imf复合条件下CEEMDAN-GRU模型水位预测研究

Sun Tao, W. Yibin, Chen Wei, Liang Xuechun
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引用次数: 1

摘要

本文提出了一种基于中值滤波-带自适应噪声的完全集合经验模态分解和IMFs重组下的门控循环单元网络模型(CEEMDAN-GRU)的水位预测模型。首先采用中值滤波方法对数据进行预处理,然后采用CEEMDAN方法对历史水位序列进行分解。然后得到6个本征模态函数(imf),通过t检验方法将IMF1-IMF4重组为高频imf (H-F),将IMF5-IMF6作为低频imf。本研究还提出了一种在高频imf中重组imf以优化H-F的方法。在此基础上,利用GRU神经网络模型分别预测优化后的H-F、低频IMFs和残差,最后将三种IMFs的预测结果按等比例叠加。以洪泽湖监测为例,与未优化的全imfs预测模型相比,优化后的CEEMDAN-GRU模型在测试集中的性能提高了2.06%,RMSE提高了13.86%,MAE提高了9.11,MAPE提高了11.98%。同时,我们将优化后的CEEMDAN-GRU与CEEMDAN-LSTM和LSTM进行了比较,以便进一步研究。结果表明:优化后的CEEMDAN-GRU比其他两种模型具有更强的预测性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Research on Water Level Prediction on CEEMDAN-GRU Model under the IMFs Recombination
This research proposes a model bases on the median filter- complete ensemble empirical mode decomposition with adaptive noise and gated recurrent unit network model (CEEMDAN-GRU) under IMFs recombination to predict the water level. We firstly use the median filtering method for data preprocessing and apply CEEMDAN method to decompose the historical water level sequence. Then we obtain 6 IMFs (Intrinsic mode function), recombine IMF1-IMF4 into high-frequency IMFs(H-F) and take IMF5-IMF6 as low-frequency IMFs by t-test method. This research also proposes a method of recombining the IMFs in the high-frequency IMFs to optimize the H-F. On this basis, the optimized H-F, low-frequency IMFs and residual are respectively predicted by the GRU neural network model, and finally the prediction results of the three IMFs are superimposed in equal proportions. Taking the monitoring Hong Ze Lake as an example, the performance of the optimized CEEMDAN-GRU model in the test set is increased by 2.06% and the RMSE increased by 13.86% MAE increased by 9.11 %, and MAPE increased by 11.98% compared with the unoptimized full-IMFs prediction model. Meanwhile, we compared the optimized CEEMDAN-GRU with CEEMDAN-LSTM and LSTM for further investigation. The results show that: the optimized CEEMDAN-GRU has stronger predictive performance compared to the other two models.
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