample size in the forecasting of aero-engine standby demand, the present invention adopts the XGBoost method suitable for small sample forecasting to establish a standby demand forecasting model and a demand interval forecasting model.

经过对航空发动机实际运维情况的分析,机队备发需求受到机队状态直接影响。例如,当机队规模较大且发动机平均自新使用循环较高时,机队备发需求间隔较短且备发需求量较大。因此,所提出的备发需求预测模型同时考虑了机队状态。在对备发需求量和需求间隔进行预测时,将机队主要状态参数作为预测模型的协变量。所提出的基于Croston-XGBoost方法的航空发动机机队备发需求预测模型的流程图如图1所示。After analyzing the actual operation and maintenance of aero-engines, the fleet standby demand is directly affected by the fleet status. For example, when the fleet size is large and the average engine recycle cycle is high, the fleet spare demand interval is shorter and the spare engine demand is larger. Therefore, the proposed spare demand forecasting model also considers the fleet status. The main state parameters of the fleet are used as covariates of the forecasting model when forecasting the spare demand and demand interval. The flowchart of the proposed aero-engine fleet standby demand forecasting model based on the Croston-XGBoost method is shown in Figure 1.

备发需求间隔预测模型Oy={Oy1,Oy2,...,Oyn};Prediction model for the interval of standby demand O y ={O y1 ,O y2 ,...,O yn };

备发需求量预测模型Od={Od1,Od2,...,Odn}。The demand forecasting model O d ={O d1 ,O d2 ,...,O dn }.

其它步骤及参数与具体实施方式一至三之一相同。Other steps and parameters are the same as one of the first to third embodiments.

具体实施方式五:本实施方式与具体实施方式一至四之一不同的是,所述步骤四中基于步骤三得到的备发需求间隔预测模型和备发需求量预测模型,预测偏离总成本指数;具体过程为:Embodiment 5: The difference between this embodiment and one of Embodiments 1 to 4 is that in the step 4, based on the standby demand interval prediction model and the standby demand forecast model obtained in the step 3, the prediction deviates from the total cost index; The specific process is:

虽然传统的预测误差表征,如:平均绝对误差(mean absolute error,MAE)、平均相对误差(mean relative error,MRE)、均方根误差(root mean squared error,RMSE),可用于评估预测模型的预测精度。但在间断型需求预测中,传统预测误差表征方法没有考虑到间断型需求的特点。本文根据间断型需求特点,并考虑航空发动机的机队实际运维情况,提出了间断型备发需求预测评价方法。Although traditional prediction error characterizations, such as mean absolute error (MAE), mean relative error (MRE), and root mean squared error (RMSE), can be used to evaluate the performance of prediction models. prediction accuracy. But in intermittent demand forecasting, the traditional prediction error characterization method does not take into account the characteristics of intermittent demand. According to the characteristics of intermittent demand and considering the actual operation and maintenance of aero-engine fleets, this paper proposes a forecasting and evaluation method for intermittent standby engine demand.

在航空发动机的实际运维中,当在翼发动机需要进行拆发维修时,为了保证飞行器的利用率,需要备用发动机替换拆下的发动机,即产生备发需求响应。备发需求响应会消耗相应数量的备用发动机。因此,在所提出的间断型备发需求预测评价方法中,假设机队按照模型预测结果准备备发。当预测结果与实际备发需求产生偏差时,将预测偏差表示为偏差成本指数,利用偏差成本指数评估模型的预测精度。In the actual operation and maintenance of aero-engines, when the on-wing engine needs to be dismantled and repaired, in order to ensure the utilization rate of the aircraft, it is necessary to replace the dismantled engine with a spare engine, that is, a spare engine demand response is generated. Standby demand response consumes a corresponding number of spare engines. Therefore, in the proposed evaluation method of intermittent standby demand forecasting, it is assumed that the fleet is ready for standby according to the model prediction results. When the forecast result deviates from the actual standby demand, the forecast deviation is expressed as a deviation cost index, and the deviation cost index is used to evaluate the prediction accuracy of the model.

