Prediction of Rainfall Time Series Using the Hybrid DWT-SVR-Prophet Model
Abstract
:1. Introduction
2. Methodology
2.1. Hybrid Model Based on DWT-SVR-Prophet
- (i)
- Data preparation and preprocessing: We construct a dataset with daily rainfall data from the National Meteorological Center. The validity and superiority of the model introduced in this paper are verified using this dataset. We preprocess the measured rainfall data to ensure the fitting effect of the applied machine learning model. This process is described in detail in Section 2.2.
- (ii)
- DWT processing: The rainfall time series are decomposed using DWT to obtain high-frequency subsequences with high randomness and volatility and low-frequency subsequences with high periodicity (see Section 2.3.1). This approach allows us to choose forecasting models based on the characteristics of each subseries.
- (iii)
- Hyperparameter optimization: The hyperparameters of the three methods in the coupled model are optimized to obtain the optimal prediction effect. Notably, the parameters of the DWT method are determined by referring to the previous literature, and a grid search method is used to set the hyperparameters of the SVR and Prophet models. The specific process of parameter selection is described in detail in Section 2.5.
- (iv)
- Rainfall prediction: The optimized SVR model and Prophet model are used to predict high-frequency subseries and low-frequency subseries, respectively. The prediction results for each subseries are summed to obtain the final prediction results.
2.2. Data Preprocessing
2.3. Methods Used in the DSP Model
2.3.1. Discrete Wavelet Transform
2.3.2. Support Vector Regression Model
2.3.3. Prophet Model
2.4. Hyperparameter Optimization
2.4.1. DWT
2.4.2. SVR
- (i)
- The radial basis function (rbf) is chosen as the kernel function of the SVR model. First, the ranges of values and search steps are set for the main parameters C and γ, and all parameter combinations within the given ranges are obtained .
- (ii)
- All parameter combinations are applied to rainfall predictions, and the best parameter combination is selected based on effect evaluation .
- (iii)
- To ensure the stability of the search result, the adjacent interval of the optimal parameter combination is selected as the new search range . Then, the search step size is reduced by a factor of 2 (or another multiple), and the optimal parameter combination is again obtained. If the result is unstable, the process is continued until a stable result, i.e., the optimal combination of parameters, is obtained.
2.4.3. Prophet Model
- (i)
- Both linear and logistic “Growth” parameters, and additive and multiplicative “Seasonality mode” parameters are considered.
- (ii)
- The monthly period term is summed with the “Add_seasonality” function in the Prophet model, with “period” = 30.5. Then, the initial range of “Year_seasonality” and “Seasonality_prior_scale” is set to with a step size of 5.
- (iii)
- The “Changepoint_prior_scale” parameter has a range of , and the corresponding step size is 0.5.
2.5. Evaluation Metrics
2.6. Open-Source Libraries
3. Results
3.1. The DSP Model Provides Accurate Predictions of Rainfall
3.2. The Prediction Accuracy of the DSP Model Is Higher Than That of the Baseline Models
3.3. The DSP Model Displays Outstanding Stability
4. Discussion
4.1. The DSP Model Achieves Accurate Forecasts of Rainfall Time Series
4.2. The DSP Model Effectively Captures the Detailed Features of Rainfall Time Series
4.3. Generalization of DSP Models
4.4. Disadvantages and Direction
5. Conclusions
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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Station (ID) | Rainfall (mm) | Rainfall Frequency (%) | Climatic Type | ||
---|---|---|---|---|---|
Per Year | Per Month | Daily Maximum | |||
