Two-stage variational mode decomposition approach to enhance the estimates of variance function

Author(s):  
S. Dhanushya ◽  
T. Palanisamy
Geophysics ◽  
2016 ◽  
Vol 81 (5) ◽  
pp. V365-V378 ◽  
Author(s):  
Wei Liu ◽  
Siyuan Cao ◽  
Yangkang Chen

We have introduced a novel time-frequency decomposition approach for analyzing seismic data. This method is inspired by the newly developed variational mode decomposition (VMD). The principle of VMD is to look for an ensemble of modes with their respective center frequencies, such that the modes collectively reproduce the input signal and each mode is smooth after demodulation into baseband. The advantage of VMD is that there is no residual noise in the modes and it can further decrease redundant modes compared with the complete ensemble empirical mode decomposition (CEEMD) and improved CEEMD (ICEEMD). Moreover, VMD is an adaptive signal decomposition technique, which can nonrecursively decompose a multicomponent signal into several quasi-orthogonal intrinsic mode functions. This new tool, in contrast to empirical mode decomposition (EMD) and its variations, such as EEMD, CEEMD, and ICEEMD, is based on a solid mathematical foundation and can obtain a time-frequency representation that is less sensitive to noise. Two tests on synthetic data showed the effectiveness of our VMD-based time-frequency analysis method. Application on field data showed the potential of the proposed approach in highlighting geologic characteristics and stratigraphic information effectively. All the performances of the VMD-based approach were compared with those from the CEEMD- and ICEEMD-based approaches.


2019 ◽  
Author(s):  
Ganggang Zuo ◽  
Jungang Luo ◽  
Ni Wang ◽  
Yani Lian ◽  
Xinxin He

Abstract. Streamflow forecasting is a crucial component in the management and control of water resources. Decomposition-based approaches have particularly demonstrated improved streamflow forecasting performance. However, it is not practical to firstly decompose the entire streamflow into several signal components and then divide the data samples of each component into training and validation sets for signal component prediction. This impracticality is due to the fact that some validation information, that is not available in practical streamflow forecasting, is used in that training process. Unfortunately, firstly dividing the entire streamflow into training and validation sets and then decomposing each set separately lead to undesirable boundary effects and complicated forecasting. Moreover, establishing a model for each signal component is quite laborious and summing the component predictions may lead to error accumulation. In addition, summing the decomposition results may sometimes lead to inaccurate reconstruction of the original streamflow. In order to address these shortcomings of decomposition-based models and improve the forecasting performance in basins lacking meteorological observations (e.g., precipitation and temperature), we propose a two-stage decomposition prediction (TSDP) framework, realize this framework using variational mode decomposition (VMD) and support vector machines (SVR), and refer to this realization as VMD-SVR. In the first stage of the TSDP framework, the entire streamflow data was divided into training and validation sets, each of which was then separately decomposed to avoid the influence of validation information on training. In the second stage, a single model for streamflow prediction was established using a set of mixed shuffled samples. This scheme saves the modelling time and reduces the influence of the boundary effects. We demonstrate experimentally the effectiveness, efficiency and reliability of the TSDP framework and its VMD-SVR realization in terms of the boundary effect reduction, decomposition performance, prediction outcomes, time consumption, overfitting, and forecasting capability for long leading times. Specifically, five comparative experiments were conducted based on the ensemble empirical mode decomposition (EEMD), singular spectrum analysis (SSA), discrete wavelet transform (DWT) and SVR. The experimental results on monthly runoff collected from three stations at the Wei River show the superiority of the TSDP framework compared to benchmark models.


Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Samuel Asante Gyamerah

Due to the inherent chaotic and fractal dynamics in the price series of Bitcoin, this paper proposes a two-stage Bitcoin price prediction model by combining the advantage of variational mode decomposition (VMD) and technical analysis. VMD eliminates the noise signals and stochastic volatility in the price data by decomposing the data into variational mode functions, while technical analysis uses statistical trends obtained from past trading activity and price changes to construct technical indicators. The support vector regression (SVR) accepts input from a hybrid of technical indicators (TI) and reconstructed variational mode functions (rVMF). The model is trained, validated, and tested in a period characterized by unprecedented economic turmoil due to the COVID-19 pandemic, allowing the evaluation of the model in the presence of the pandemic. The constructed hybrid model outperforms the single SVR model that uses only TI and rVMF as features. The ability to predict a minute intraday Bitcoin price has a huge propensity to reduce investors’ exposure to risk and provides better assurances of annualized returns.


2020 ◽  
Vol 2020 ◽  
pp. 1-20
Author(s):  
Muhammad Sibtain ◽  
Xianshan Li ◽  
Snoober Saleem

The accuracy and consistency of streamflow prediction play a significant role in several applications involving the management of hydrological resources, such as power generation, water supply, and flood mitigation. However, the nonlinear dynamics of the climatic factors jeopardize the development of efficient prediction models. Therefore, to enhance the reliability and accuracy of streamflow prediction, this paper developed a three-stage hybrid model, namely, IVL (ICEEMDAN-VMD-LSTM), which integrated improved complete ensemble empirical mode decomposition with additive noise (ICEEMDAN), variational mode decomposition (VMD), and long short-term memory (LSTM) neural network. Monthly data series of streamflow, temperature, and precipitation in the Swat River Watershed, Pakistan, from January 1971 to December 2015 was used as a case study. Firstly, the correlation analysis and the two-stage decomposition approach were employed to select suitable inputs for the proposed model. ICEEMDAN was employed as a first decomposition stage, to decompose the three data series into intrinsic mode functions (IMFs) and a residual component. In the second decomposition stage, the component of high frequency (IMF1) was decomposed by VMD, as the second decomposition. Afterward, all the components obtained through the correction analysis and the two-stage decomposition approach were predicted by using the LSTM network. Finally, the predicted results of all components were aggregated, to formulate an ensemble prediction for the original monthly streamflow series. The predicted results showed that the performance of the proposed model was superior to the other developed models, in respect of several evaluation benchmarks, demonstrating the applicability of the proposed IVL model for monthly streamflow prediction.


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