考虑到航空发动机实际运维特点,首先对偏差成本指数中的库存成本率和租发成本率进行定义。当预测备发响应较实际备发响应提前,或预测备发需求量较实际备发需求量大时,则会产生库存成本。结合航空发动机的实际运维情况,库存成本可理解为:机队按照预测结果准备备发,但实际备发响应没有消耗掉所准备的备发,则备发余量会产生库存成本。当预测备发响应较实际备发响应延后,或预测备发量较实际备发需求量小时,则会产生租发成本。结合航空发动机的实际运维情况,租发成本可理解为:按照预测结果准备的备发不足以满足实际备发响应,需要以租用备发的形式满足实际备发需求,并产生相应的租发成本。Considering the actual operation and maintenance characteristics of aero-engines, the inventory cost rate and rental cost rate in the deviation cost index are first defined. Inventory costs will be incurred when the predicted standby response is earlier than the actual standby response, or the predicted standby demand is larger than the actual standby demand. Combined with the actual operation and maintenance of aero-engines, the inventory cost can be understood as: the fleet prepares spare engines according to the forecast results, but the actual spare engine response does not consume the prepared spare engines, and the spare engine reserve will generate inventory costs. When the predicted standby response is delayed compared with the actual standby response, or the predicted standby demand is smaller than the actual standby demand, the rental cost will be incurred. Combined with the actual operation and maintenance of aero-engines, the cost of leasing and sending can be understood as: the spare engine prepared according to the forecast results is not enough to meet the actual spare engine response, and the actual spare engine needs to be met in the form of renting spare engine, and the corresponding leasing engine is generated. cost.

综上所述,在所提出的间断型备发需求预测评价方法中,预测偏离总成本指数:To sum up, in the proposed evaluation method for intermittent standby demand forecasting, the forecast deviation from the total cost index is as follows:

Figure BDA0002302560690000081
Figure BDA0002302560690000081

其中,Ci表示样本i的预测成本偏差指数;Among them, C i represents the forecast cost deviation index of sample i;

Figure BDA0002302560690000082
Figure BDA0002302560690000082

其中,yi,pred和yi,real分别表示需求间隔预测值和实际值;di,pred和di,real分别表示需求量预测值和实际值;crent和cown分别表示租发成本率和库存成本率;c′rent和c′own分别表示租发量偏差率和库存量偏差率;n表示预测样本总量,i表示预测样本序号。Among them, y i,pred and y i,real represent the predicted value and actual value of the demand interval, respectively; d i, pred and d i, real represent the predicted value and actual value of the demand, respectively; c rent and c own represent the cost of rent and delivery, respectively rate and inventory cost rate; c'rent and c'own represent the deviation rate of rental and inventory and the deviation rate of inventory respectively; n represents the total number of forecast samples, and i represents the serial number of the forecast samples.

其它步骤及参数与具体实施方式一至四之一相同。Other steps and parameters are the same as one of the first to fourth embodiments.

采用以下实施例验证本发明的有益效果:Adopt the following examples to verify the beneficial effects of the present invention:

实施例一:Example 1:

机队备发需求预测对比实验:Fleet spare demand forecasting comparative experiment:

为了验证Croston-XGBoost航空发动机备发需求预测模型。收集得到样本机队自2007年至2016年十年间的运维数据,以备发需求量日观测序列作为备发需求量原始观测序列,根据间断型备件需求判别标准,该样本机队备发需求是典型间断型需求。In order to verify the Croston-XGBoost aero-engine spare demand forecasting model. The operation and maintenance data of the sample fleet from 2007 to 2016 are collected and obtained, and the daily observation sequence of standby demand is used as the original observation sequence of standby demand. It is a typical intermittent demand.

