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WPT-HPO-ELM径流多步预报模型研究

WPT-HPO-ELM multi-step runoff forecast model

  • 摘要: 为提高径流时间序列多步预报精度,建立了小波包变换(WPT)-猎人猎物优化(HPO)算法-极限学习机(ELM)相融合的径流时间序列多步预报模型,并应用于云南省南康河水文站月径流和日径流时间序列多步预报。引入HPO算法原理,在不同维度条件下选取6个典型函数对HPO进行仿真验证;利用2层WPT将径流时序数据分解为4个子序列分量,达到降低径流序列数据复杂性和不平稳性的目的;采用HPO优化ELM输入层权值和隐含层偏值,建立WPT-HPO-ELM模型对实例月径流和日径流进行多步预报。结果表明:HPO算法具有较好的寻优精度和全局搜索能力;WPT-HPO-ELM模型对预见期为1~3个月的月径流具有理想的预报效果,预报的平均绝对百分比误差≤2.43%,合格率≥99.2%,确定性系数≥0.999;对预见期为4~6个月的月径流具有较好的预报效果,预报的平均绝对百分比误差≤15.0%,合格率≥73.3%,确定性系数≥0.991;当预见期≥7个月时,预报效果较差。对预见期为1~3 d的日径流具有理想的预报效果,预报的平均绝对百分比误差≤1.23%,合格率为100%,确定性系数≥0.999;对预见期为4~7 d的日径流具有较好的预报效果,预报的平均绝对百分比误差≤15.3%,合格率≥73.0%,确定性系数≥0.947;当预见期≥8 d时,预报效果较差。WPT-HPO-ELM模型能充分发挥WPT、HPO和ELM的优势,表现出较高的预报精度和稳定性能,预报误差随着预见期的增加而增大,该模型及方法可为径流时间序列多步预报提供新途径。

     

    Abstract: To improve the multi-step forecast accuracy of runoff time series, a novel model was established combining wavelet packet transform(WPT), hunter-prey optimization(HPO) algorithm and extreme learning machine(ELM), which was then applied to the multi-step forecast of monthly and daily runoff time series of the Nankang River Hydrological Station in Yunnan Province. The principle of HPO algorithm is introduced, and 6 typical functions are selected to simulate and verify HPO under different dimensional conditions. Then the data of runoff time series is decomposed into 4 subsequence components using double-layer WPT, so as to reduce the complexity and instability of the runoff sequence data. The ELM input layer weights and hidden layer biases are optimized to establish a WPT-HPO-ELM model for the prediction of monthly and daily runoff in multiple steps. The results show that the HPO algorithm has good optimization accuracy and global search ability; the WPT-HPO-ELM model performs ideally at the forecast of 1-3 months monthly runoff, with the mean absolute percentage error≤2.43%, the pass rate≥99.2%, and the coefficient of certainty ≥0.999; it can also present a satisfactory result at the forecast of the monthly runoff with a forecast period of 4-6 months, with the mean absolute percentage error≤15.0%, the pass rate ≥73.3%, and the coefficient of certainty≥0.99; however, it performed poorly when the forecast period is ≥7 months. It has an ideal forecasting effect for the daily runoff with a forecast period of 1-3 d, with the mean absolute percentage error ≤1.23%, the pass rate=100%, and the coefficient of certainty≥0.999; it also performs satisfactorily when forecast period is 4-7 d, with the mean absolute percentage error≤ 15.3%, the pass rate≥ 73.0%, and the coefficient of certainty≥ 0.94; whereas when the forecast period is ≥ 8 d, the forecast effect is poor. The WPT-HPO-ELM model can give full play to the advantages of WPT, HPO and ELM, showing high forecast accuracy and stability; however, the forecast error increases with the increase of the forecast period. The proposed model and method can provide a new approach for the multi-step forecasting of runoff time series.

     

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