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多极小波包变换与改进浣熊算法优化的混合核极限学习机径流预测

Multipole Wavelet Packet Transform and Improved Raccoon Algorithm Optimized Hybrid Kernel LimitLearning Machine for Runoff Prediction

  • 摘要: 为提高日径流多步预测精度,减少模型计算规模,同时提升浣熊优化(COA)算法和混合核极限学习机(HKELM)性能,提出多极小波包变换(MWPT)-改进COA算法(ICOA)-HKELM日径流时间序列预测模型。首先,利用MWPT将日径流时序数据分解为1个低频分量和2个高频分量,并构建局部高斯径向基核函数和全局多项式核函数相混合的HKELM;其次,简要介绍COA算法原理,基于Circle映射等策略对COA进行改进,提出ICOA算法,通过8个典型函数对ICOA算法进行仿真验证,并与基本COA算法、鲸鱼优化算法(WOA)、灰狼优化算法(GWO)作对比,旨在验证ICOA算法的优化性能;最后,利用ICOA优化HKELM超参数(正则化参数、核参数、权重系数),建立MWPT-ICOA-HKELM模型,并构建MWPT-COA-HKELM、MWPT-WOA-HKELM、MWPT-GWO-HKELM、小波包变换(WPT)-ICOA-HKELM、小波变换(WT)-ICOA-HKELM、MWPT-ICOA-BP模型作对比分析,通过云南省景东、把边水文站2016-2020年日径流时间序列多步预测实例对各模型进行验证。结果表明:(1)ICOA具有较好的改进效果,仿真精度优于COA、WOA、GWO算法。(2)MWPT-ICOA-HKELM模型预测效果优于其他对比模型,其对实例单步预测效果“最好”,超前3步和超前5步“较好”,超前7步“较差”,预测精度随预测步长的增加而降低。(3)利用ICOA优化HKELM超参数,可显著提高HKELM预测性能,超参数优化效果优于COA、WOA、GWO算法。

     

    Abstract: To improve the accuracy of multi-step prediction of daily runoff, reduce the computational scale of the model, and enhance the performance of the Coati Optimization Algorithm(COA) and Hybrid Kernel Extreme Learning Machine(HKELM), a Multi Pole Wavelet Packet Transform(MWPT)-Improved COA(ICOA) algorithm-HKELM daily runoff time series prediction model is proposed. Firstly, using MWPT, the daily runoff time series data is decomposed into 1 low-frequency component and 2 high-frequency components, and a HKELM is constructed by combining local Gaussian radial basis function kernel and global polynomial kernel function; Secondly, the principle of COA algorithm is briefly introduced, and by improving COA based on strategies such as Circle mapping, we propose the ICOA algorithm. The ICOA algorithm is simulated and verified through 8 typical functions, and is compared with the basic COA algorithm, Whale Optimization Algorithm(WOA), and Grey Wolf Optimization Algorithm(GWO) to verify the optimization performance of the ICOA algorithm; Finally, using ICOA to optimize HKELM hyperparameters(regularization parameters, kernel parameters, weight coefficients), a MWPTICOA-HKELM model is established, and MWPT-COA-HKELM, MWPT-WOA-HKELM, MWPT-GWO-HKELM, Wavelet Packet Transform(WPT)-ICOA-HKELM, Wavelet Transform(WT)-ICOA-HKELM, and MWPT-ICOA-BP models are compared and analyzed.The models are validated through multi-step prediction examples of daily runoff time series from Jingdong and Baobian hydrological stations in Yunnan Province from 2016 to 2020. The results show that:(1) ICOA has a good improvement effect, and the simulation accuracy is better than COA, WOA, and GWO algorithms.(2) The MWPT-ICOA-HKELM model has better prediction performance than other comparative models, with the best single step prediction performance for instances, better results with 3 and 5 steps ahead, and worse results with 7 steps ahead. The prediction accuracy decreases with the increase of prediction step size.(3) Optimizing HKELM hyperparameters using ICOA can significantly improve HKELM prediction performance, and the hyperparameter optimization effect is better than COA, WOA, and GWO algorithms.

     

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