根据Croston方法框架,将备发需求量原始观测序列分解为备发需求量序列和需求间隔序列。通过对样本机队备发需求量原始观测序列的分解,共得到213对备发需求量和需求间隔数据。即:备发需求量序列则由213个备发需求量数据按需求响应时序排列而成,备发需求间隔序列由对应的213个备发需求间隔数据组成。在备发需求预测实验中,将分解得到的备发需求量序列和需求间隔序列作为样本数据。According to the framework of Croston's method, the original observation sequence of standby demand is decomposed into standby demand sequence and demand interval sequence. Through the decomposition of the original observation sequence of the standby demand of the sample fleet, a total of 213 pairs of standby demand and demand interval data were obtained. That is, the standby demand sequence is composed of 213 standby demand data arranged according to the demand response time sequence, and the standby demand interval sequence is composed of the corresponding 213 standby demand interval data. In the forecasting experiment of standby demand, the decomposed demand sequence and demand interval sequence are used as sample data.

为了充分利用有限的备发需求样本,本文采用贯序预测的方式进行备发需求预测实验。贯序测试:备发需求样本按照需求响应时序进行排列,利用前m个样本进行需求预测实验时,前(m-1)个样本作为训练样本,第m个样本作为测试样本。在备发需求预测实验中,最小训练样本数设置为5,样本机队的213对备发需求样本转化为208组训练测试集。在本文的备发需求预测对比实验中,所有的机器学习方法均采用贯序测试方式。In order to make full use of the limited spare demand samples, this paper adopts the sequential forecasting method to carry out the spare demand forecasting experiment. Sequential test: The demand samples for preparation and delivery are arranged according to the demand response time series. When the first m samples are used for the demand prediction experiment, the first (m-1) samples are used as training samples, and the mth sample is used as the test sample. In the spare engine demand prediction experiment, the minimum number of training samples was set to 5, and the 213 pairs of spare engine demand samples in the sample fleet were converted into 208 sets of training and test sets. In this paper's comparative experiments on demand forecasting, all machine learning methods use sequential testing.

由于在所提出的Croston-XGBoost备发需求预测模型中考虑到了机队状态。需求预测实验收集得到样本机队历次备发需求响应发生时的机队状态信息,并将机队状态信息作为备发需求量预测和备发需求间隔预测的协变量。所利用的机队状态信息包括:在翼发动机总数;在翼发动机总飞行循环;在翼发动机平均飞行循环;在修发动机总数;在修发动机总飞行循环;在修发动机平均飞行循环;可用发动机总数;可用发动机总飞行循环;可用发动机平均飞行循环。As the fleet state is taken into account in the proposed Croston-XGBoost spare demand forecasting model. The demand forecasting experiment collects the fleet status information of the sample fleet when the standby demand response occurs, and uses the fleet status information as the covariate of the standby demand forecast and the standby demand interval forecast. Fleet status information utilized includes: total number of engines on the wing; total engine flight cycles on the wing; average engine flight cycles on the wing; total number of engines under repair; total engine flight cycles under repair; average engine flight cycles under repair; total number of engines available ; Total engine flight cycles available; Average engine flight cycles available.

在XGBoost预测模型中将RMSE作为训练误差评估参数,将最大决策树深度设为8层,学习率设置为0.1,最大估计器数量设置为800。预测得到的备发需求量和备发需求间隔示例如表1所示。In the XGBoost prediction model, RMSE is used as the training error evaluation parameter, the maximum decision tree depth is set to 8 layers, the learning rate is set to 0.1, and the maximum number of estimators is set to 800. Table 1 shows an example of the predicted spare demand and spare demand interval.

表1备发需求量与需求间隔预测结果示例Table 1 Example of the forecast results of standby demand and demand interval

Figure BDA0002302560690000091
Figure BDA0002302560690000091

为了对比Croston-XGBoost备发需求预测模型的预测精度,备发需求预测对比实验以传统Croston方法作为基准对比实验方法,同时在Croston框架下,将传统反馈神经网络(Back Propagation Neural Network,BPNN)、支持向量机(Support Vector Machine,SVM)、GBDT作为对比实验方法。包括Croston-XGBoost备发需求预测模型在内的五组对比实验的备发量和需求间隔预测误差分别如表2和表3所示。In order to compare the prediction accuracy of the Croston-XGBoost standby demand forecasting model, the traditional Croston method was used as the benchmark for the comparison experiment of standby demand forecasting. Support Vector Machine (SVM) and GBDT are used as comparative experimental methods. Table 2 and Table 3 show the forecast errors of spare capacity and demand interval of five groups of comparative experiments including the Croston-XGBoost spare demand forecasting model.

