Time–Frequency Characteristics and SARIMA Forecasting of Atmospheric Water Vapor in East Asia
Abstract
:1. Introduction
- (1)
- Comprehensive analysis: The paper investigates AWV time series not only in the time domain but also in the frequency domain, providing a more comprehensive understanding of its behavior.
- (2)
- Spatio-temporal analysis: Various aspects such as period and mode are studied based on the use of spatio-temporal analysis techniques. This allows for a deeper exploration of the AWV characteristics.
- (3)
- EEMD decomposition and filtering: The EEMD decomposition method is utilized to observe the smoothness of AWV data. Non-smooth AWV time series data are filtered, and FFT is applied to study the filtered data.
- (4)
- Multiple forecasting models: The paper employs multiple forecasting models to forecast the AWV time series and determine the optimal model for prediction.
2. Sources and Analysis Methods of Detection Data
2.1. Data Sources and Processing
2.2. MODIS and AIRS Data Products Comparison Discussion and Analysis
2.3. Time–Frequency Domain Analysis Methods
2.3.1. Regression Analysis
2.3.2. Mann–Kendall Mutation Test
2.3.3. Pearson Correlation Coefficient
2.3.4. Empirical Orthogonal Function
2.3.5. Ensemble Empirical Mode Decomposition
2.3.6. Fast Fourier Transform
2.3.7. Seasonal Autoregressive Integrated Moving Average
- (1)
- Obtain a long-term water vapor time series dataset;
- (2)
- Plot the water vapor data and conduct autocorrelation and partial correlation tests, as well as a unit root test to determine whether the data is stationary. If it is non-stationary, the data need to be differenced to obtain a stationary series;
- (3)
- Conduct autocorrelation and partial correlation tests on the stationary water vapor data to determine the approximate range of parameters, and then obtain optimal parameters through model training [30];
- (4)
- Use the optimal parameters to build a SARIMA model, then examine the model to ensure its stability, and finally use it to forecast the long-term water vapor time series.
2.3.8. Holt–Winters Forecasting Model
2.3.9. Generalized Regression Neural Network Forecasting Model
2.4. Evaluating Indicator
- (1)
- MAE measures the average absolute value of the prediction error of a model. It provides a measure of the accuracy of the predictions compared to the true values. It is calculated as follows:
- (2)
- MSE measures the mean squared difference between the predicted values and the true values. It is calculated as follows:
- (3)
- RMSE represents the standard deviation of MSE. It is calculated as follows:
- (4)
- R2 indicates the model’s ability to explain the observed data. It takes a value between 0 and 1, with a higher value indicating a better forecasting effect. When R2 is equal to 1, it represents a perfect fit of the model to the data, indicating optimal performance. The formula for calculating R2 is as follows:
3. Inter-Annual Variability Analysis of AWV
3.1. Inter-Annual Variability Trend of Latitude and Longitude AWV
3.2. Annual Average AWV Change and MK Analysis in East Asia
3.3. Inter-Annual Variability Trend of AWV in Different Seasons in East Asia
3.4. MK Seasonal Analysis of AWV in East Asia
4. Spatial Characteristic Analysis of AWV
4.1. Spatial Characteristic Distribution of Four-Season and Multi-Year Average AWV in East Asia
4.2. The Annual Average Spatiotemporal Characteristic EOF of AWV in East Asia
5. Analysis of the Frequency Domain Variation of AWV in East Asia
5.1. EEMD Decomposition of AWV Time Series
5.2. Fast Fourier Transform with Filtering
6. Construction of Predictive Model and Result Analysis
6.1. Construction of Multiple Regression Model and Result Analysis
6.1.1. Variable Selection
6.1.2. Forecasting Result of AWV Based on Multiple Regression
6.2. Construction of SARIMA Model
6.2.1. Stationarity Test
6.2.2. Seasonal Difference
6.2.3. Residual Test
6.2.4. Forecasting Result of AWV Based on SARIMA
6.3. Construction of Holt–Winters Model and Forecasting Result
6.4. Construction of GRNN Neural Network and Analysis
6.4.1. Model Construction
6.4.2. Forecasting of AWV Based on GRNN
6.5. Comparison of Four Models
6.5.1. Comparison of the Forecasting Results
6.5.2. Error Comparison
7. Discussion and Conclusions
7.1. Discussion
7.2. Conclusions
- (1)
- The analysis of the time series change trend of AWV reveals that the overall trend of water vapor content increases with the increase of longitude, but abrupt changes occur near 100° E, resulting in a tick-type trend in longitude. Additionally, the water vapor content gradually decreases with the increase of latitude. The annual average variation trend of AWV in the East Asia region shows a rising and then decreasing trend, with the maximum average value observed in 2010 and the minimum in 2022. The interannual variation trend graph of each season indicates that the variation is significant, with the highest water vapor content observed in summer and the lowest in winter. Specifically, the AWV content in summer and autumn peaked in 2010. The MK test mutation points of all four seasons fall within the confidence interval, and the UFK of all four seasons has been consistently below 0 since 2012, indicating a gradual decrease in water vapor content.
