An Improved VMD–EEMD–LSTM Time Series Hybrid Prediction Model for Sea Surface Height Derived from Satellite Altimetry Data
Abstract
:1. Introduction
2. Principles and Methods
2.1. Signal Processing Methods
- (1)
- Initially, white noise denoted as is introduced into the original signal .
- (2)
- Subsequently, the EMD method is employed to decompose the initial noisy signal, resulting in n IMFs, represented as , and a residual sequence represented as .
- (3)
- Steps (1) and (2) are iteratively executed for a total of times, in which white noise is added and IMF components are obtained through decomposition in each iteration. Finally, all the components obtained from the IMFs are integrated and averaged to obtain the ultimate result of EEMD signal decomposition.
2.2. Long Short-Term Memory
- (1)
- LSTM, through the forget gate (denoted as ), determines whether to discard or retain information related to and is governed by the activation function of the forget gate.
- (2)
- The cell state is updated through the input gate by passing and to the activation function to determine the information update.
- (3)
- The cell state from the previous layer is element-wise multiplied with the forget vector, and then this value is element-wise added to the output of the input gate, resulting in the updated cell state.
- (4)
- Through the output gate , the value of the next hidden state is determined, and this hidden state contains information from previous inputs.
2.3. The VMD–EEMD–LSTM Hybrid Second-Order Decomposition Prediction Model
2.4. Evaluation Index
- (1)
- Root mean square error (RMSE)
- (2)
- Mean absolute error (MAE)
- (3)
- Coefficient of determination (R2)
3. Data and Experiments
3.1. Data Preprocessing
3.2. Experimental Pretreatment
3.2.1. Parameter Settings of VMD
3.2.2. Parameter Settings of the Model
4. Results and Analysis
4.1. Analysis of the Predictions of a Single Deep Learning Model
4.2. Analysis of the Hybrid Deep Learning First-Order Decomposition Model
4.3. Analysis of the Predictions of the Mixed VMD–EEMD–LSTM Second-Order Decomposition Model
4.4. Analysis of the Accuracy of the Predictions of the Mixed VMD–EEMD–LSTM Second-Order Decomposition Model
4.4.1. Analysis of the Results of the Evaluation Index
4.4.2. Comparison of the Trend from Satellite Altimetry and Tide Gauge Observations
5. Discussion
6. Conclusions
- (1)
- By comparing the predictions of different individual models, it is evident that the LSTM model exhibits the best predictive performance. However, the average RMSE remains high at 137.9 mm, the average MAE is 100.1 mm, and the average R2 is only 0.4 across different measurement stations. This indicates that single deep learning predictive models often suffer from insufficient feature extraction when dealing with complex time series data, resulting in generally lower predictive accuracy.
- (2)
- Comparing the four hybrid prediction models, VMD-LSTM, EMD-LSTM, EEMD-LSTM, and CEEMDAN-LSTM, the VMD-LSTM model has the lowest predictive accuracy across different measurement stations, with an average RMSE of 111.3 mm, an average MAE of 81.0 mm, and an average R2 of 0.6. In contrast, the EEMD-LSTM model demonstrates the highest predictive accuracy, with an average RMSE of 63.8 mm, an average MAE of 45.7 mm, and an average R2 of 0.9. Although the VMD-LSTM model lags behind EMD-LSTM EEMD-LSTM and CEEMDAN-LSTM models in overall predictive accuracy, its individual IMF components exhibit exceptionally high predictive accuracy within the LSTM model. While the IMF components of the EEMD-LSTM model may not match the VMD-LSTM model in predictive accuracy, the overall predictive accuracy of EEMD-LSTM surpasses that of VMD-LSTM.
- (3)
- In conclusion, through a comprehensive analysis of six sets of sea surface height data along the Dutch coast, our experimental results firmly validate the exceptional predictive accuracy of the VMD-EEMD-LSTM hybrid model proposed in this paper (RMSE = 47.2 mm, MAE = 33.3 mm, R2 = 0.9). When compared to the VMD-LSTM model, we observe an average reduction in RMSE by 58.7% and MAE by 60.0% and an improvement in R2 by 49.9%. Similarly, in comparison with the EEMD-LSTM model, we note an average reduction in RMSE by 27.0% and MAE by 28.0% and an improvement in R2 by 6.5%. These results unequivocally demonstrate the significant enhancement in predictive accuracy of sea surface height time series, opening new avenues for future research and affirming the model’s potential for understanding and predicting sea level changes and related environmental phenomena.