表2备发需求量预测误差Table 2 Prediction error of standby demand

Figure BDA0002302560690000092
Figure BDA0002302560690000092

表3备发需求间隔预测误差Table 3 Prediction error of standby demand interval

Figure BDA0002302560690000101
Figure BDA0002302560690000101

从上述两个表格可以看出,在备发需求间隔预测中XGBoost方法获得了最好的预测精度。同时,由于备发样本量有限,在预测实验中,取BPNN方法的10次预测结果平均值作为最终预测结果。在备发需求量预测中,SVM方法和BPNN方法的预测精度均好于XGBoost方法,但BPNN方法仍存在着较大的预测波动。It can be seen from the above two tables that the XGBoost method obtains the best prediction accuracy in the prediction of spare demand interval. At the same time, due to the limited number of prepared samples, in the prediction experiment, the average of 10 prediction results of the BPNN method is taken as the final prediction result. In the forecasting of spare demand, the prediction accuracy of SVM method and BPNN method is better than that of XGBoost method, but the BPNN method still has a large prediction fluctuation.

为了更全面的对间隔型备发需求预测进行评价,在备发需求预测对比实验中,利用本文提出的间断型备发需求预测评价方法对各组备发预测模型进行了综合评价。综合评价以预测总成本指数作为评价指标。相关的成本比率设置为:crent=50;cown=20;c′rent=100 and c′own=150。各预测模型的预测偏差总成本指数如表4所示。In order to more comprehensively evaluate the demand forecast of intermittent standby power supply, in the comparative experiment of standby power supply demand forecast, the intermittent standby power supply demand forecast evaluation method proposed in this paper is used to comprehensively evaluate each group of standby power supply forecast models. The comprehensive evaluation takes the predicted total cost index as the evaluation index. The relevant cost ratios are set as: c rent = 50; c own = 20; c' rent = 100 and c' own = 150. The total cost index of forecast deviation for each forecast model is shown in Table 4.

表4对比实验预测评估总成本Table 4 Comparison of the total cost of experimental prediction and evaluation

Figure BDA0002302560690000102
Figure BDA0002302560690000102

由上表可以明确看出,所提出的Croston-XGBoost备发需求预测模型获得了最小的预测偏差总成本指数。相比于其他四个对比实验方法,Croston-XGBoost备发需求预测模型具有更好的综合预测性能,能够为航空发动机机队实际运维提供基础支持。It can be clearly seen from the above table that the proposed Croston-XGBoost standby demand forecasting model obtains the minimum forecast deviation total cost index. Compared with the other four comparative experimental methods, the Croston-XGBoost spare engine demand prediction model has better comprehensive prediction performance and can provide basic support for the actual operation and maintenance of aero-engine fleets.

本发明还可有其它多种实施例,在不背离本发明精神及其实质的情况下,本领域技术人员当可根据本发明作出各种相应的改变和变形,但这些相应的改变和变形都应属于本发明所附的权利要求的保护范围。The present invention can also have other various embodiments. Without departing from the spirit and essence of the present invention, those skilled in the art can make various corresponding changes and deformations according to the present invention, but these corresponding changes and deformations are all It should belong to the protection scope of the appended claims of the present invention.

