A Hybrid Model for Monthly Precipitation Time Series Forecasting Based on Variational Mode Decomposition with Extreme Learning Machine

The matter of success in forecasting precipitation is of great significance to flood control and drought relief, and water resources planning and management. For the nonlinear problem in forecasting precipitation time series, a hybrid prediction model based on variational mode decomposition (VMD) coupled with extreme learning machine (ELM) is proposed to reduce the difficulty in modeling monthly precipitation forecasting and improve the prediction accuracy. The monthly precipitation data in the past 60 years from Yan’an City and Huashan Mountain, Shaanxi Province, are used as cases to test this new hybrid model. First, the nonstationary monthly precipitation time series are decomposed into several relatively stable intrinsic mode functions (IMFs) by using VMD. Then, an ELM prediction model is established for each IMF. Next, the predicted values of these components are accumulated to obtain the final prediction results. Finally, three predictive indicators are adopted to measure the prediction accuracy of the proposed hybrid model, back propagation (BP) neural network, Elman neural network (Elman), ELM, and EMD-ELM models: mean absolute error (MAE), root mean squared error (RMSE), and mean absolute percentage error (MAPE). The experimental simulation results show that the proposed hybrid model has higher prediction accuracy and can be used to predict the monthly precipitation time series.

[1]  Zhijian Wang,et al.  A New Compound Fault Feature Extraction Method Based on Multipoint Kurtosis and Variational Mode Decomposition , 2018, Entropy.

[2]  Qiuwen Zhang,et al.  A Hybrid Model for Annual Runoff Time Series Forecasting Using Elman Neural Network with Ensemble Empirical Mode Decomposition , 2018 .

[3]  Sujit Kumar Dash,et al.  Short Term Wind Power Forecasting using Hybrid Variational Mode Decomposition and Multi-Kernel Regularized Pseudo Inverse Neural Network , 2018 .

[4]  Chuntian Cheng,et al.  Forecasting Daily Runoff by Extreme Learning Machine Based on Quantum-Behaved Particle Swarm Optimization , 2018 .

[5]  Ruiqing Niu,et al.  Displacement prediction of Baijiabao landslide based on empirical mode decomposition and long short-term memory neural network in Three Gorges area, China , 2018, Comput. Geosci..

[6]  Xiao Chen,et al.  Denoising and Feature Extraction Algorithms Using NPE Combined with VMD and Their Applications in Ship-Radiated Noise , 2017, Symmetry.

[7]  Huaqing Wang,et al.  A Rolling Bearing Fault Diagnosis Method Based on Variational Mode Decomposition and an Improved Kernel Extreme Learning Machine , 2017 .

[8]  Shaolong Sun,et al.  Application of decomposition-ensemble learning paradigm with phase space reconstruction for day-ahead PM2.5 concentration forecasting. , 2017, Journal of environmental management.

[9]  Tao Zhang,et al.  Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression , 2017 .

[10]  Yongjian Ding,et al.  A New Hybrid Forecasting Approach Applied to Hydrological Data: A Case Study on Precipitation in Northwestern China , 2016 .

[11]  Yonghui Sun,et al.  A Carbon Price Forecasting Model Based on Variational Mode Decomposition and Spiking Neural Networks , 2016 .

[12]  Salim Lahmiri,et al.  Intraday stock price forecasting based on variational mode decomposition , 2016, Journal of Computer Science.

[13]  王劲松 Wang Jinsong,et al.  Climate characteristics of precipitation and extreme drought events in Northwest China , 2015 .

[14]  Dominique Zosso,et al.  Variational Mode Decomposition , 2014, IEEE Transactions on Signal Processing.

[15]  Xu Xingchuan Research of trend variability of precipitation intensity and their contribution to precipitation in China from 1961 to 2010 , 2014 .

[16]  Wang Shouxian,et al.  Hourly solar radiation forecasting based on EMD and ELM neural network , 2014 .

[17]  B. Krishna,et al.  Monthly Rainfall Prediction Using Wavelet Neural Network Analysis , 2013, Water Resources Management.

[18]  Cui Dong-wen Application of extreme learning machine to total phosphorus and total nitrogen forecast in lakes and reservoirs , 2013 .

[19]  Zhigang Zeng,et al.  Ensemble of extreme learning machine for landslide displacement prediction based on time series analysis , 2013, Neural Computing and Applications.

[20]  Chi Daocai,et al.  Application of ARMA Model in the Annual Precipitation Forecast of Taizi River , 2012 .

[21]  Zhang Xin Prediction of Annual Precipitation Based on Improved Grey Markov Model , 2011 .

[22]  K. Chau,et al.  Prediction of rainfall time series using modular artificial neural networks coupled with data-preprocessing techniques , 2010 .

[23]  X. Jianxin Least squares support vector machine model of multivariable prediction of stream flow , 2010 .

[24]  Wen Shu-yao Statistic Markovian Model for Predicting of Annual Precipitation , 2010 .

[25]  Ye Wen Precipitation prediction of time series model based on BP artificial neural network , 2010 .

[26]  Norden E. Huang,et al.  Ensemble Empirical Mode Decomposition: a Noise-Assisted Data Analysis Method , 2009, Adv. Data Sci. Adapt. Anal..

[27]  H. Hartmann,et al.  Predicting summer rainfall in the Yangtze River basin with neural networks , 2008 .

[28]  Chee Kheong Siew,et al.  Extreme learning machine: Theory and applications , 2006, Neurocomputing.

[29]  Jin Li,et al.  Spatial Differences of Precipitation over Northwest China During the Last 44 Years and Its Response to Global Warming , 2005 .