scholarly journals Evaluating The Performance of Several Data Preprocessing Methods Based On GRU in Forecasting Monthly Runoff Time Series

2021 ◽  
Author(s):  
Wenchuan Wang ◽  
Yu-jin Du ◽  
Kwok-wing Chau ◽  
Chun-Tian Cheng ◽  
Dong-mei Xu ◽  
...  
Keyword(s):  
Time Series ◽  
Performance Metrics ◽  
Wavelet Packet ◽  
Singular Spectrum Analysis ◽  
Data Preprocessing ◽  
Ensemble Empirical Mode Decomposition ◽  
Runoff Forecasting ◽  
Mode Decomposition ◽  
Adaptive Noise ◽  
Monthly Runoff

Abstract The optimal planning and management of modern water resources depends highly on reliable and accurate runoff forecasting. Data preprocessing technology can provide new possibilities for improving the accuracy of runoff forecasting, when basic physical relationships cannot be captured using a single prediction model. Yet, few researches evaluated the performances of various data preprocessing technology in predicting monthly runoff time series so far. In order to fill this research gap, this paper investigates the potential of five data preprocessing techniques based on gated recurrent unit network (GRU) model in monthly runoff prediction, namely variational mode decomposition (VMD), wavelet packet decomposition (WPD), complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), extreme-point symmetric mode decomposition (ESMD), and singular spectrum analysis (SSA). In this study, the original monthly runoff data is first decomposed into a set of subcomponents using five data preprocessing methods; second, each component is predicted by developing an appropriate GRU model; finally, the forecasting results of different two-stage hybrid models are obtained by aggregating of forecast results of the corresponding subcomponents. Four performance metrics are employed as the evaluation benchmarks. The experimental results from two hydropower stations in China show that five data preprocessing techniques can attain satisfying prediction results, while VMD and WPD methods can yield better performance than CEEMDAN, ESMD and SSA in both training and testing periods in terms of four indexes. Indeed, it is significantly important to carefully determine an appropriate data preprocessing method according to the actual characteristics of the study area.

scholarly journals Ensemble Empirical Mode Decomposition with Adaptive Noise with Convolution Based Gated Recurrent Neural Network: A New Deep Learning Model for South Asian High Intensity Forecasting

Symmetry ◽  
2021 ◽  
Vol 13 (6) ◽  
pp. 931
Author(s):  
Kecheng Peng ◽  
Xiaoqun Cao ◽  
Bainian Liu ◽  
Yanan Guo ◽  
Wenlong Tian
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Deep Learning ◽  
South Asian ◽  
Recurrent Neural Network ◽  
Ensemble Empirical Mode Decomposition ◽  
South Asian High ◽  
Mode Decomposition ◽  
Adaptive Noise ◽  
Deep Learning Model

The intensity variation of the South Asian high (SAH) plays an important role in the formation and extinction of many kinds of mesoscale systems, including tropical cyclones, southwest vortices in the Asian summer monsoon (ASM) region, and the precipitation in the whole Asia Europe region, and the SAH has a vortex symmetrical structure; its dynamic field also has the symmetry form. Not enough previous studies focus on the variation of SAH daily intensity. The purpose of this study is to establish a day-to-day prediction model of the SAH intensity, which can accurately predict not only the interannual variation but also the day-to-day variation of the SAH. Focusing on the summer period when the SAH is the strongest, this paper selects the geopotential height data between 1948 and 2020 from NCEP to construct the SAH intensity datasets. Compared with the classical deep learning methods of various kinds of efficient time series prediction model, we ultimately combine the Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) method, which has the ability to deal with the nonlinear and unstable single system, with the Permutation Entropy (PE) method, which can extract the SAH intensity feature of IMF decomposed by CEEMDAN, and the Convolution-based Gated Recurrent Neural Network (ConvGRU) model is used to train, test, and predict the intensity of the SAH. The prediction results show that the combination of CEEMDAN and ConvGRU can have a higher accuracy and more stable prediction ability than the traditional deep learning model. After removing the redundant features in the time series, the prediction accuracy of the SAH intensity is higher than that of the classical model, which proves that the method has good applicability for the prediction of nonlinear systems in the atmosphere.

Spatiotemporal Trend and Variability of Precipitation in Taiwan Based on Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD)

2021 ◽  
Author(s):  
Chun-Hsiang Tang ◽  
Christina W. Tsai
Keyword(s):  
Time Series ◽  
Empirical Mode Decomposition ◽  
Ensemble Empirical Mode Decomposition ◽  
Intrinsic Mode Functions ◽  
Short Term ◽  
Time Frequency ◽  
Spatial Locality ◽  
Temperature And Precipitation ◽  
Mode Decomposition ◽  
Climatic Scenarios