Claims (2)

1.航空发动机备发需求量的Croston-XGBoost预测方法,其特征在于:所述方法具体过程为:1. the Croston-XGBoost forecasting method of aero-engine standby demand is characterized in that: the method concrete process is: 步骤一、基于Croston方法将间断型备发需求原始观测序列转换为备发需求间隔序列和备发需求量序列;具体过程为:Step 1: Convert the original observation sequence of intermittent standby demand into standby demand interval sequence and standby demand sequence based on the Croston method; the specific process is as follows: 将间断型备发需求原始观测序列转换为备发需求间隔序列和备发需求量序列;Convert the original observation sequence of intermittent standby demand into standby demand interval sequence and standby demand sequence; 间断型备发需求原始观测序列表示为:The original observation sequence of intermittent standby demand is expressed as: Z={d0,0,...,0,d1,0,...,0,di,0,...,0,dn} (1)Z={d 0 ,0,...,0,d 1 ,0,...,0,d i ,0,...,0,d n } (1) 其中,di表示为第i次需求响应的需求量,di是正整数;Among them, d i represents the demand quantity of the i-th demand response, and d i is a positive integer; 备发需求间隔定义为两个相邻需求响应的观测间隔;The standby demand interval is defined as the observation interval of two adjacent demand responses; 两个相邻需求响应di和di+1之间有xi+1个“0”值需求,则di和di+1之间的需求间隔序列由式(2)计算得到:There are x i+1 “0” value demands between two adjacent demand responses d i and d i+1 , then the demand interval sequence between d i and d i+1 is calculated by formula (2): yi+1=xi+1+1 (2)y i+1 = x i+1 +1 (2) 将形如式(1)的间断型备发需求原始观测序列分解为需求间隔序列和需求量序列,分别表示为式(3)和式(4):The original observation sequence of intermittent standby demand in the form of formula (1) is decomposed into a demand interval sequence and a demand quantity sequence, which are expressed as formula (3) and formula (4) respectively: Y=δ(Z)={y1,...,yi,…,yn} (3)Y=δ(Z)={y 1 ,...,y i ,...,y n } (3) D=γ(Z)={d0,d1,...,di,...,dn} (4)D=γ(Z)={d 0 ,d 1 ,...,d i ,...,d n } (4) 其中,D表示需求量序列,Y表示需求间隔序列;δ(*)和γ(*)分别表示需求间隔序列和需求量序列的转换功能函数,Z为间断型备发需求原始观测序列,y1为第1次需求间隔,yi为第i次需求间隔,yn为第n次需求间隔,d0为初始需求量,d1为第1次需求量,di为第i次需求量,dn为第n次需求量;Among them, D is the demand sequence, Y is the demand interval sequence; δ(*) and γ(*) are the conversion function functions of the demand interval sequence and the demand sequence, respectively, Z is the original observation sequence of intermittent standby demand, y 1 is the first demand interval, y i is the i-th demand interval, yn is the n-th demand interval, d 0 is the initial demand, d 1 is the first demand, d i is the i-th demand, d n is the nth demand; 步骤二、构建XGBoost模型;其具体过程为:Step 2: Build the XGBoost model; the specific process is: XGBoost模型表示为:The XGBoost model is expressed as:
Figure FDA0002809070120000011
Figure FDA0002809070120000011
其中,F表示所有树组合而成的函数空间,{f1,f2,…,fK}表示XGBoost模型待求的K棵回归树,
Figure FDA0002809070120000012
表示样本i的预测值;xi表示yi或di
Among them, F represents the function space composed of all trees, {f 1 ,f 2 ,...,f K } represents the K regression trees to be obtained by the XGBoost model,
Figure FDA0002809070120000012
represents the predicted value of sample i; x i represents y i or d i ;
XGBoost模型的损失函数写为:The loss function of the XGBoost model is written as:
