Literature DB >> 32546893

A Novel Riccati Equation Grey Model And Its Application In Forecasting Clean Energy.

Xilin Luo1, Huiming Duan1, Leiyuhang He1.   

Abstract

and accurate prediction of clean energy can supply an important reference for governments to formulate social and economic development policies. This paper begins with the logistic equation which is the whitening equation of the Verhulst model, introduces the Riccati equation with constant coefficients to optimize the whitening equation, and establishes a grey prediction model (CCRGM(1,1)) based on the Riccati equation. This model organically combines the characteristics of the grey model, and flexibly improves the modelling precision. Furthermore, the nonlinear term is optimized by the simulated annealing algorithm. To illustrate the validation of the new model, two kinds of clean energy consumption in the actual area are selected as the research objects. Compared with six other grey prediction models, CCRGM(1,1) model has the highest accuracy in simulation and prediction. Finally, this model is used to predict the nuclear and hydroelectricity energy consumption in North America from 2019 to 2028. The results predict that nuclear energy consumption will keep rising in the next decade, while hydroelectricity energy consumption will rise to a peak and subsequently fall back, which offers important information for the governments of North America to formulate energy measures.
© 2020 Published by Elsevier Ltd.

Entities:  

Keywords:  CCRGM(1,1) model; Clean energy; Grey prediction model; Short-term and metaphase prediction; Simulated annealing optimization

Year:  2020        PMID: 32546893      PMCID: PMC7290234          DOI: 10.1016/j.energy.2020.118085

Source DB:  PubMed          Journal:  Energy (Oxf)        ISSN: 0360-5442            Impact factor:   7.147


Introduction

British Petroleum (BP) noted that in 2018, coal consumption increased by 1.4%, oil consumption increased by 1.5%, and natural gas consumption increased by 5.3%. Thus, the energy consumption structure dominated by fossil energy increased carbon emissions by 2.0%, the fastest growth rate in nearly seven years, which also complicates the global environment and climate governance situation. However, the good news is that the consumption of clean energy represented by nuclear energy (up 2.4%) and hydroelectricity (up 3.1%) continues to increase. Clean energy has played a huge role in global environmental governance by virtue of its health, safety and pollution-free characteristics [1], thus reducing the proportion of fossil energy in total energy consumption. Therefore, in recent years, with the global promotion of energy conservation and emission reduction, countries have increased their research into clean energy [2]. Clean energy has become an important reference factor for governments to formulate policies. The International Energy Agency (IEA) states that with vigorous promotion of clean energy, the global energy structure is undergoing significant changes, and this topic has spurred researchers to focus on building accurate energy prediction models to supply effective information for global energy policy-making. The most common models include commonly used mathematical statistical models (such as the autoregressive distributed lag model, ARIMA, Markov model [[3], [4], [5]]) and intelligent computer technology model [6,7]. These models predict the energy data accurately. However, the main disadvantage of statistical models is that sufficient input data are generally needed for parameter estimation to achieve accurate prediction [8]. The main disadvantage of intelligent computer models is that they usually require a large amount of data for training, and too little data might lead to an inaccurate model. However, significant changes have taken place in the global energy structure, and historical data are no longer reliable for future energy prediction, which has led to a significant reduction in the amount of useful energy data. In addition, no matter how much data are used to build the model, the computational results are not the real data. If the model can be built with less data to obtain relatively effective results, then the model is considered attractive [9]. In fact, grey models can meet these requirements. Therefore, in recent years, researchers have turned to the grey prediction models with small samples (at least four independent data points are required [10]). To address “small-sample and poor information” systems, Professor Deng proposed the grey system [11], which is based on information coverage, via sequence generation and the grey model to explore the real law of movement of things, with the feature of “less data modelling”. Now, the grey model is widely used in predictions related to energy, finance, transportation, environment, manufacturing and other industries [[12], [13], [14], [15], [16]]. In this process, the grey model has also been extended from the original GM(1,1) to Verhulst model, DGM(1,1), NGM (1,1, K, c), FDGM (1, n), NIPGM (1,1,t,α) [[17], [18], [19], [20], [21], [22]], and combined models, such as GM-ARIMA,GM-MARKOV [23,24] and the combined models of grey model and intelligent computer method [[25], [26], [27]]. To improve the performance of the grey model, researchers have conducted much in-depth and systematic research on the grey prediction model from the perspective of the data accumulation mode, optimization of the background value, model property, modelling mechanism, etc. [[28], [29], [30], [31], [32]], which has advanced the development and refinement of the grey prediction models. Many grey energy prediction models consider only a single variable and can be divided into three main types: the first is the grey basic model. Zeng et al. [33] proposed the UGM(1,1) model based on the unbiased grey model and a weakening buffer operator to predict the shale gas constant in China. Wang et al. [34] proposed the DGGM(1,1) model to predict China’s hydroelectricity based on a small sample and data grouping. Ding [35] proposed a new grey model to predict China’s total and industrial electricity consumption from 2015 to 2020. The second type is the grey combination model, Wang [36] proposed MNGM-ARIMA model by combining linear and nonlinear models to predict shale gas production in the United States every month. Li [37] proposed a grey model with the regression method, and proposed the GM-ARIMA model to predict the annual average new installed capacity of China’s coal-fired growth in 2017–2026, which will reach 740 GW. Wang et al. [38] used the MVO-MNGBM model to predict that natural gas consumption will reach 354.1 billion cubic meters by 2020 in different regions of China. The third type is the grey model optimized by an optimization algorithm. Ding et al. [39] proposed the adaptive grey system SIGM(1,1) to predict natural gas demand in China via the ant colony optimization algorithm. Wu et al. [10] proposed the FANGBM(1,1) model to predict the renewable energy in a short period by PSO algorithm. Ma et al. [40] proposed a fractional time-delay grey model to predict coal and natural gas consumption in Chongqing with the latest grey wolf optimizer. The above models have achieved good results, but they ignore the characteristics of energy data. The trend of consumption for fossil energy such as coal and oil presents a disordered and unsaturated S-shaped, and clean energy is no exception. In grey theory, the grey Verhulst model is better for ordered S-shaped data or single-peak data, and the classical GM(1,1) or DGM (1,1) model is better for exponential growth data. For the disordered S-shaped trend of energy data, the performance of the Verhulst model is affected. Therefore, based on the data characteristics and the above literature analysis, the grey Verhulst model is optimized and extended by the Riccati equation, and the mathematical properties of the new model are analysed. The nonlinear term of the new model is optimized by the simulated annealing algorithm, and modelling is performed. The good performance of the new model is verified by the validation cases. Therefore, this model is applied to predict clean energy consumption in North America. The results of the validation and application cases show that the new model is superior to the GM(1,1), DGM(1,1), NGM(1,1), ENGM(1,1) [41], ARGM(1,1) [42] and Verhulst models. Finally, the clean energy consumption over the next 10 years is predicted, providing important information to the government for policy-making. In the full text, the different abbreviations are for different grey prediction models. Abbreviations and their meanings are listed in Table 1 .
Table 1

Abbreviations of the models.

