A Hybrid Model for Monthly Precipitation Time Series Forecasting Based on Variational Mode Decomposition with Extreme Learning Machine
Abstract
:1. Introduction
2. Basic Theory
2.1. Variational Mode Decomposition
- Step 1:
- Initialize , , , and .
- Step 2:
- Update the value of , , and according to Equations (3)–(5).
- Step 3:
- Judge whether or not the convergence condition (6) is met, then repeat the above steps to update parameters until the convergence stop condition is satisfied.
- Step 4:
- The corresponding mode subsequences are obtained according to the given model number.
2.2. Extreme Learning Machine
- Step 1:
- Determine the number of hidden layer neurons. Randomly initialize input layer weight and hidden layer threshold .
- Step 2:
- Calculate the hidden layer output matrix H.
- Step 3:
- Calculate the output weight .
2.3. The Proposed Hybrid VMD-ELM Model
- Step 1:
- Load the original data, and the data is decomposed into a set of IMFs by using VMD method.
- Step 2:
- Set up an ELM prediction model for each IMF. Divide the data of each IMF component into training samples and test samples and all samples are normalized.
- Step 3:
- Determine the number of input layers, output layers, and hidden layers of the ELM model.
- Step 4:
- The established ELM model is used to predict each IMF. The reconstructed IMFs are the final prediction results for the monthly precipitation time series.
3. Data Simulation and Analysis
3.1. Data Decomposition Preprocessing
3.2. Performance Standards of Prediction Accuracy
3.3. Component Prediction and Reconstruction
3.4. Results Analysis and Performance Comparison
4. Conclusions
Author Contributions
Funding
Conflicts of Interest
References
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Place | Models | Error Indicators | ||
---|---|---|---|---|
MAE | RMSE | MAPE | ||
Yan’an | BP | 33.0841 | 49.7006 | 3.3536 |
Elman | 32.7371 | 47.2576 | 2.7936 | |
ELM | 30.5377 | 43.6451 | 2.7622 | |
EMD-ELM | 24.4135 | 32.7755 | 2.1972 | |
VMD-ELM | 15.2966 | 20.3605 | 1.7217 | |
Huashan | BP | 37.4068 | 50.8760 | 4.3309 |
Elman | 35.3464 | 49.2296 | 4.1087 | |
ELM | 34.2236 | 48.6962 | 3.7824 | |
EMD-ELM | 29.3452 | 38.2472 | 3.1507 | |
VMD-ELM | 13.5179 | 16.7612 | 1.9101 |
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Li, G.; Ma, X.; Yang, H. A Hybrid Model for Monthly Precipitation Time Series Forecasting Based on Variational Mode Decomposition with Extreme Learning Machine. Information 2018, 9, 177. https://doi.org/10.3390/info9070177
Li G, Ma X, Yang H. A Hybrid Model for Monthly Precipitation Time Series Forecasting Based on Variational Mode Decomposition with Extreme Learning Machine. Information. 2018; 9(7):177. https://doi.org/10.3390/info9070177
Chicago/Turabian StyleLi, Guohui, Xiao Ma, and Hong Yang. 2018. "A Hybrid Model for Monthly Precipitation Time Series Forecasting Based on Variational Mode Decomposition with Extreme Learning Machine" Information 9, no. 7: 177. https://doi.org/10.3390/info9070177
APA StyleLi, G., Ma, X., & Yang, H. (2018). A Hybrid Model for Monthly Precipitation Time Series Forecasting Based on Variational Mode Decomposition with Extreme Learning Machine. Information, 9(7), 177. https://doi.org/10.3390/info9070177