Figure FDA0002809070120000021
Figure FDA0002809070120000021
其中,
Figure FDA0002809070120000022
为样本i预测误差,yi
Figure FDA0002809070120000023
分别为样本i的实际值和预测值;Ω(ft)为第t棵回归树的正则项,表示为:
in,
Figure FDA0002809070120000022
prediction error for sample i, y i and
Figure FDA0002809070120000023
are the actual value and predicted value of sample i, respectively; Ω(f t ) is the regular term of the t-th regression tree, which is expressed as:
Figure FDA0002809070120000024
Figure FDA0002809070120000024
其中,T代表第t棵回归树的叶子节点数,ω代表第t棵回归树的所有叶子节点权重,γ为叶子节点的系数,λ为L2正则的惩罚系数;样本i的预测值表示为式(8)的形式,则损失函数表示为式(9)的形式:Among them, T represents the number of leaf nodes of the t-th regression tree, ω represents the weight of all leaf nodes of the t-th regression tree, γ is the coefficient of the leaf node, and λ is the L 2 regular penalty coefficient; the predicted value of sample i is expressed as The form of formula (8), the loss function is expressed as the form of formula (9):
Figure FDA0002809070120000025
Figure FDA0002809070120000025
Figure FDA0002809070120000026
Figure FDA0002809070120000026
其中,
Figure FDA0002809070120000027
为样本i在t棵树的预测值,
Figure FDA0002809070120000028
为样本i在现有的t-1棵树的预测值,ft为在现有的t-1棵树的基础上,使得损失函数最小的那棵回归树,ft(xi)为样本i在第t棵最优回归树的值,Ω(ft)为第t棵最优回归树的复杂度;
in,
Figure FDA0002809070120000027
is the predicted value of sample i in t trees,
Figure FDA0002809070120000028
is the predicted value of sample i in the existing t-1 tree, f t is the regression tree with the smallest loss function based on the existing t-1 tree, f t ( xi ) is the sample The value of i in the t-th optimal regression tree, Ω(f t ) is the complexity of the t-th optimal regression tree;
对损失函数L(t)进行泰勒展开,则损失函数表示为式(10)的形式:Taylor expansion of the loss function L (t) , the loss function is expressed in the form of equation (10):
Figure FDA0002809070120000029
Figure FDA0002809070120000029
其中,gi和hi为中间变量;gi和hi具体表示为式(11)和式(12);Among them, gi and hi are intermediate variables; gi and hi are specifically expressed as formula (11) and formula (12); 移除常数项的损失函数表示为式(13)的形式:The loss function with the constant term removed is expressed in the form of Equation (13):
Figure FDA00028090701200000210
Figure FDA00028090701200000210
Figure FDA00028090701200000211
Figure FDA00028090701200000211
Figure FDA00028090701200000212
Figure FDA00028090701200000212
其中,
Figure FDA0002809070120000031
为当前误差函数的一阶导数,
Figure FDA0002809070120000032
为当前误差函数的二阶导数;
in,
Figure FDA0002809070120000031
is the first derivative of the current error function,
Figure FDA0002809070120000032
is the second derivative of the current error function;
将Ij={i|q(xi)=j}定义为第j个叶子节点,则
Figure FDA0002809070120000033
表示为式(14):
Define I j ={i|q( xi )=j} as the jth leaf node, then
Figure FDA0002809070120000033
Expressed as formula (14):
Figure FDA0002809070120000034
Figure FDA0002809070120000034
其中,q(xi)为叶子节点计算函数,计算样本i所属的叶子节点;ωj代表第t棵回归树的第j个叶子节点权重;Among them, q(x i ) is the leaf node calculation function, which calculates the leaf node to which the sample i belongs; ω j represents the weight of the jth leaf node of the tth regression tree; 为求解损失函数的最小值,将式(14)两端进行求导,得ωj的最优解
