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WPD-RSO-ESN和SSA-RSO-ESN模型在径流时间序列预测中应用比较

Application Comparison of WPD-RSO-ESN and SSA-RSO-ESN Models in Runoff Time Series Forecasting

  • 摘要: 为提高径流时间序列预测精度,提出小波包分解(WPD)与奇异谱分解(SSA)-鼠群优化(RSO)算法-回声状态网络(ESN)相混合的径流时间序列预测方法。分别利用WPD和SSA将非平稳径流时间序列分解为若干子序列,有效降低径流时间序列的复杂性;介绍RSO算法原理,在不同维度条件下选取6个典型函数对RSO算法进行仿真测试;利用RSO算法对ESN储备池规模、稀疏度等超参数进行优化,建立WPD-RSO-ESN、SSA-RSO-ESN模型,并分别构建WPDRSO-SVM、WPD-ESN、WPD-SVM和SSA-RSO-SVM、SSA-ESN、SSA-SVM作对比分析模型;利用云南省江边街水文站1957-2014年逐月径流时间序列数据对8种模型进行检验及对比分析。结果表明:RSO算法在不同维度条件下均具有较好的寻优精度和全局搜索能力。WPD-RSO-ESN、SSA-RSO-ESN模型对实例后10年120个月月径流时间序列预测的平均绝对百分比误差分别为2.73%、3.90%,预测精度优于同一分解条件下的其他模型。RSO算法能有效优化ESN网络超参数,提高ESN网络的预测性能。WPD对径流时间序列数据的分解效果优于SSA方法。

     

    Abstract: To improve the prediction accuracy of runoff time series this paper proposes a runoff time series prediction method that combines wavelet packet decomposition(WPD)with singular spectrum decomposition(SSA)-rat swarm optimization(RSO)algorithm-echo state network(ESN). WPD and SSA is used to decompose the non-stationary runoff time series into several sub-sequences to effectively reduce the complexity of the runoff time series;the principle of the RSO algorithm is introduced,6 typical functions are selected under different dimensional conditions to simulate the RSO algorithm;RSO algorithm is used to optimize hyperparameters such as ESN reserve pool size and sparsity,WPD-RSO-ESN,SSA-RSO-ESN models are established,and WPD-RSO-SVM,WPD-ESN,WPD-SVM and SSA-RSO-SVM,SSA-ESN are constructed,and SSA-SVM are used as comparative analysis models;the monthly runoff time series data from 1957 to 2014 at Jiangbian Street Hydrological Station in Yunnan Province are used to test and compare 8 models. The results show that the RSO algorithm has better optimization accuracy and global search ability under different dimensional conditions. The WPD-RSO-ESN and SSA-RSO-ESN models have predicted average absolute percentage errors of monthly runoff time series for 10 years and 120 months after the example. The average absolute percentage errors are 2.73% and 3.90%,respectively. The prediction accuracy is better than other models under the same decomposition conditions. The RSO algorithm can effectively optimize the hyperparameters of the ESN network and improve the prediction performance of the ESN network. The decomposition effect of WPD on runoff time series data is better than SSA method.

     

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