NumberAbbreviationDefinition
1GM(1, 1)Grey model with one variable and one first order equation [17]
2NGM(1,1, k, c)Non-homogeneous grey model [20]
3DGM(1,1)Discrete grey model with one variable and one first-order equation [19]
4ARGM(1,1)Autoregressive grey model [42]
5ENGM(1,1)Exact nonhomogeneous grey model [41]
6VerhulstVerhulst grey model [18]
7CCRGM(1,1)Constant coefficients Riccati grey model
Abbreviations of the models. The remainder of this paper is arranged as follows. The CCRGM(1,1) model is discussed in detail in Section 2. Section 3 studies the accuracy of the CCRGM(1,1) model in three cases. Application is presented in Section 4. Conclusions and future work are summarized in Section 5.

CCRGM(1,1) model

The basis of the verhulst model

Definition 2.1 Assume that is a real data sequence, is a 1-accumulating generation operator(AGO) sequence of , where , and is the mean sequence generated by consecutive neighbors of , where The Verhulst model is Definition 2.2 The whitening equation of grey Verhulst model is Definition 2.3 (1) The solution of whitening equation is The time response equation is In definitions 2.1–2.3, the least square estimate of the series parameter is , where

The basis of riccati equation

The general Riccati equation iswhere and are continuous on the interval , and is not always 0. Eq. (5) generally has no elementary product decomposition. When and Eq. (5) is the classical logistic model, and it is expressed as follows: Eq. (6) is the whitening equation of the Verhulst model. The Verhulst model has certain limitations in dealing with unordered S-shaped or single-peak data. To make the model more applicable, optimization is necessary. Because the logistic model is a special case of the Riccati equation, and can be considered from Riccati equation, and the following equation can be achieved:

Grey prediction model based on riccati equation

In this section, according to the whitening equation of the Verhulst model and the relationship between the logistic equation and the Riccati equation, a new grey prediction model is established. The properties of this model are studied, and the time response function of this model is obtained. Definition 2.4 Set and as in definition 2.1. Thus,is CCRGM(1,1). The following whitening equation can be obtained from Eq. (7): CCRGM(1,1) is the grey Verhulst model and its extended model, and are nonlinear correction and constant correction terms respectively. In Eq. (9), when and , CCRGM(1,1) is the grey Verhulst model. Definition 2.5 Set parameter list is , and Then parameters and satisfy Proof. Substituting non-negative raw data into Eq. (8), sothat is, . Then, replacing with is obtained. Setand the that minimize should satisfy According to the above equations, the following equation can be obtained: Therefore, definition 2.5 is proven. Definition 2.6 Set and are as definition 2.5, the time response sequence of CCRGM(1,1) iswhere When,the first equation takes on a minus sign; otherwise, it takes on a positive sign. Proof. Set ,Eq. (9) is changed as Then, integrating the two sides of Eq. (14): Setand , so that Then, integrating the two sides of Eq. (16) to get The right end of Eq. (17) can be discussed in three cases: When: Set the initial value condition as, and substitute these into Eq. (18). The constant can be calculated as follows: Move the left and right sides of Eq. (18) and solve to yield Set , thus, When , the above equation takes on a minus sign; otherwise, it takes on a positive sign. When : Set the initial value condition as , and substitute these into Eq. (22). Then, The time response equation can be obtained from Eq. (23): When : Take the initial value condition into Eq. (25), the constant isand the time response equation is Definition 2.6 is thus proven, and the reduced value can be obtained:

Optimization of nonlinear correction term

This section derives the optimal order of nonlinear terms. First, to evaluate the accuracy of the model and the effect of order selection, the absolute percentage error (APE) and the mean absolute percentage error (MAPE) are introduced as evaluation metrics. The APE and MAPE are defined as follows: The nonlinear term optimization is primarily aimed at the orderin Eq. (8). CCRGM(1,1) uses the simulated annealing (SA) algorithm proposed by Kirkpatrick [43] to search. The SA is used to simulate the annealing and cooling process of disordered thermal power system. The entire process is composed of a discrete-time nonhomogeneous Markov chains. The SA is not a predefined mechanical calculation sequence, but a strategy to solve combinatorial optimization problems [44]. Therefore, it is an efficient random global optimization method [45]. When using the SA algorithm, first, set the convergence conditions according to the actual needs, such as the size of the error, number of iterations or termination temperature. The cooling law is as follows:is the annealing coefficient, andis theiteration. Becausehas to decrease slowly, should be close to 1. The SA algorithm is given, as shown in Table 2 .
Table 2

The steps of the SA algorithm.

Algorithm: The SA algorithm to find the optimalr
Set the objective function and the maximum iteration numberT(t+1)=V·T(t)Input: The original seriesrand the number of modelling dataOutput: The best orderrforr[0.1,n]do SubstitutertoPˆ=(BTB)1BTYand obtain parametersP=(a,b,c,d)T Substitute parameters to discrete equation Eq. (13) and compute the simulation value to obtainXˆ(1)(k) ComputeXˆ(1)(k)in Eq. (28) Compute MAPE in Eq. (29), (30)End Update the minimum MAPE valueReturn the bestrby the SA algorithm.
The steps of the SA algorithm.