Figure FDA0002809070120000035
如式(15)所示;利用
Figure FDA0002809070120000036
对损失函数进行计算,即得到式(16):
In order to find the minimum value of the loss function, the two ends of equation (14) are derived to obtain the optimal solution of ω j
Figure FDA0002809070120000035
As shown in formula (15); using
Figure FDA0002809070120000036
Calculate the loss function to get equation (16):
Figure FDA0002809070120000037
Figure FDA0002809070120000037
Figure FDA0002809070120000038
Figure FDA0002809070120000038
步骤三、基于步骤一和步骤二建立备发需求间隔预测模型和需求量预测模型;其具体过程为:Step 3. Based on Step 1 and Step 2, establish a demand interval forecasting model and a demand forecasting model for standby delivery; the specific process is as follows: 备发需求间隔预测模型Oy={Oy1,Oy2,…,Oyn};Prediction model of spare demand interval O y ={O y1 ,O y2 ,...,O yn }; 备发需求量预测模型Od={Od1,Od2,…,Odn};The forecasting model of the demand for spare hair O d = {O d1 ,O d2 ,...,O dn }; 步骤四、基于步骤三得到的备发需求间隔预测模型和备发需求量预测模型,预测偏离总成本指数。Step 4: Predict the deviation from the total cost index based on the interval forecasting model of the standby demand and the forecasting model of the standby demand obtained in the third step.
2.根据权利要求1所述航空发动机备发需求量的Croston-XGBoost预测方法,其特征在于:所述步骤四中基于步骤三得到的备发需求间隔预测模型和备发需求量预测模型,预测偏离总成本指数;具体过程为:2. the Croston-XGBoost forecasting method of aero-engine standby demand according to claim 1, is characterized in that: in the described step 4, the standby demand interval prediction model and the standby demand prediction model obtained based on step 3, predict Deviation from the total cost index; the specific process is: 预测偏离总成本指数:Forecast deviation from the total cost index:
Figure FDA0002809070120000041
Figure FDA0002809070120000041
其中,Ci表示样本i的预测成本偏差指数;Among them, C i represents the forecast cost deviation index of sample i;
Figure FDA0002809070120000042
Figure FDA0002809070120000042
其中,yi,pred和yi,real分别表示需求间隔预测值和实际值;di,pred和di,real分别表示需求量预测值和实际值;crent和cown分别表示租发成本率和库存成本率;c′rent和c′own分别表示租发量偏差率和库存量偏差率;n表示预测样本总量,i表示预测样本序号。Among them, y i,pred and y i,real represent the predicted value and actual value of the demand interval, respectively; d i, pred and d i, real represent the predicted value and actual value of the demand, respectively; c rent and c own represent the cost of rent and delivery, respectively rate and inventory cost rate; c'rent and c'own represent the deviation rate of rental and inventory and the deviation rate of inventory respectively; n represents the total number of forecast samples, and i represents the serial number of the forecast samples.
CN201911227124.2A 2019-12-04 2019-12-04 Croston-XGBoost forecasting method for aero-engine spare power demand Active CN111008661B (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
CN201911227124.2A CN111008661B (en) 2019-12-04 2019-12-04 Croston-XGBoost forecasting method for aero-engine spare power demand