- (2)
- The analysis of spatial characteristics reveals that the AWV content gradually decreases with increasing latitude. In winter, the values of AWV content are low in the higher latitude regions of East Asia, with only the regions of southern coastal areas of China, Thailand, Myanmar, Spratly Islands, Indian Peninsula, and Philippines showing higher AWV content. However, in summer, when the AWV content is generally high in all regions, only the Qinghai-Tibet Plateau region exhibits lower AWV content.
- (3)
- Three spatial features and three temporal coefficients are obtained through EOF decomposition, with the cumulative variance contribution of the first three modes exceeding 80% and the variance contribution of the first mode exceeding 60%. From the first modal and temporal coefficients of the EOF decomposition, it can be observed that the water vapor content in the peninsula of India, Mongolia, and central and northeastern China has shown an increasing trend over the past 9 years. However, the Bay of Bengal, Spratly Islands, eastern coast, southern coastal areas of China, Qinghai-Tibet Plateau, Xinjiang, and some regions of Inner Mongolia have shown a decreasing trend in AWV content.
- (4)
- Through EEMD decomposition, we discover that AWV is a non-stationary time series, with IMF2–4 components exhibiting clear periodicity resembling sinusoidal functions. Furthermore, the trend of AWV shows a decreasing pattern from 2003 to 2022. The FFT transform of the filtered AWV series revealed periodicities of 2.6, 5, and 19 years.
- (5)
- This study employs multiple regression, SARIMA, Holt–Winters, and GRNN neural network models for predicting AWV time series. The forecasting results are compared and evaluated using graphs and evaluation metrics against test sets. Among these models, the SARIMA model exhibits the best fitting effect, while multiple regression analysis shows the weakest fitting effect. Therefore, the SARIMA forecasting model can be employed for AWV forecasting in East Asia, providing valuable references for future research on regional extreme rainfall and other weather phenomena.
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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Mode | EOF1 | EOF2 | EOF3 |
---|---|---|---|
Rate of contribution | 63.81% | 9.72% | 6.72% |
Cumulative variance | 63.81% | 73.53% | 80.25% |
Impact Factors | Correlation Coefficient | Impact Factors | Correlation Coefficient | Impact Factors | Correlation Coefficient |
---|---|---|---|---|---|
TropTemp | 0.49092 | SurfSkinTemp | 0.91381 | OLR | 0.65000 |
TropHeigh | 0.97560 | AirTemp | 0.93476 | ClrOLR | 0.88406 |
TropPres | −0.96574 | CloudTopPres | −0.87108 | ||
H2O_MMR_Surf | 0.97690 | CloudTopTemp | 0.38782 | ||
RelHumSurf_liquid | −0.15818 | RelHumSurf | −0.41251 |
Model | MSE | MAE | RMSE | |
---|---|---|---|---|
Multiple regression | 0.04591 | 0.19470 | 0.21428 | 0.90929 |
SARIMA | 0.00782 | 0.06977 | 0.08843 | 0.98454 |
Holt–Winter | 0.03184 | 0.15846 | 0.17844 | 0.93709 |
GRNN | 0.02204 | 0.12333 | 0.14845 | 0.95646 |
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Tang, C.; Tong, Z.; Wei, Y.; Wu, X.; Tian, X.; Yang, J. Time–Frequency Characteristics and SARIMA Forecasting of Atmospheric Water Vapor in East Asia. Atmosphere 2023, 14, 899. https://doi.org/10.3390/atmos14050899
Tang C, Tong Z, Wei Y, Wu X, Tian X, Yang J. Time–Frequency Characteristics and SARIMA Forecasting of Atmospheric Water Vapor in East Asia. Atmosphere. 2023; 14(5):899. https://doi.org/10.3390/atmos14050899
Chicago/Turabian StyleTang, Chaoli, Ziyue Tong, Yuanyuan Wei, Xin Wu, Xiaomin Tian, and Jie Yang. 2023. "Time–Frequency Characteristics and SARIMA Forecasting of Atmospheric Water Vapor in East Asia" Atmosphere 14, no. 5: 899. https://doi.org/10.3390/atmos14050899
APA StyleTang, C., Tong, Z., Wei, Y., Wu, X., Tian, X., & Yang, J. (2023). Time–Frequency Characteristics and SARIMA Forecasting of Atmospheric Water Vapor in East Asia. Atmosphere, 14(5), 899. https://doi.org/10.3390/atmos14050899