Author Contributions
Funding
Data Availability Statement
Conflicts of Interest
References
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Virtual Coastal Altimetry Station | ID | Longitude (°) | Latitude (°) | Deletion Rates (%) | Time Span (Years) |
---|---|---|---|---|---|
Maassluis | 09 | 4.25 | 51.92 | 0 | 1993.0–2020.9 |
Vlissingen | 20 | 3.60 | 51.44 | 0 | 1993.0–2020.9 |
Hoek Van Holland | 22 | 4.12 | 51.98 | 0 | 1993.0–2020.9 |
Delfzijl | 23 | 4.75 | 52.96 | 0 | 1993.0–2020.9 |
Harlingen | 25 | 5.41 | 53.18 | 0 | 1993.0–2020.9 |
IJmuiden | 32 | 4.56 | 52.46 | 0 | 1993.0–2020.9 |
Model | Series | RMSE (mm) | MAE (mm) | R2 |
---|---|---|---|---|
VMD3-LSTM | IMF1 | 0.5 | 0.4 | 1.0 |
IMF2 | 0.9 | 0.6 | 1.0 | |
IMF3 | 1.3 | 1.0 | 1.0 | |
Residual | 125.6 | 91.0 | 0.3 | |
All | 125.4 | 90.8 | 0.5 | |
VMD4-LSTM | IMF1 | 0.5 | 0.4 | 1.0 |
IMF2 | 0.6 | 0.5 | 1.0 | |
IMF3 | 1.7 | 1.3 | 1.0 | |
IMF4 | 1.0 | 0.8 | 1.0 | |
Residual | 118.5 | 86.1 | 0.2 | |
All | 118.3 | 85.8 | 0.6 | |
VMD5-LSTM | IMF1 | 0.5 | 0.4 | 1.0 |
IMF2 | 0.6 | 0.4 | 1.0 | |
IMF3 | 0.8 | 0.6 | 1.0 | |
IMF4 | 1.6 | 1.2 | 1.0 | |
IMF5 | 0.7 | 0.5 | 1.0 | |
Residual | 114.7 | 83.5 | 0.2 | |
All | 114.3 | 83.1 | 0.6 | |
VMD6-LSTM | IMF1 | 0.4 | 0.3 | 1.0 |
IMF2 | 0.6 | 0.4 | 1.0 | |
IMF3 | 0.8 | 0.6 | 1.0 | |
IMF4 | 1.7 | 1.3 | 1.0 | |
IMF5 | 1.2 | 0.9 | 1.0 | |
IMF6 | 0.7 | 0.5 | 1.0 | |
Residual | 115.1 | 85.3 | 0.2 | |
All | 115.0 | 85.1 | 0.6 | |
VMD7-LSTM | IMF1 | 0.5 | 0.4 | 1.0 |
IMF2 | 0.6 | 0.4 | 1.0 | |
IMF3 | 0.6 | 0.4 | 1.0 | |
IMF4 | 0.7 | 0.6 | 1.0 | |
IMF5 | 1.7 | 1.3 | 1.0 | |
IMF6 | 1.0 | 0.7 | 1.0 | |
IMF7 | 0.6 | 0.4 | 1.0 | |
Residual | 111.8 | 83.8 | 0.0 | |
All | 114.8 | 86.1 | 0.6 |
Model | ANN | RNN | GRU | LSTM | Instructions |
---|---|---|---|---|---|
Training set | 7305 | 7305 | 7305 | 7305 | Training data for model training (1993–2012) |
Validation set | 1095 | 1095 | 1095 | 1095 | Validation data for tuning the hyperparameters and preventing overfitting (2012–2015) |
Test set | 1827 | 1827 | 1827 | 1827 | Testing data for evaluating the model’s performance (2015–2020) |
Epochs | 50 | 50 | 50 | 50 | Number of iterations of the model |
Learning rate | 0.001 | 0.001 | 0.001 | 0.001 | Hyperparameter controlling the step size of the updates of the model’s parameters |
Input_size | 1 | 1 | 1 | 1 | Dimensionality of the input layer |
Output_size | 1 | 1 | 1 | 1 | Dimensionality of the output layer |
Hidden_size | 256 | 256 | 256 | 256 | Dimensionality of the hidden layer |
Seq_len | 12 | 12 | 12 | 12 | Length of each sliding data window |
Batch_size | 16 | 16 | 16 | 16 | Batch size for one-time input in the time series data |
Model | Series | RMSE (mm) | MAE (mm) | R2 |
---|---|---|---|---|
VMD-LSTM | IMF1 | 0.5 | 0.4 | 1.0 |
IMF2 | 0.6 | 0.4 | 1.0 | |
IMF3 | 0.8 | 0.6 | 1.0 | |
IMF4 | 1.6 | 1.2 | 1.0 | |
IMF5 | 0.7 | 0.5 | 1.0 | |
Residual | 114.7 | 83.5 | 0.2 | |
All | 114.3 | 83.1 | 0.6 | |
EMD-LSTM | IMF1 | 76.6 | 58.4 | 0.2 |
IMF2 | 34.3 | 23.5 | 0.8 | |
IMF3 | 7.3 | 4.8 | 1.0 | |
IMF4 | 1.1 | 0.6 | 1.0 | |
IMF5 | 0.4 | 0.3 | 1.0 | |
Residual | 0.8 | 0.5 | 1.0 | |
All | 82.4 | 61.4 | 0.8 | |
EEMD-LSTM | IMF1 | 63.0 | 46.0 | 0.3 |