<p>Abstract</p><p>Most of the time series in nature are nonlinear and nonstationary affected by climate change particularly. It is inevitable that Taiwan has also experienced frequent drought events in recent years. However, drought events are natural disasters with no clear warnings and their influences are cumulative. The difficulty of detecting and analyzing the drought phenomenon remains. To deal with the above-mentioned problem, Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD) is introduced to analyze the temperature and rainfall data from 1975~2018 in this study, which is a powerful method developed for the time-frequency analysis of nonlinear, nonstationary time series. This method can not only analyze the spatial locality and temporal locality of signals but also decompose the multiple-dimensional time series into several Intrinsic Mode Functions (IMFs). By the set of IMFs, the meaningful instantaneous frequency and the trend of the signals can be observed. Considering stochastic and deterministic influences, to enhance the accuracy this study also reconstruct IMFs into two components, stochastic and deterministic, by the coefficient of auto-correlation.</p><p>In this study, the influences of temperature and precipitation on the drought events will be discussed. Furthermore, to decrease the significant impact of drought events, this study also attempts to forecast the occurrences of drought events in the short-term via the Artificial Neural Network technique. And, based on the CMIP5 model, this study also investigates the trend and variability of drought events and warming in different climatic scenarios.</p><p> </p><p>Keywords: Multi-dimensional Ensemble Empirical Mode Decomposition (MEEMD), Intrinsic Mode Function(IMF), Drought</p>

scholarly journals Independent Analysis of Decelerations and Resting Periods through CEEMDAN and Spectral-Based Feature Extraction Improves Cardiotocographic Assessment

2019 ◽  
Vol 9 (24) ◽  
pp. 5421 ◽  
Author(s):  
Patricio Fuentealba ◽  
Alfredo Illanes ◽  
Frank Ortmeier
Keyword(s):  
Feature Extraction ◽  
Uterine Contraction ◽  
Fetal Monitoring ◽  
Ensemble Empirical Mode Decomposition ◽  
Classification Performance ◽  
Compensatory Mechanisms ◽  
Main Hypothesis ◽  
Mode Decomposition ◽  
Independent Analysis ◽  
Adaptive Noise

Fetal monitoring is commonly based on the joint recording of the fetal heart rate (FHR) and uterine contraction signals obtained with a cardiotocograph (CTG). Unfortunately, CTG analysis is difficult, and the interpretation problems are mainly associated with the analysis of FHR decelerations. From that perspective, several approaches have been proposed to improve its analysis; however, the results obtained are not satisfactory enough for their implementation in clinical practice. Current clinical research indicates that a correct CTG assessment requires a good understanding of the fetal compensatory mechanisms. In previous works, we have shown that the complete ensemble empirical mode decomposition with adaptive noise, in combination with time-varying autoregressive modeling, may be useful for the analysis of those characteristics. In this work, based on this methodology, we propose to analyze the FHR deceleration episodes separately. The main hypothesis is that the proposed feature extraction strategy applied separately to the complete signal, deceleration episodes, and resting periods (between contractions), improves the CTG classification performance compared with the analysis of only the complete signal. Results reveal that by considering the complete signal, the classification performance achieved 81.7% quality. Then, including information extracted from resting periods, it improved to 83.2%.

scholarly journals A Denoising Method of Ship Radiated Noise Signal Based on Modified CEEMDAN, Dispersion Entropy, and Interval Thresholding

Electronics ◽  
2019 ◽  
Vol 8 (6) ◽  
pp. 597 ◽  
Author(s):  
Guohui Li ◽  
Zhichao Yang ◽  
Hong Yang
Keyword(s):  
Signal To Noise Ratio ◽  
Noise Signal ◽  
Ensemble Empirical Mode Decomposition ◽  
Measurement Technology ◽  
Signal Denoising ◽  
Frequency Noise ◽  
Denoising Method ◽  
Radiated Noise ◽  
Mode Decomposition ◽  
Adaptive Noise

Due to the non-linear and non-stationary characteristics of ship radiated noise (SR-N) signal, the traditional linear and frequency-domain denoising methods cannot be used for such signals. In this paper, an SR-N signal denoising method based on modified complete ensemble empirical mode decomposition (EMD) with adaptive noise (CEEMDAN), dispersion entropy (DE), and interval thresholding is proposed. The proposed denoising method has the following advantages: (1) as an improved version of CEEMDAN, modified CEEMDAN (MCEEMDAN) combines the advantages of EMD and CEEMDAN, and it is more reliable than CEEMDAN and has less consuming time; (2) as a fast complexity measurement technology, DE can effectively identify the type of intrinsic mode function (IMF); and (3) interval thresholding is used for SR-N signal denoising, which avoids loss of amplitude information compared with traditional denoising methods. Firstly, the original signal is decomposed into a series of IMFs using MCEEMDAN. According to the DE value of IMF, the modes are divided into three types: noise IMF, noise-dominated IMF and pure IMF. After noise IMFs are removed, the noise-dominated IMFs are denoised using interval thresholding. Finally, the pure IMF and the processed noise-dominated IMFs are reconstructed to obtain the final denoised signal. The denoising experiments with the Chen’s chaotic system show that the proposed method has a higher signal-to-noise ratio (SNR) than the other three methods. Applying the proposed method to denoise the real SR-N signal, the topological structure of chaotic attractor can be recovered clearly. It is proved that the proposed method can effectively suppress the high-frequency noise of SR-N signal.

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