Modelling steps

Based on the definition of CCRGM(1,1) and SA algorithm, this paper proposes a prediction process using CCRGM(1,1): Step 1: Input the original series . Step 2: Compute the 1-AGO series of , and the mean sequence of the 1-AGO series . Step 3: Substitute the data of step 1 into Eq. (10) and initial nonlinear order to obtain parameters and. Step 4: According to the relationship betweenand 0, choose the appropriate time response equation. When , choose Eq. (21); When , choose Eq. (24); When , choose Eq. (27). Then, compute the restored value by Eq. (28). Step 5: Substitute the data of above three steps into Eq. (8) to construct the CCRGM(1,1) and compute the MAPE. Step 6: Use the SA algorithm to optimize nonlinear term and compute the lowest MAPE value. Step 7: Substitute the optimalto reconstruct CCRGM(1,1) model and compute the simulated data and MAPE. Combined with the above modelling steps of the model, the modelling flow chart is obtained, as shown in Fig. 1 .
Fig. 1

Flowchart of the CCRGM(1,1) model.

Flowchart of the CCRGM(1,1) model.

Validation of CCRGM (1,1) model

To illustrate the validity of the CCRGM(1,1) model, three numerical cases are selected. The first is the share of renewable energy consumption, and the last two cases are nuclear energy and hydroelectricity, which are the most consumed forms of clean energy. In three numerical experiments, the results of CCRGM(1,1) are compared with those of GM(1,1) [20], DGM(1,1) [22], NGM(1,1, K, c) (referred to as NGM(1,1)) [23], ARGM(1,1) [46], ENGM(1,1) [45], and Verhulst models [21]. To comprehensively evaluate the prediction performance of the selected models, this paper evaluates the models from two different aspects: the first is to measure the performance of the evaluation metrics generated by these competition models. In addition to the APE and MAPE commonly used in grey model, RMSPE, MAE, MSE, IA, U1, U2, and R are also introduced. The definitions of these metrics are listed in Table 3 . MAPE value is calculated in two stages: MAPEFIT in model building stage and MAPEPRE in prediction stage. Other metrics are calculated by the value of the entire process. Second, the APE comparison chart and curve trend chart are used to show the model performance. The curve trend chart is used to evaluate the fitting and approximation degree of the model simulation trend line and the actual data trend line. The higher the degree of fitting and approximation, the better the data fitting ability of the model is. This standard is reflected mainly by the data trend chart. In the data trend chart of three cases, because the error of the NGM(1,1) is very large, it is omitted.
Table 3

Metrics for evaluating the effectiveness of the models [40].

NameAbbreviationFormulation
Mean absolute percentage errorMAPE1n1k=1n|X(0)(k)Xˆ(0)(k)X(0)(k)|×100%
Root mean squares percentage errorRMSPE1ni=1n(X(0)(k)Xˆ(0)(k)X(0)(k))2×100%
Mean absolute percentage errorMAE1ni=1n|X(0)(k)Xˆ(0)(k)|
Mean squares errorMSE1ni=1n(X(0)(k)Xˆ(0)(k))2
Index of agreementIA1-k=1nX(0)k)Xˆ(0)(k))2k=1n(|Xˆ(0)(k)x¯|+|X(0)(k)x¯|)2
Theil U statistic 1U11ni=1nX(0)k)Xˆ(0)(k))21ni=1n[X(0)(k)]2+1ni=1n[Xˆ(0)(k)]2
Theil U statistic 2U2[i=1nX(0)k)Xˆ(0)(k))2]1/2[i=1n[X(0)(k)]2]1/2
Correlation coefficientRCov(Xˆ(0),X(0))Var(Xˆ(0))Var(X(0))
Metrics for evaluating the effectiveness of the models [40]. In the following experiments, the CCRGM(1,1) model is calculated according to the steps in Fig. 1, for which the steps of the SA algorithm are calculated using MATLAB according to the steps in Table 2.

Numerical simulation experiments

Validation case 1 Simulation experiment on the percentage of renewable energy consumption: In the first case, data of the S-shaped renewable energy consumption proportion are taken from CHINA ENERGY STATISTICAL YEARBOOK 2018. The data from 1999 to 2013 are used to establish seven models in Table 1, and the other data are used to test the models. This numerical experiment primarily shows the advantages of the models under disordered S-shaped data. Table 4 shows the original data and calculation results of seven models. Table 5 lists the evaluation metrics of the seven models. The optimalof the CCRGM(1,1) is.
Table 4

Forecasting results of grey models in Validation Case 1.

YearRaw dataGM
APE
DGM
APE
NGM
APE
ARGM
APE
(1,1)(%)(1,1)(%)(1,1)(%)(1,1)(%)
19995.95.905.905.905.90
20007.37.1894−1.51527.1983−1.39338.806920.64296.8761−5.8063
20018.47.3417−12.59927.3495−12.50559.250210.12167.5359−10.2865
20028.27.4972−8.57117.504−8.48819.846320.07637.9819−2.6598
20037.47.6563.4597.66173.535810.647743.88788.283311.9369
20047.67.81812.87017.82262.929511.725354.28048.487111.6721
20057.47.98377.88817.9877.932713.174378.03088.624816.5513
20067.48.152810.17328.154810.200615.1226104.35888.717917.8092
20077.58.325511.00678.326211.01617.7422136.56288.780817.0773
20088.48.50181.21248.50121.204221.2646153.158.82335.0396
20098.58.68192.14028.67982.115126.0008205.89198.85214.142
20109.48.8658−5.68298.8622−5.721632.3691244.35248.8715−5.6224
20118.49.05367.78099.04847.718940.932387.28548.88465.7694
20129.79.2454−4.68719.2385−4.757652.4456440.67618.8935−8.3144
201310.29.4412−7.43949.4326−7.523167.9268565.94898.8995−12.7499
MAPE(%)6.21616.2173176.09459.6741
201411.39.6412−14.68019.6308−14.771388.7428685.33498.9036−21.2074
201512.19.8454−18.63349.8332−18.7338116.7321864.72838.9063−26.3942
201613.310.0539−24.406810.0398−24.5125154.36651060.65078.9082−33.0214
201713.810.2668−25.602610.2508−25.7189204.96981385.28868.9094−35.4391
MAPE(%)20.830720.9341999.000629.0155

Year
Raw data
ENGM (1,1)
APE (%)
Verhulst
APE (%)
CCRGM (1,1)
APE (%)

