区域模型改进与可持久性卡尔曼滤波器对降水预测结果的方法

Dwi Anugrah Wibisono, Dian Anggraeni, Alfian Futuhul Hadi
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引用次数: 0

摘要

预测是一种时间序列分析,用于利用过去的事件作为参考,找出下一个事件即将出现的改进。可用于预测时间序列的预测模型之一是卡尔曼滤波方法。卡尔曼滤波估计方法的改进是集成卡尔曼滤波(EnKF)。本研究旨在寻找EnKF算法在SARIMA模型上的实现结果。首先,将降水预报数据转换为SARIMA模型的形式,得到一些SARIMA候选模型。接下来,将这一最佳SARIMA模型应用到卡尔曼滤波模型中。在建立了卡尔曼滤波模型后,可以通过将传递的降雨数据应用到模型中来进行预测。它可以用来预测明年的降雨强度。这种预测的质量可以通过查看MAPE的值和RMSE的值来评估。研究表明,enkf方法可以修正sarima方法的模型,map值和rmse值较小,预测精度更高。关键词:集合卡尔曼滤波,预测,SARIMA
本文章由计算机程序翻译,如有差异,请以英文原文为准。
PERBAIKAN MODEL SEASONAL ARIMA DENGAN METODE ENSEMBLE KALMAN FILTER PADA HASIL PREDIKSI CURAH HUJAN
Forecasting is a time series analytic that used to find out upcoming improvement in the next event using past events as a reference. One of the forecasting models that can be used to predict a time series is Kalman Filter method. The modification of the estimation method of Kalman Filter is Ensemble Kalman Filter (EnKF). This research aims to find the result of EnKF algorithm implementation on SARIMA model. To start with, preticipation forecast data is changed in the form of SARIMA model to obtain some SARIMA model candidates. Next, this best model of SARIMA applied to Kalman Filter models. After Kalman Filter models created, forecasting could be done by applying pass rainfall data to the models. It can be used to predict rainfall intensity for next year. The quality of this forecasting can be assessed by looking at MAPE’s value and RMSE’s value. This research shows that enkf method relative can fix sarima method’s model, proved by mape and rmse values which are smaller and indicate a more accurate prediction. Keywords: Ensemble Kalman Filter, Forecast, SARIMA
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