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
CN201911227124.2A CN111008661B (en) 2019-12-04 2019-12-04 Croston-XGBoost forecasting method for aero-engine spare power demand

Publications (2)

Publication Number Publication Date
CN111008661A CN111008661A (en) 2020-04-14
CN111008661B true CN111008661B (en) 2021-03-09

Family

ID=70115281

Family Applications (1)

Application Number Title Priority Date Filing Date
CN201911227124.2A Active CN111008661B (en) 2019-12-04 2019-12-04 Croston-XGBoost forecasting method for aero-engine spare power demand

Country Status (1)

Country Link
CN (1) CN111008661B (en)

Families Citing this family (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN113127537B (en) * 2021-04-16 2023-11-24 北京交通大学 Spare part demand prediction method integrating time sequence prediction model and machine learning model
CN114819789A (en) * 2022-02-25 2022-07-29 国网浙江省电力有限公司 A forecasting method for electric energy meter inventory demand based on combined forecasting model

Citations (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN108647373A (en) * 2018-03-21 2018-10-12 浙江大学 A kind of industrial process flexible measurement method based on xgboost models

Family Cites Families (10)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN104732287B (en) * 2013-12-19 2018-04-13 广州地铁集团有限公司 A kind of method for inventory control that the cycle is most preferably supplemented based on spare part
CN104008428B (en) * 2014-05-19 2017-07-11 上海交通大学 Service of goods requirement forecasting and resource preferred disposition method
US20170154314A1 (en) * 2015-11-30 2017-06-01 FAMA Technologies, Inc. System for searching and correlating online activity with individual classification factors
CN106503746B (en) * 2016-11-03 2018-07-06 哈尔滨工业大学 A kind of Fault Diagnosis of Aeroengines method based on offset of performance amount
CN107704966A (en) * 2017-10-17 2018-02-16 华南理工大学 A kind of Energy Load forecasting system and method based on weather big data
CN107919016B (en) * 2017-11-15 2020-02-18 杭州远眺科技有限公司 Traffic flow parameter missing filling method based on multi-source detector data
CN107832581B (en) * 2017-12-15 2022-02-18 百度在线网络技术(北京)有限公司 State prediction method and device
CN108551167B (en) * 2018-04-25 2020-04-17 浙江大学 XGboost algorithm-based power system transient stability discrimination method
CN108846524A (en) * 2018-08-01 2018-11-20 广州大学 One kind is called a taxi Demand Forecast method and device
CN110245801A (en) * 2019-06-19 2019-09-17 中国电力科学研究院有限公司 A kind of Methods of electric load forecasting and system based on combination mining model

Patent Citations (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN108647373A (en) * 2018-03-21 2018-10-12 浙江大学 A kind of industrial process flexible measurement method based on xgboost models

Non-Patent Citations (1)

* Cited by examiner, † Cited by third party
Title
SIMFAC-A New Forecasting Method for Sporadic Time Series;Klaus Spicher 等;《3rd International Conference on Mechatronics Engineering and Information Technology(ICMEIT 2019)》;20190331;第275-283页 *

Also Published As

Publication number Publication date
CN111008661A (en) 2020-04-14

Similar Documents

Publication Publication Date Title
CN110533183B (en) A Task Placement Method for Heterogeneous Network Awareness in Pipelined Distributed Deep Learning
CN101551884A (en) A fast CVR electric load forecast method for large samples
CN115564310A (en) A new energy power system reliability assessment method based on convolutional neural network
CN111199252A (en) Fault diagnosis method for intelligent operation and maintenance system of power communication network
CN111008661B (en) Croston-XGBoost forecasting method for aero-engine spare power demand
CN108153982A (en) Based on performance prediction method after the aeroplane engine machine maintenance for stacking own coding deep learning network
CN112952807A (en) Multi-objective optimization scheduling method considering wind power uncertainty and demand response
CN110782083B (en) Aero-engine standby demand prediction method based on deep Croston method
CN104182910A (en) Correlation-associated wind power output scene construction method
CN110341986A (en) A Multi-step Prediction Method of Aircraft Auxiliary Power Unit Performance Parameters Based on RBM Optimal ELM
CN110956304A (en) A short-term forecasting method of distributed photovoltaic power generation based on GA-RBM
CN118838740A (en) Log anomaly prediction method based on dual depth Q network
CN108170945A (en) A kind of aeroplane engine machine maintenance final vacuum temperature margin Forecasting Methodology
CN112232570A (en) Forward active total electric quantity prediction method and device and readable storage medium
CN117609840A (en) A small-sample fault detection algorithm based on twin adaptive spatio-temporal graph neural network
CN117371331A (en) Aeroengine remaining life prediction method based on KDDIN
CN114498753A (en) Data-driven low-carbon ship micro-grid real-time energy management method
Yangyang et al. Research on parallel lstm algorithm based on spark
Guo et al. Short-Term Photovoltaic Power-Forecasting based on Machine Learning
Miao et al. Short-term Load Forecasting Based on Echo State Network and LightGBM
Li et al. Applications of LSTM model for aeroengine forecasting
Gao et al. A Novel Ensemble Learning-Based Method for Online Total Transfer Capability Assessment of New Power System With Increased Stochastics
Wu et al. Effect Evaluation and Intelligent Prediction of Power Substation Project Considering New Energy.
Liu et al. Short-term Gas Load Prediction with STL and Hybrid Neural Network
Zhang et al. A Review of Emerging Trends in Wind Power Forecasting Applications

Legal Events

Date Code Title Description
PB01 Publication
PB01 Publication
SE01 Entry into force of request for substantive examination
SE01 Entry into force of request for substantive examination
GR01 Patent grant
GR01 Patent grant