19995.95.905.905.90
20007.37.82847.2381.525−79.10987.88688.0386
20018.47.9565−5.27941.896−77.4297.7762−7.4261
20028.28.1094−1.10472.3441−71.41347.7171−5.8885
20037.48.291812.05142.8783−61.10397.70484.1196
20047.68.509411.96553.5046−53.88737.73791.814
20057.48.768918.49934.2235−42.92547.81635.6251
20067.49.078622.68375.0275−32.06147.94137.3153
20077.59.44825.97335.8972−21.37138.11568.2076
20088.49.888717.72246.7993−19.05638.3427−0.6823
20098.510.414422.52237.6856−9.58148.62781.5036
20109.411.041517.46338.4952−9.62528.9776−4.4932
20118.411.789740.35399.16119.06079.400911.9155
20129.712.682330.7459.6198−0.82739.90872.1517
201310.213.74734.77489.8232−3.693910.51533.091
MAPE(%)19.169735.08185.1623
201411.315.017332.89619.7491−13.724811.2388−0.5418
201512.116.532636.6339.4056−22.267612.10260.0213
201613.318.340337.89718.8298−33.610613.137−1.2253
201713.820.496948.5288.0792−41.454914.3824.2171
MAPE(%)38.988627.76451.5014
Table 5

Metrics of models in Validation Case 1.

MetricsGM
DGM
NGM
ARGM
ENGM
Verhulst
CCRGM
CCRGM rank
(1,1)(1,1)(1,1)(1,1)(1,1)(1,1)(1,1)
RMSPE11.543111.5821517.733616.447626.183440.71375.2611
MAE0.94130.944338.72451.36152.24792.78310.351
MSE1.88011.89574254.70123.66988.202812.2420.19141
IA0.80980.8074−0.33160.5060.76660.40960.98921
U10.07670.0770.79750.10780.13510.2150.02331
U20.14730.14797.00910.20580.30780.3760.0471
R0.88490.88420.95310.54530.97480.63280.98141
MAPEFIT6.21616.2173176.09459.674119.169735.08185.16231
MAPEPRE20.830720.9341999.000629.015538.988627.76451.50141
Forecasting results of grey models in Validation Case 1. Metrics of models in Validation Case 1. In comparison with other grey models, Table 4 shows that the MAPEFIT values of CCRGM(1,1), GM(1,1), DGM(1,1), and ARGM(1,1) are all lower than 10%, indicating that the fitting effect of these models is good, but the lowest is that of CCRGM(1,1), which is 5.1623%. The fitting effect of NGM(1,1) is the worst, and the MAPEFIT is as high as 176.0954%. In the prediction stage, the MAPEPRE of CCRGM(1,1) is the lowest, only 1.5014%, and that of other models exceeds 20%. Table 5 shows that all evaluation metrics of the CCRGM(1,1) are better than other models. For RMSPE, MSE, IA, U1, and U2 evaluation indexes, CCRGM(1,1) values are far better than those of the other models. To intuitively show the fitting error of all models, Table 4 is transformed into APE comparison chart and curve trend chart, as shown in Fig. 2, Fig. 3 respectively. Because the error of NGM(1,1) model is too large to affect Fig. 2, Fig. 3, it is omitted in the charts.
Fig. 2

The APE of the seven models in Validation Case 1.

Fig. 3

Overall trend of simulation results of models in Validation Case 1.

The APE of the seven models in Validation Case 1. Overall trend of simulation results of models in Validation Case 1. Fig. 2 shows that the APE values of CCRGM(1,1) are not the lowest in 7 years, but the those of other 12 years are much lower than other models, and those of six years are close to the zero line. Fig. 3 shows that the actual trend line exhibits a disordered S-shaped, the fitting lines of GM(1,1), DGM(1,1) ARGM(1,1), ENGM(1,1) are increasing, and far from the actual data trend line, while Verhulst model presents a complete S-shaped, and underestimates the actual value. Only the fitting line of CCRGM(1,1) is closest to the actual data line. In conclusion, two aspects show that CCRGM(1,1) has the best effect in dealing with disordered S-shaped data and alleviates the dependence of Verhulst model on saturated S-shaped data. Validation case 2 Predicting nuclear clean energy consumption: This case selects China’s nuclear energy consumption as the research object, with data taken from the literature [[46]]. One of the largest countries in the world, China began to develop clean energy later than other countries, but its development proceeded rapidly. Thus, the data in recent years are not S-shaped data, and are used to illustrate the ability of CCRGM(1,1) model for non-S-shaped data. The data from 2006 to 2012 are used to establish the seven models, while the data from 2013 to 2017 are used to test the models. The original data and calculation results are shown in Table 6, Table 7 . The optimalof CCRGM(1,1) is.
Table 6

Forecasting results of grey models in Validation Case 2.

YearRaw dataGM(1,1)APE(%)DGM(1,1)APE(%)NGM(1,1)APE(%)ARGM(1,1)APE(%)
200612.412.4012.4012.4012.40
200714.113.65233.175213.6726−3.031317.509324.179513.46844.4793
200815.514.92413.715614.9433−3.591419.579926.321714.70985.0979
200915.916.3143−2.605916.33222.718122.634542.355616.1522−1.5863
201016.717.8341−6.791117.85016.886827.141162.521617.8281−6.7553
201119.519.49550.023319.50910.046633.789673.280219.7754−1.4122
20122221.31163.129321.3223−3.080643.598298.173622.0379−0.1722
MAPE(%)3.24013.225854.4723.2505
201325.323.29697.917623.304−7.889458.0688129.520824.6667−2.5032
20143025.467115.109725.469915.100479.4171164.723827.7211−7.5963
201538.627.839527.87727.837127.8833110.9124187.337731.2718.9896
201648.230.432936.861330.424236.8792157.3772226.508735.393526.5694
201756.233.267940.804533.251940.8329225.9267302.004840.184628.4971
MAPE(%)25.71425.717202.019116.8311
Table 7

Metrics of models for fitting in Validation Case 2.

