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神经网络预测技术之间的比较——案例研究:河流流量预测

A comparison between neural-network forecasting techniques--case study: river flow forecasting.

作者信息

Atiya A F, El-Shoura S M, Shaheen S I, El-Sherif M S

机构信息

Department of Electrical Engineering, Caltech, Mail Stop 136-93, Pasadena, CA 91125, USA.

出版信息

IEEE Trans Neural Netw. 1999;10(2):402-9. doi: 10.1109/72.750569.

Abstract

Estimating the flows of rivers can have significant economic impact, as this can help in agricultural water management and in protection from water shortages and possible flood damage. The first goal of this paper is to apply neural networks to the problem of forecasting the flow of the River Nile in Egypt. The second goal of the paper is to utilize the time series as a benchmark to compare between several neural-network forecasting methods.We compare between four different methods to preprocess the inputs and outputs, including a novel method proposed here based on the discrete Fourier series. We also compare between three different methods for the multistep ahead forecast problem: the direct method, the recursive method, and the recursive method trained using a backpropagation through time scheme. We also include a theoretical comparison between these three methods. The final comparison is between different methods to perform longer horizon forecast, and that includes ways to partition the problem into the several subproblems of forecasting K steps ahead.

摘要

估算河流流量会产生重大的经济影响,因为这有助于农业用水管理以及防范水资源短缺和可能的洪水灾害。本文的首要目标是将神经网络应用于预测埃及尼罗河流量的问题。本文的第二个目标是利用时间序列作为基准,对几种神经网络预测方法进行比较。我们比较了四种不同的输入和输出预处理方法,包括这里提出的一种基于离散傅里叶级数的新方法。我们还比较了三种针对多步提前预测问题的不同方法:直接法、递归法以及使用时间反向传播方案训练的递归法。我们还对这三种方法进行了理论比较。最后的比较是在执行更长时间范围预测的不同方法之间进行的,这包括将问题划分为提前K步预测的几个子问题的方法。

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