IMF2 | 17.6 | 11.9 | 0.9 | |
IMF3 | 2.7 | 1.9 | 1.0 | |
IMF4 | 0.5 | 0.3 | 1.0 | |
IMF5 | 0.3 | 0.2 | 1.0 | |
Residual | 12.2 | 9.7 | 1.0 | |
All | 65.0 | 47.2 | 0.9 | |
CEEMDAN-LSTM | IMF1 | 76.9 | 58.1 | 0.2 |
IMF2 | 33.5 | 23.1 | 0.8 | |
IMF3 | 6.9 | 4.5 | 1.0 | |
IMF4 | 1.1 | 0.7 | 1.0 | |
IMF5 | 0.4 | 0.3 | 1.0 | |
Residual | 0.4 | 0.3 | 1.0 | |
All | 82.8 | 61.2 | 0.8 |
Virtual Coast Altimetry Station | Evaluation Index | Prediction Model | Improvement Ratio (I) | |||
---|---|---|---|---|---|---|
VMD-LSTM | EEMD-LSTM | VMD-EEMD-LSTM | I1 (%) | I2 (%) | ||
Maassluis | RMSE (mm) | 114.3 | 65.0 | 47.8 | 58.2 | 26.5 |
Vlissingen | 110.3 | 59.4 | 46.0 | 58.3 | 22.5 | |
Hoek Van Holland | 109.5 | 67.1 | 46.3 | 57.7 | 31.0 | |
Delfzijl | 113.9 | 60.6 | 46.9 | 58.9 | 22.6 | |
Harlingen | 122.7 | 66.5 | 48.4 | 60.5 | 27.1 | |
IJmuiden | 115.4 | 70.3 | 47.8 | 58.6 | 32.0 | |
Maassluis | MAE (mm) | 83.1 | 47.2 | 33.6 | 59.6 | 28.9 |
Vlissingen | 80.3 | 42.0 | 32.7 | 59.3 | 22.2 | |
Hoek Van Holland | 79.5 | 47.9 | 32.6 | 59.1 | 32.0 | |
Delfzijl | 83.1 | 43.0 | 33.2 | 60.0 | 22.8 | |
Harlingen | 90.0 | 48.0 | 34.4 | 61.8 | 28.3 | |
IJmuiden | 83.8 | 50.7 | 33.6 | 60.0 | 33.8 | |
Maassluis | R2 | 0.6 | 0.9 | 0.9 | −52.5 | −6.6 |
Vlissingen | 0.6 | 0.9 | 0.9 | −54.0 | −5.2 | |
Hoek Van Holland | 0.6 | 0.9 | 0.9 | −52.5 | −9.0 | |
Delfzijl | 0.6 | 0.9 | 0.9 | −46.6 | −4.5 | |
Harlingen | 0.7 | 0.9 | 1.0 | −44.2 | −5.3 | |
IJmuiden | 0.6 | 0.9 | 0.9 | −49.3 | −8.6 |
Virtual Coastal Altimetry Station | VTG | Co-GNSS | Distance (km) | VLM at Co-GNSS | VTG + VLM | VSSH | |VTG + VLM − VSSH| |
---|---|---|---|---|---|---|---|
Maassluis | 2.26 | dlf1 | 11.90 | −0.47 | 1.79 | 2.20 | 0.41 |
Vlissingen | 2.97 | vlis | 0.40 | −0.80 | 2.17 | 2.10 | 0.07 |
Hoek Van Holland | 2.43 | hhol | 10.70 | −0.45 | 1.97 | 2.32 | 0.34 |
Delfzijl | 2.08 | txe2 | 11.30 | −0.33 | 1.75 | 2.42 | 0.67 |
Harlingen | 3.56 | ters | 24.00 | −1.11 | 2.45 | 2.34 | 0.11 |
IJmuiden | 1.98 | ijmu | 0.40 | −1.66 | 0.32 | 2.38 | 2.06 |
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Chen, H.; Lu, T.; Huang, J.; He, X.; Sun, X. An Improved VMD–EEMD–LSTM Time Series Hybrid Prediction Model for Sea Surface Height Derived from Satellite Altimetry Data. J. Mar. Sci. Eng. 2023, 11, 2386. https://doi.org/10.3390/jmse11122386
Chen H, Lu T, Huang J, He X, Sun X. An Improved VMD–EEMD–LSTM Time Series Hybrid Prediction Model for Sea Surface Height Derived from Satellite Altimetry Data. Journal of Marine Science and Engineering. 2023; 11(12):2386. https://doi.org/10.3390/jmse11122386
Chicago/Turabian StyleChen, Hongkang, Tieding Lu, Jiahui Huang, Xiaoxing He, and Xiwen Sun. 2023. "An Improved VMD–EEMD–LSTM Time Series Hybrid Prediction Model for Sea Surface Height Derived from Satellite Altimetry Data" Journal of Marine Science and Engineering 11, no. 12: 2386. https://doi.org/10.3390/jmse11122386
APA StyleChen, H., Lu, T., Huang, J., He, X., & Sun, X. (2023). An Improved VMD–EEMD–LSTM Time Series Hybrid Prediction Model for Sea Surface Height Derived from Satellite Altimetry Data. Journal of Marine Science and Engineering, 11(12), 2386. https://doi.org/10.3390/jmse11122386