MetricsGM
DGM
NGM
ARGM
ENGM
Verhulst
CCRGM
CCRGM rank
(1,1)(1,1)(1,1)(1,1)(1,1)(1,1)(1,1)
RMSPE18.660218.6671142.450713.034755.684421.45825.69171
MAE5.10515.105541.16293.515015.20663.86931.21871
MSE82.030282.11684193.754640.1883786.419722.05799.12501
IA0.79700.79660.29600.91930.68970.97690.98941
U10.17450.17460.53000.11710.32990.07680.04981
U20.30620.30632.18920.21430.94800.15880.10211
R0.96410.96400.99030.98330.97840.98070.98892
MAPEFIT3.24013.225854.4723.25059.659518.87822.26281
MAPEPRE25.71425.717202.019116.831175.617716.10824.77241
Forecasting results of grey models in Validation Case 2. Metrics of models for fitting in Validation Case 2. According to Table 6, the model with the best fitting effect is CCRGM(1,1), whose MAPEFIT value is only 2.2628%, which is far better than that of NGM(1,1), ENGM(1,1) and Verhulst models, but approximately only a percentage point lower than that of GM(1,1), DGM(1,1) and ARGM(1,1). However, the MAPEPRE of CCRGM(1,1) model is much lower than that of other models, only 4.7724%, and that of other models exceeds 16%. In the comparison of other evaluation indexes in Table 7, the R metric of CCRGM(1,1) ranks second of the seven models, and other metrics are slightly better than those of the other models. However, NGM(1,1), which ranks first in R metric, has the worst results in the other metrics. To visually highlight the error of all models, APE comparison chart and curve trend chart are shown in Fig. 4, Fig. 5 respectively.
Fig. 4

The APE of the models in Validation Case 2.

Fig. 5

Overall trend of simulation results of models in Validation Case 2.

The APE of the models in Validation Case 2. Overall trend of simulation results of models in Validation Case 2. Fig. 4 shows that the APE values of CCRGM(1,1) are the lowest in 8 out of 12 years, most of which are close to the zero line, while the APE values of other four years are also not the largest. In Fig. 5, the actual data show an upward trend, not an S-shaped trend. GM(1,1), DGM(1,1) and ARGM(1,1) underestimate the actual value; ENGM(1,1) overestimates the actual value. The fitting line of Verhulst model shows an S-shaped trend, only that of CCRGM(1,1) is the closest to the actual data line. In conclusion, CCRGM(1,1) can not only effectively predict nuclear energy consumption, but also eliminate the dependence of Verhulst model on the saturated S-shaped. Validation case 3 Predicting the hydroelectricity clean energy consumption: These data are collected from BP Statistical Review of World Energy 2019. Countries in Commonwealth of Independent States (CIS) region, which is influenced by European and North American countries, have vigorously developed clean energy. Therefore, the data in recent years show a disordered S-shaped. The data of the first ten years are used to build the models, and the data of the last years are used to test the model. The optimalof CCRGM(1,1) model is. The original data and fitting results are shown in Table 8 , and the results of evaluation metrics are shown in Table 9 .
Table 8

Forecasting results of grey models in Validation Case 3.

YearRaw dataGM (1,1)APE (%)DGM (1,1)APE (%)NGM (1,1)APE (%)ARGM (1,1)APE (%)
200847.047.00000.000047.00000.000047.00000.000047.00000.0000
200949.447.9984−2.837248.0122−2.809364.630230.830449.04−0.7287
201049.148.5632−1.093248.574−1.071374.916752.579850.08171.9993
201148.149.13472.151249.14232.16791.880591.019750.61365.2257
201248.249.71293.138949.71743.148119.8561148.664150.88515.5708
201351.950.298−3.086850.2991−3.0846165.9918219.8351.0238−1.6882
20145050.88991.779750.88761.7753242.0759384.151851.09462.1893
201548.851.48875.509751.48315.4981367.5492653.174551.13084.7762
201653.152.0946−1.893352.0855−1.9106574.4719981.86851.1492−3.6737
201754.352.7077−2.932452.6949−2.9559915.71611586.401751.1587−5.7851
MAPE(%)2.71362.7134460.94673.5152
201855.453.3279−3.740253.3115−3.76991478.47512568.727651.1635−7.6471
MAPE(%)3.74023.76992568.72767.6471
Table 9

Metrics of models for fitting in Validation Case 3.

MetricsGM
DGM
NGM
ARGM
ENGM
Verhulst
CCRGM
CCRGM rank
(1,1)(1,1)(1,1)(1,1)(1,1)(1,1)(1,1)
RMSPE2.90692.9099987.91484.25092.955927.16802.21721
MAE1.30331.3048326.11491.83371.29239.87830.76751
MSE2.18542.1917290,7704.87652.2197180.24111.27631
IA0.89110.8904−0.54250.63430.90260.10820.94691
U10.01470.01470.86490.02190.01480.13900.01121
U20.02920.029310.66710.04370.02950.26560.02231
R0.83910.83890.87220.55680.83530.34670.90601
MAPEFIT2.71362.7134460.94673.51522.785422.26041.84761
MAPEPRE3.74023.76992568.72767.64712.973117.85660.00181
Forecasting results of grey models in Validation Case 3. Metrics of models for fitting in Validation Case 3. As seen in Table 8, the difference between the MAPEFIT of GM(1,1), DGM(1,1), ARGM(1,1), ENGM(1,1) and CCRGM(1,1) models is not large. The MAPEFIT of CCRGM(1,1) is approximately 1% lower than the other values, only 1.8476%, while NGM(1,1) has the worst fitting effect, with MAPEFIT reaching 460.9467%. The MAPEFIT of Verhulst model is slightly better than that of NGM(1,1), at 22.2604%. The MAPEPRE of CCRGM(1,1) model is close to zero, only 0.0018%, far lower than that of the other models. Table 9 clearly shows that the results of evaluation metrics of CCRGM(1,1) are better than those of other models. In the same way as the first two cases, Table 8 is transformed into APE comparison chart and curve trend chart, as shown in Fig. 6, Fig. 7 respectively.
Fig. 6

The APE of the six models in Validation Case 3.

Fig. 7

Overall trend of simulation results of models in Validation Case 3.

The APE of the six models in Validation Case 3. Overall trend of simulation results of models in Validation Case 3. In Fig. 6, except for 2016, the APE of CCRGM(1,1) is the lowest every year, and all of the values are close to zero. In Fig. 7, the original data show a continuous multiple S-shaped trend, Verhulst model shows single saturated S-shaped; and the fitting curves of GM(1,1), DGM(1,1), ARGM(1,1) and ENGM(1,1) show a straight upward trend. Only the fitting trend of CCRGM(1,1) is close to the actual data trend. The above analysis shows that CCRGM(1,1) is effective and accurate for the prediction of hydroelectricity energy.

