Research of Prediction of Enterprise Projects Chain Risk Element Transmission Based on Markov-fourier Modified Grey Prediction Model(MFGM)

Abstract

Abstract: Due to the research of the enterprise projects risk element transmission forecast, the paper proposed the concept of enterprise projects chain risk element transmission and transfer tetrahedron model. Then, based on the chain structure of enterprise projects chain risk transmission, introduction theory of Grey prediction, Fourier series and Markov chain, established the Markov-Fourier modified grey prediction model(MFGM), which is used to predict the risk element transmission of projects chain structure. Finally, taken schedule of projects as a risk element, made a prediction of enterprise projects transmission based on the Markov-Fourier modified grey prediction model, and the results show that the model is feasible and effective.

Key words: enterprise projects chain, risk element transmission, grey prediction, fourier series, markov chain

摘要： 为了对企业项目间风险元传递预测进行研究,本文首先提出项目链风险元传递概念及企业项目链风险传递四面体模型,然后以企业项目链风险传递链式结构为切入点,引入灰色预测、傅里叶级数和马尔科夫链理论,构建了马尔科夫—傅里叶级数修正灰色预测模型(MFGM),用来预测项目链式结构的风险元传递,最后以项目工期为风险元,算例分析基于该模型的项目链风险元传递的预测情况,结果表明该模型具有可行性和有效性。

关键词: 企业项目链, 风险元传递, 灰色预测, 傅里叶级数, 马尔科夫链

CLC Number:

C931

LI Cun-bin, LI Peng, LU Gong-shu. Research of Prediction of Enterprise Projects Chain Risk Element Transmission Based on Markov-fourier Modified Grey Prediction Model(MFGM)[J]. Operations Research and Management Science, 2013, 22(4): 241-247.

李存斌, 李鹏, 陆龚曙. 基于MFGM企业项目链风险元传递研究[J]. 运筹与管理, 2013, 22(4): 241-247.

References

[1] 孙少楠,王爱领.基于群组AHP的代建制项目风险评价[J].统计与决策,2009,277(1):171-173.
[2] 葛方振,彭太乐,郭桂芳.灰色聚类法在软件项目风险评价中的应用[J].计算机工程与应用, 2009,45(20):78-80.
[3] 王寓辰,张金隆,丛国栋.基于粗糙集的IT项目风险评价方法研究[J].工业工程与管理,2006,(2):87-91.
[4] Cahit Perkgoz, Amir Azaron, Hideki Katagiri, Kosuke Kato, Masatoshi Sakawa. A multi-objective lead time control problem in multi-stage assembly systems using genetic algorithms[J]. European Journal of Operational Research, 2007, (180): 292-308.
[5] Stefan Kraupl, Christian Wieckert. Economic evaluation of the solar carbothermic reduction of ZnO by using a single sensitivity analysis and a Monte-Carlo risk analysis[J]. Energy, 2007, ( 32) : 1134-1147.
[6] Siu Kui Au, Zhi-Hua Wang, Siu-Ming Lo. Compartment fire risk analysis by advanced Monte Carlo simulation[J]. Engineering Structures, 2007, (29):2381-2390.
[7] Nieto-Morote A, Ruz-Vila F. A fuzzy approach to construction project risk assessment[J]. International Journal of Project Management, 2011, (29): 220-231.
[8] Alejandro Balbás, Raquel Balbás, Silvia Mayoral. Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm[J]. European Journal of Operational Research, 2009, (192). 603-620.
[9] M. De Beule, E. Maes, O. De Winter, W. Vanlaere, R. Van Impe. Artificial neural networks and risk stratification: a promising combination[J]. Mathematical and Computer Modelling, 2007, 46, (1~2): 88-94.
[10] 李存斌,王恪铖.网络计划项目风险元传递解析模型研究[J].中国管理科学,2007,15(3):108-113.
[11] 李存斌,王建军,李莉.项目经济评价中NPV和IRR的风险传递关系研究[J].技术经济, 2008, 27(8):105-109.
[12] Cunbin Li, Kecheng Wang. The risk element transmission theory research of multi-objective risk-time-cost trade-off[J]. Computers and Mathematics with Applications, 2009, (57): 1792-1799.
[13] 李存斌.项目风险元传递理论与应用[M].北京:中国水利水电出版社,2009.
[14] 唐波,刘蕾.航空型号项目风险预测的BP神经网络模型及应用[J].航空工程进展,2011,2(2):241-244.
[15] 王慧萍.基于模糊神经网络的第三方物流项目风险预测[J].武汉理工大学学报·信息与管理工程版, 2010,32(5):857-890.
[16] 尹鹏,王宗军,肖德云.基于变精度粗集神经网的企业失败风险预测研究[J].管理科学,2010,23(4):15-26.
[17] 陶奕宏.基于蒙特卡洛模拟的企业投资项目风险预测[J].今日南国,2009,(12):75-76.
[18] 雷辉,邓彦龙,李根军,钟君君.基于支持向量机的工程项目风险预测[J].北方经济,2006,(10):85-87.
[19] 王翔,郑建国,王玉玲.蚁群化学聚类在工程项目风险预测中的应用研究[J].计算机工程与应用,2011,47(2):239-241.
[20] 李高扬,刘明广,吴育华.工程项目风险预测模型[J].统计与决策,2006,(22):143-144.
[21] M Mao, E C Chirwa. Combination of grey model GM(1,1)with three-point moving average for accurate vehicle fatality risk prediction[J]. International Journal of Crashworthiness, 2005, 10(6): 635-642.
[22] Santiago Eibe, Raquel Del Saz, Covadonga Fernández, scar Marbán, Ernestina Menasalvas, Concepción Pérez. Financial risk prediction using rough sets tools: a case study[J]. Rough Sets, Fuzzy Sets, Data Mining, And Granular Computing, 2005, (42): 495-502.
[23] 胡海琴,蒋传文,蔡宏欣.中长期负荷预测的傅里叶级数残差修正模型[J].安徽电力,2010,27(2):39-40.
[24] 邓聚龙.灰预测与灰决策[M].(第1版).华中科技大学出版社,2002.
[25] 张超,马存宝,许家栋.基于灰色马尔可夫SCGM(1,1)C模型的空难人数预测[J].系统工程理论与实践, 2006,(5):135-139.
[26] 石斌,刘思峰,党耀国,王正新.无偏灰色预测模型递推解法及其优化[J].系统工程理论与实践,2011,31( 8):1532-1538.
[27] 张鑫,任永泰,王福林,付强.基于改进灰色马尔科夫模型的年降水量预测[J].数学的实践与认识, 2011,(11):51-56.
[28] Ujjwal Kumar V, Jain K. Time series models(Grey-markov, grey Model with rolling mechanism and singular spectrum analysis)to forecast energy consumption in India[J]. Energy, 2010, (35): 1709-1716.
[29] Yen-Tseng Hsu, Ming-Chung Liu, Jerome Yeh, Hui-Fen Hung. Forecasting the turning time of stock market based on Markov-fourier grey model[J]. Expert Systems with Applications, 2009, (36): 8597-8603.