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用于气象序列预测的时空插值回声状态网络

Spatio-Temporal Interpolated Echo State Network for Meteorological Series Prediction.

作者信息

Xu Meiling, Yang Yuanzhe, Han Min, Qiu Tie, Lin Hongfei

出版信息

IEEE Trans Neural Netw Learn Syst. 2019 Jun;30(6):1621-1634. doi: 10.1109/TNNLS.2018.2869131. Epub 2018 Oct 9.

Abstract

Spatio-temporal series prediction has attracted increasing attention in the field of meteorology in recent years. The spatial and temporal joint effect makes predictions challenging. Most of the existing spatio-temporal prediction models are computationally complicated. To develop an accurate but easy-to-implement spatio-temporal prediction model, this paper designs a novel spatio-temporal prediction model based on echo state networks. For real-world observed meteorological data with randomness and large changes, we use a cubic spline method to bridge the gaps between the neighboring points, which results in a pleasingly smooth series. The interpolated series is later input into the spatio-temporal echo state networks, in which the spatial coefficients are computed by the elastic-net algorithm. This approach offers automatic selection and continuous shrinkage of the spatial variables. The proposed model provides an intuitive but effective approach to address the interaction of spatial and temporal effects. To demonstrate the practicality of the proposed model, we apply it to predict two real-world datasets: monthly precipitation series and daily air quality index series. Experimental results demonstrate that the proposed model achieves a normalized root-mean-square error of approximately 0.250 on both datasets. Similar results are achieved on the long short-term memory model, but the computation time of our proposed model is considerably shorter. It can be inferred that our proposed neural network model has advantages on predicting meteorological series over other models.

摘要

近年来,时空序列预测在气象学领域受到越来越多的关注。时空联合效应使得预测具有挑战性。现有的大多数时空预测模型计算复杂。为了开发一种准确且易于实现的时空预测模型,本文设计了一种基于回声状态网络的新型时空预测模型。对于具有随机性和大幅变化的实际观测气象数据,我们使用三次样条方法来弥合相邻点之间的差距,从而得到一个非常平滑的序列。随后将插值后的序列输入到时空回声状态网络中,其中空间系数通过弹性网络算法计算。这种方法可以自动选择和持续收缩空间变量。所提出的模型提供了一种直观但有效的方法来处理时空效应的相互作用。为了证明所提出模型的实用性,我们将其应用于预测两个实际数据集:月降水量序列和日空气质量指数序列。实验结果表明,所提出的模型在两个数据集上的归一化均方根误差约为0.250。长短期记忆模型也取得了类似的结果,但我们提出的模型的计算时间要短得多。可以推断,我们提出的神经网络模型在预测气象序列方面比其他模型具有优势。

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