Analysis of results

In this section, the results of three cases are analysed in combination with figures, and the following conclusions can be obtained: The Riccati equation is introduced into the classical Verhulst model to achieve a new grey model, and the accuracy of Verhulst model is substantially improved after the expansion. In the validation cases, the regularity of clean energy data is not obvious, but the effect of CCRGM(1,1) model is far better than that of the Verhulst model, which shows that the CCRGM(1,1) model has no obvious data requirements and alleviates the dependence of Verhulst model on S-shaped data, which makes CCRGM(1,1) model more suitable for clean energy prediction. In the comparison of CCRGM(1,1) with the GM(1,1), DGM(1,1), NGM(1,1), ARGM(1,1) and ENGM(1,1) models, the evaluation metrics of CCRGM(1,1) model are the best, and the fitting and approximation degree between the trend lines of CCRGM(1,1) model and original data is the highest, far superior to those of the other grey models. This result shows that the CCRGM(1,1) model is effective and accurate in short-term and metaphase prediction of clean energy consumption.

Applications

North America usually refers to the United States, Canada and other regions. It is the most developed continent in the world and the first region to vigorously develop clean energy. According to BP Statistical Review of World Energy 2018, the annual growth rate of new energy consumption in North America from 2007 to 2017 was 13.9%, which effectively reduced the consumption of coal, oil and other resources. In 2016, North America reached a consensus that clean energy should account for 50% of energy consumption, thus, its predicted clean energy consumption trend plays a crucial role in formulating energy consumption policies. Due to the good performance of the CCRGM(1,1) model, this model is applied to predict nuclear and hydroelectricity energy consumption in North America. The data are taken from BP Statistical Review of World Energy 2019, and divided into two parts: one part is used to build the model, and the other part is used to test and compare the prediction results of the models.

Case 1: prediction of nuclear clean energy consumption

The actual data are shown in Table 10 , in which the data from 2002 to 2007 are used to build the model, and the other data are used to test the models. The results of the seven models are shown in Table 10. The optimalultimately identified is.
Table 10

Forecasting results of grey models in Case 1.

YearRaw dataGM (1,1)APE (%)DGM (1,1)APE (%)NGM (1,1)APE (%)ARGM (1,1)APE (%)
2002205205.00000.0000205.00000.0000205.00000.0000205.00000.0000
2003201.1203.60431.2453203.61741.2518120.1210−40.268208.07933.4706
2004210.2206.5670−1.7284206.5757−1.7242190.7175−9.2685209.9471−0.1203
2005209.4209.57280.0825209.57690.0845206.4427−1.4123211.08010.8023
2006212212.62240.2936212.62170.2933209.9454−0.9691211.7673−0.1098
2007215.4215.71640.1469215.71080.1443210.7256−2.1701212.1842−1.493
MAPE (%)0.69930.699613.5221.1992
2008215.8218.85531.4158218.84481.4109210.8994−2.1701212.437−1.5584
2009212.9222.04004.2931222.02434.2857210.9381−2.2709212.5904−0.1454
2010213.9225.27105.3160225.24995.3062210.9468−0.9215212.6834−0.5688
2011211.5228.54908.0610228.52258.0485210.9487−1.3807212.73980.5862
2012206.5231.874712.2880231.842612.2724210.9491−0.2607212.77413.0383
2013213.8235.248810.0322235.210910.0145210.94922.1545212.7948−0.4701
2014216.2238.672010.3941238.628210.3738210.9492−1.3334212.8074−1.5692
2015215.4242.145012.4164242.095112.3933210.9492−2.4287212.8151−1.2001
2016217245.668613.2113245.612313.1854210.9492−2.0663212.8197−1.9264
2017216.9249.243414.9117249.180714.8828210.9492−2.7884212.8225−1.8799
2018217.9252.870216.0488252.80116.0170210.9492−2.7436212.8242−2.3294
MAPE(%)9.85359.83551.97571.3884

Year
Raw data
ENGM (1,1)
APE (%)
Verhulst
APE (%)
CCRGM (1,1)
APE (%)

2002205205.00000.0000205.00000.0000205.00000.0000
2003201.1211.91585.3783134.422433.1564200.5235−0.2867
2004210.2212.8971.2831188.872510.1463208.2622−0.9219
2005209.4213.90622.1520230.08599.8786210.99260.7606
2006212214.94421.3888236.162911.3976212.61560.2904
2007215.4216.01180.2840203.3911−5.5752213.7055−0.7867
MAPE (%)2.097214.03080.6092
2008215.8217.10980.6070150.334730.3361214.4788−0.6122
2009212.9218.23922.5078249.362717.1267215.04171.0059
2010213.9219.40072.5716309.738544.8053215.45450.7267
2011211.5220.59544.3004344.828263.0393215.75492.0118
2012206.5221.82417.4209364.656876.5892215.96824.5851
2013213.8223.08794.3442375.68475.7175216.11191.0813
2014216.2224.38783.7871381.762176.5782216.1989−0.0005
2015215.4225.72474.7932385.095878.7817216.2390.3895
2016217227.09974.6542386.919478.3039216.2395−0.3505
2017216.9228.51395.3545387.915478.8453216.2064−0.3198
2018217.9229.96845.5385388.45978.2740216.1444−0.8057
MAPE(%)4.170963.49071.0808
Forecasting results of grey models in Case 1. In Table 10, the errors of CCRGM(1,1) are the smallest, the MAPEFIT is only 0.6092%, and the MAPEPRE is only 1.0808%. The model with the largest MAPE value is Verhulst model. To visually compare the differences among the models, Table 10 is transformed into charts of the MAPE comparison and curve trend, as shown in Fig. 8, Fig. 9 respectively. Table 10 shows that the MAPEPRE of Verhulst model is very large, so it is omitted in Fig. 8, Fig. 9.
Fig. 8

The MAPE of the models in Case 1.

Fig. 9

Overall trend of simulation results of models in Case 1.