Hainan (59855) | 1972.2 | 182.6 | 253.1 | 41.4 | Northern tropics |
Jiangsu (58345) | 1362.7 | 126.2 | 154.8 | 36.0 | Northern subtropics |
Chognqi (57348) | 881.9 | 81.7 | 113.6 | 35.8 | Mid-subtropics |
Shandon (54823) | 642.5 | 59.5 | 127.1 | 20.7 | Southern temperate |
Qinghai (56018) | 466.3 | 43.2 | 31.3 | 40.4 | Plateau climate |
Model | Parameters | Parameters Description | Default Value | Optimization Method |
---|---|---|---|---|
DWT | Wavelet name | Wavelet basis function | - | From previous research |
Level | Wavelet decomposition level | - | ||
SVR | Kernel | Kernel function | rbf | Grid search |
C | Penalty coefficient | 1 | ||
γ | Kernel function coefficient | auto | ||
Prophet | Growth | Function in the trend model | linear | Grid search |
Changepoint_prior_scale | Trend flexibility | 0.05 | ||
Year_seasonality | Year flexibility | 10 | ||
Seasonality_prior_scale | Seasonality flexibility | 10 | ||
Seasonality mode | Model learning style | additive |
Parameter | Parameter Values |
---|---|
kernel function | rbf |
C (penalty variable) | 1024 |
γ (kernel function parameter) | 0.03125 |
Parameter | Parameter Values |
---|---|
Growth | Linear |
Changepoint_prior_scale | 1 |
Year_seasonality | 9 |
Seasonality_prior_scale | 60 |
Seasonality mode | Additive |
Model | Advantages | Disadvantages |
---|---|---|
SVR | It displays good generalization ability and is suitable for nonlinear prediction | It has limitations for general data |
Prophet | It can effectively fit the trend and period variations of time series | Poor fitting ability for complex models |
DSP | It can extract linear and nonlinear features and fit each component using dominance models, respectively | The parameter selection of DWT affects the prediction accuracy and requires additional optimization |
SSP | It can extract linear and nonlinear features and fit each component using dominance models, respectively | The residual term is difficult to fit and requires high model performance |
Metric | DSP | SSP | SVR | Prophet |
---|---|---|---|---|
RMSE | 6.1704 | 9.1679 | 14.1779 | 12.1362 |
MAE | 3.2901 | 4.3931 | 9.5772 | 4.9510 |
R2 | 0.7518 | 0.4492 | −0.3061 | 0.0348 |
Station | Metric | DSP | SSP | SVR | Prophet |
---|---|---|---|---|---|
59855 | RMSE | 7.3116 | 13.5961 | 19.9489 | 13.0716 |
MAE | 3.3035 | 7.4914 | 15.2908 | 4.4126 | |
R2 | 0.6632 | −0.1647 | −1.5074 | −0.0766 | |
56018 | RMSE | 1.2364 | 2.0519 | 2.9356 | 1.9336 |
MAE | 0.5197 | 0.9194 | 2.7219 | 0.9101 | |
R2 | 0.6330 | −0.0107 | −1.0688 | 0.1024 | |
58345 | RMSE | 8.8391 | 13.2151 | 17.0824 | 13.7878 |
MAE | 6.1431 | 8.0558 | 12.7209 | 7.1224 | |
R2 | 0.6217 | 0.1543 | −0.4131 | 0.0794 | |
54823 | RMSE | 4.8553 | 4.9367 | 9.7700 | 5.7756 |
MAE | 2.3643 | 2.8757 | 8.3983 | 2.4138 | |
R2 | 0.3214 | 0.2985 | −1.7476 | 0.0398 | |
57348 | RMSE | 6.1704 | 9.1679 | 14.1779 | 12.1362 |
MAE | 3.2901 | 4.3931 | 9.5772 | 4.9510 | |
R2 | 0.7518 | 0.4492 | −0.3061 | 0.0348 |
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Li, D.; Ma, J.; Rao, K.; Wang, X.; Li, R.; Yang, Y.; Zheng, H. Prediction of Rainfall Time Series Using the Hybrid DWT-SVR-Prophet Model. Water 2023, 15, 1935. https://doi.org/10.3390/w15101935
Li D, Ma J, Rao K, Wang X, Li R, Yang Y, Zheng H. Prediction of Rainfall Time Series Using the Hybrid DWT-SVR-Prophet Model. Water. 2023; 15(10):1935. https://doi.org/10.3390/w15101935
Chicago/Turabian StyleLi, Dongsheng, Jinfeng Ma, Kaifeng Rao, Xiaoyan Wang, Ruonan Li, Yanzheng Yang, and Hua Zheng. 2023. "Prediction of Rainfall Time Series Using the Hybrid DWT-SVR-Prophet Model" Water 15, no. 10: 1935. https://doi.org/10.3390/w15101935
APA StyleLi, D., Ma, J., Rao, K., Wang, X., Li, R., Yang, Y., & Zheng, H. (2023). Prediction of Rainfall Time Series Using the Hybrid DWT-SVR-Prophet Model. Water, 15(10), 1935. https://doi.org/10.3390/w15101935