The MAPE of the models in Case 1. Overall trend of simulation results of models in Case 1. In Fig. 8, the MAPEFIT values of GM(1,1) and DGM(1,1) are slightly 0.1% higher than that of CCRGM(1,1), but the MAPEPRE values are far higher than that of CCRGM(1,1). The MAPEPRE values of ARGM(1,1) and NGM(1,1) are similar to that of CCRGM(1,1), but the MAPEFIT values are higher. In Fig. 9, except for 2012, the CCRGM(1,1) predictions generally coincide with the original data, ARGM(1,1) and NGM(1,1) underestimate the nuclear energy consumption, and the fitting lines of GM(1,1) and DGM(1,1) essentially coincide, but similar to ENGM(1,1), they overestimate the nuclear energy consumption. In addition, Verhulst model presents a saturated S-shaped, which is contrary to the actual situation. Therefore, the CCRGM (1,1) model is the best for prediction of nuclear energy.

Case 2: prediction of hydroelectricity clean energy consumption

In this case, the CCRGM(1,1) model is established based on the hydroelectricity energy consumption in 2000–2009, and the consumption in subsequent nine years is used for prediction. The optimalof CCRGM(1,1) is. The actual data and the results of seven grey models are shown in Table 11 .
Table 11

Forecasting results of grey models in Case 2.

YearRaw dataGM (1,1)APE (%)DGM (1,1)APE (%)NGM (1,1)APE (%)ARGM (1,1)APE (%)
2000149.9149.90000.0000149.90000.0000149.90000.0000149.90000.0000
2001129136.42775.7579136.46225.7846103.7961−19.5379144.734712.1975
2002143.1138.4104−3.2771138.4377−3.2581120.8235−15.5671144.63731.0743
2003141.6140.422−0.8319140.4418−0.8179131.6053−7.0584144.63552.1437
2004141.7142.46280.5383142.4750.5469138.4322−2.3061144.63552.0716
2005148.5144.5333−2.6712144.5375−2.6683142.7551−3.8686144.6355−2.6024
2006151.4146.6338−3.1481146.63−3.1506145.4923−3.902144.6355−4.468
2007144.4148.76493.0228148.75273.0143147.22551.9567144.63550.1631
2008151.1150.927−0.1145150.9062−0.1283148.323−1.8379144.6355−4.2783
2009150.9153.12051.4715153.09081.4518149.0179−1.2473144.6355−4.1514
MAPE(%)2.31482.31346.36473.6834
2010146.1155.34586.3284155.30716.3019149.45792.2983144.6355−1.0024
2011164.7157.6035−4.3087157.5554−4.3379149.7365−9.0853144.6355−12.1825
2012155.3159.8942.9582159.83632.921149.9129−3.4688144.6355−6.8671
2013155.3162.21784.4545162.15024.4109150.0246−3.3969144.6355−6.8671
2014153.2164.57547.4252164.49767.3744150.0954−2.0265144.6355−5.5904
2015149.2166.967311.9083166.87911.8492150.14010.6301144.6355−3.0593
2016154.2169.39399.8533169.29499.7892150.1685−2.6145144.6355−6.2027
2017164.1171.85574.7262171.74574.6592150.1865−8.4787144.6355−11.8614
2018160.3174.35348.7669174.2328.6912150.1978−6.302144.6355−9.772
MAPE(%)6.74776.70394.25577.0450

Year
Raw data
ENGM (1,1)
APE (%)
Verhulst
APE (%)
CCRGM (1,1)
APE (%)

2000149.9149.90000.0000149.90000.0000149.90000.0000
2001129145.900613.101260.7186−52.9313136.21555.5934
2002143.1147.29772.933481.0047−43.3929142.3433−0.5288
2003141.6148.79785.0832104.466−26.2246144.75162.2257
2004141.7150.40846.1457128.986−8.9725146.3383.2731
2005148.5152.13772.4496150.97121.6641147.529−0.6539
2006151.4153.99441.7136166.03279.6650148.485−1.9253
2007144.4155.9888.0249170.542518.1042149.28483.3828
2008151.1158.12844.6515163.31748.0857149.9728−0.7460
2009150.9160.42656.3131146.2315−3.0938150.5769−0.2141
MAPE(%)5.601819.12602.0603
2010146.1162.89411.4948123.2598−15.6332151.11573.4330
2011164.7165.54330.5120221.976634.7763151.6019−7.9527
2012155.3168.38778.4274297.848791.7892152.0452−2.0958
2013155.3171.441810.394354.3381128.1636152.4526−1.8335
2014153.2174.720914.0476395.4088158.0997152.8295−0.2418
2015149.2178.241719.4649424.7562184.6891153.18022.6677
2016154.2182.021818.0427445.4678188.8896153.5083−0.4486
2017164.1186.080513.3946459.9570180.2907153.8164−6.2667
2018160.3190.438318.8012470.0312193.2197154.107−3.8634
MAPE(%)12.731130.61683.2004
Forecasting results of grey models in Case 2. According to Table 11, the errors of CCRGM(1,1) are the smallest: the MAPEFIT is only 2.0603%, and the MAPEPRE is only 3.2004%. Similar to the previous case, the model with the largest error is the Verhulst model, whose MAPEFIT is 19.1260% and MAPEPRE is 130.6168%. This result also shows that in the prediction of clean energy, CCRGM(1,1) improves the prediction accuracy of Verhulst model. To directly compare the differences between models, the MAPE comparison chart and curve trend chart are constructed according to Table 11, as detailed in Fig. 10, Fig. 11 , respectively. Because the error of Verhulst model is too large to affect these Fig. 10, Fig. 11, it is omitted.
Fig. 10

The MAPE of the models in Case 2.

Fig. 11

Overall trend of simulation results of models in Case 2.

The MAPE of the models in Case 2. Overall trend of simulation results of models in Case 2. In Fig. 10, the MAPEFIT of six models does not exceed 6.5%. In the prediction stage, only the MAPEPRE of ENGM(1,1) model is more than 10%, and that of the other models is less than 7.1%. These models can be used to predict hydroelectricity energy consumption, but the CCRGM(1,1) model has the best fitting effect. In Fig. 11, the trend of original data shows a disordered S-shaped, whereas GM(1,1), DGM(1,1) and ENGM(1,1) overestimate the hydroelectricity consumption, and ARGM(1,1) and NGM(1,1) slightly underestimate it. The Verhulst model shows a saturated S-shaped. Each point of CCRGM(1,1) predictions generally coincides with the original data. The above results show that CCRGM(1,1) is the most accurate model for prediction of hydroelectricity energy consumption in North America.

Future discussions

According to the results of the five cases, regardless of the shape of the data presented, the CCRGM(1,1) model is the most effective and accurate in predicting the clean energy consumption represented by nuclear energy and hydroelectricity energy. Therefore, this section uses this new model to predict the future energy consumption and supply information for the region to formulate energy consumption strategies.

Prediction of nuclear consumption in North America in the next 10 years

According to the prediction method of nuclear energy consumption in the previous section, CCRGM(1,1) model is established by data from 2013 to 2018. At this time, and the MAPEFIT is only 0.3900%. Therefore, this model is used to predict nuclear consumption in the next 10 years, as shown in Table 12 .
Table 12

Prediction of nuclear energy consumption in the next decade.

Year2019202020212022202320242025202620272028
Data217.8680218.1555218.4013218.6161218.8067218.9779219.1333219.2756219.4066219.5282
Prediction of nuclear energy consumption in the next decade. To more intuitively show the future consumption trend of nuclear energy, the data in Table 12 are converted into Fig. 12 , showing clearly that the consumption of nuclear energy in North America is predicted to continue to increase, reaching 219.5282 million tons of oil equivalent in 2028, 0.9222% higher than that in 2018, but it does not reach a peak, indicating that the consumption of nuclear energy in North America will maintain an increasing trend. Therefore, North America is expected to increase the use of nuclear power and reduce the use of fossil fuels.
Fig. 12

The predicted trend of nuclear energy consumption in the next decade.

The predicted trend of nuclear energy consumption in the next decade.

Prediction of hydroelectricity consumption in North America in the next 10 years

According to the hydroelectricity energy consumption prediction method in Section 4.2, CCRGM(1,1) is established by data from 2009 to 2018. In this case, , and the MAPEFIT is only 3.0028%. Then, the hydroelectricity consumption in the next 10 years is predicted, as shown in Table 13 .
Table 13

Prediction of hydroelectricity energy consumption in the next decade.

Year2019202020212022202320242025202620272028
Data160.9689161.5271161.9217162.0885161.9502161.4136160.3676158.681156.1997152.7455
Prediction of hydroelectricity energy consumption in the next decade. By presenting the data in Table 13 as Fig. 13 , it can be clearly observed that the hydroelectricity consumption in North America shows a trend of continuous rise and fall and is predicted to reach a peak in 2022, reaching 161.9502 million tons of oil equivalent, followed by a fall to 152.7455 million tons of oil equivalent in 2029, down 4.71232% compared with 2018.
Fig. 13

The predicted trend of hydroelectricity energy consumption in the next decade.

The predicted trend of hydroelectricity energy consumption in the next decade.

Uncertainty analysis

Two application cases show that CCRGM(1,1) model can effectively predict the consumption trend of nuclear energy and hydroelectricity in North America, but the energy situation is complex and changeable, especially with respect to the occurrence of unforeseen events, which leads to the results of prediction model might seem counterintuitive. According to literature [47], many large dams were built in North America before 1975. In recent years, environmental problems involving geological disasters and river ecology have become increasingly severe, and social problems have arisen. These problems were not foreseen, resulting in more dams being demolished by the government than are being built. The United States Energy Information Administration noted that due to the development of wind power technology, wind power in the United States is expected to surpass hydropower for the first time in 2019, accounting for a large proportion of domestic power structure. Therefore, hydropower might show a downward trend after 2022 and the prediction results in Section 4.3.2 conform to the above analysis. To avoid the impact of such unforeseen events, CCRGM(1,1) model can be used for short-term prediction to avoid uncertainty due to medium and long-term prediction.

Conclusion

In this paper, based on the properties of Riccati equation with constant coefficients, the whitening equation of Verhulst model is proposed, and CCRGM(1,1) model is established. In practical cases, the eight evolution metrics of CCRGM(1,1) model are much better than those of GM (1,1), DGM(1,1), NGM(1,1), ARGM(1,1), ENGM(1,1), and Verhulst models, that is, the accuracy of CCRGM(1,1) model is the highest. In short, this paper makes two major contributions: CCRGM(1,1) model optimizes the whitening equation of Verhulst grey model by mathematical equation, and optimizes the nonlinear term by SA algorithm, which reduces or even eliminates the dependence of the traditional Verhulst model on saturated S-shaped data, thus improving the accuracy and applicability of the traditional grey model. This is a generalization of traditional grey Verhulst model. CCRGM(1,1) model can effectively predict the consumption of nuclear and hydroelectricity energy consumption in North America in the next decade, which will help local governments make policy decisions. The CCRGM(1,1) model uses the classical Riccati equation to increase the nonlinearity of the Verhulst model, while the Verhulst model has a better effect on saturated S-shaped data or single-peak data, which has its own limitations [48]. The CCRGM(1,1), as an extension model, cannot completely eliminate these limitations. For clean energy data, the CCRGM (1,1) model alleviates the dependence of the Verhulst model on saturated S-shaped data to a certain extent, but this dependence has not been completely eliminated. Therefore, for countries that develop clean energy later, such as China, India and other countries, the various clean energy data of these countries may show insignificant data characteristics, and the prediction results may show large deviations. In addition, in the process of energy prediction, unforeseen events may occur, such as the global COVID-19 pandemic, which may lead to significant changes in energy consumption in the short term, resulting in a large deviation between the prediction results and the actual situation. As a single variable grey model, CCRGM(1,1) model can effectively predict energy consumption. However, with the vigorous development of clean energy in China, the United States and other major countries, the world energy system is expected to become increasingly complex, and the factors affecting clean energy consumption are predicted to gradually increase, such as economic, population, and environmental factors. Furthermore, the influencing factors of different energy sources are different. which results in uncertainty in the prediction process. Therefore, fully elucidating the characteristics of these factors affecting different energy consumption and introducing them into CCRGM(1,1) model is a topic of interest. Via subsequent expansion of the CCRGM (1,1) to a multivariate model, the prediction effect might be further improved. How to further weaken the dependence of the Verhulst model on the trend of data change and how to build a multivariable CCRGM model for a variety of clean energy sources is our anticipated next main research direction.

CRediT authorship contribution statement

Xilin Luo: Software, Visualization, Writing - original draft, Writing - review & editing, Validation, Data curation. Huiming Duan: Conceptualization, Methodology, Funding acquisition, Project administration, Supervision. Leiyuhang He: Investigation, Formal analysis, Validation, Data curation.

Declaration of competing interest

The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.
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