鲸鱼优化算法增强的分解和 Holt-Winters 用于预测泰国南部大型水坝水库的进水量

Q4 Multidisciplinary
Watha Minsan, Pradthana Minsan
{"title":"鲸鱼优化算法增强的分解和 Holt-Winters 用于预测泰国南部大型水坝水库的进水量","authors":"Watha Minsan, Pradthana Minsan","doi":"10.59796/jcst.v14n2.2024.38","DOIUrl":null,"url":null,"abstract":"This study introduces hybrid forecasting models integrating the Whale Optimization Algorithm (WOA) with Holt-Winters (HW) and decomposition methods, applied in both additive and multiplicative models, for time series forecasting. Focusing on monthly water inflow into four dam reservoirs in Southern Thailand, the study compares these hybrid models against classical statistical models, Grid Search for Holt-Winters (Grid-HW) and Classical Decomposition (Classic-D). The analysis comprises two phases: the training dataset phase and the testing dataset phase. In the training phase, WOA demonstrates superior parameter optimization, enhancing both HW and decomposition methods, resulting in lower Mean Absolute Error (MAE) values compared to classical models. In the testing phase, performance metrics such as Root Mean Square Error (RMSE), MAE, and Symmetric Mean Absolute Percentage Error (sMAPE) are employed. The findings reveal that the Whale Optimization Algorithm with Holt-Winters (WOA-HW) and Decomposition (WOA-D) models surpass classical approaches in long-term forecasting accuracy for three dam reservoirs. Over 24 data points, the WOA with Multiplicative Holt-Winters (WOA-HWx) is optimal for Pran Buri dam, the WOA with Additive Decomposition (WOA-D+) for Bang Lang dam, and the WOA with Multiplicative Decomposition (WOA-Dx) for Kaeng Krachan dam. The Box-Jenkins approach, further refined through a Box-Cox transformation employing a natural logarithm, emerged as the superior forecasting model for Rajjaprabha dam. This model satisfied all critical statistical criteria, including normality of residuals (Anderson-Darling: 0.359, p-value: 0.433), homoscedasticity (Levene's test: 1.24, p-value: 0.274), independence (Ljung-Box test: 14.10, p-value: 0.169), and zero mean (t-test: -0.39, p-value: 0.702), establishing its robustness and reliability for forecast analysis.","PeriodicalId":36369,"journal":{"name":"Journal of Current Science and Technology","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Decomposition and Holt-Winters Enhanced by the Whale Optimization Algorithm for Forecasting the Amount of Water Inflow into the Large Dam Reservoirs in Southern Thailand\",\"authors\":\"Watha Minsan, Pradthana Minsan\",\"doi\":\"10.59796/jcst.v14n2.2024.38\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study introduces hybrid forecasting models integrating the Whale Optimization Algorithm (WOA) with Holt-Winters (HW) and decomposition methods, applied in both additive and multiplicative models, for time series forecasting. Focusing on monthly water inflow into four dam reservoirs in Southern Thailand, the study compares these hybrid models against classical statistical models, Grid Search for Holt-Winters (Grid-HW) and Classical Decomposition (Classic-D). The analysis comprises two phases: the training dataset phase and the testing dataset phase. In the training phase, WOA demonstrates superior parameter optimization, enhancing both HW and decomposition methods, resulting in lower Mean Absolute Error (MAE) values compared to classical models. In the testing phase, performance metrics such as Root Mean Square Error (RMSE), MAE, and Symmetric Mean Absolute Percentage Error (sMAPE) are employed. The findings reveal that the Whale Optimization Algorithm with Holt-Winters (WOA-HW) and Decomposition (WOA-D) models surpass classical approaches in long-term forecasting accuracy for three dam reservoirs. Over 24 data points, the WOA with Multiplicative Holt-Winters (WOA-HWx) is optimal for Pran Buri dam, the WOA with Additive Decomposition (WOA-D+) for Bang Lang dam, and the WOA with Multiplicative Decomposition (WOA-Dx) for Kaeng Krachan dam. The Box-Jenkins approach, further refined through a Box-Cox transformation employing a natural logarithm, emerged as the superior forecasting model for Rajjaprabha dam. This model satisfied all critical statistical criteria, including normality of residuals (Anderson-Darling: 0.359, p-value: 0.433), homoscedasticity (Levene's test: 1.24, p-value: 0.274), independence (Ljung-Box test: 14.10, p-value: 0.169), and zero mean (t-test: -0.39, p-value: 0.702), establishing its robustness and reliability for forecast analysis.\",\"PeriodicalId\":36369,\"journal\":{\"name\":\"Journal of Current Science and Technology\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-05-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Current Science and Technology\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.59796/jcst.v14n2.2024.38\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Multidisciplinary\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Current Science and Technology","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.59796/jcst.v14n2.2024.38","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Multidisciplinary","Score":null,"Total":0}
引用次数: 0

摘要

本研究介绍了将鲸鱼优化算法(WOA)与霍尔特-温特斯(HW)和分解方法相结合的混合预测模型,并将其应用于时间序列预测的加法和乘法模型中。研究以泰国南部四个大坝水库的月度进水量为重点,将这些混合模型与经典统计模型、霍尔特-温特斯网格搜索(Grid-HW)和经典分解(Classic-D)进行了比较。分析包括两个阶段:训练数据集阶段和测试数据集阶段。在训练阶段,WOA 展示了优越的参数优化能力,增强了 HW 和分解方法,与经典模型相比,平均绝对误差(MAE)值更低。在测试阶段,采用了均方根误差(RMSE)、平均绝对误差(MAE)和对称平均绝对百分比误差(sMAPE)等性能指标。研究结果表明,鲸鱼优化算法与霍尔特-温特斯(WOA-HW)和分解(WOA-D)模型在三个大坝水库的长期预测精度方面超过了传统方法。在 24 个数据点上,采用霍尔特-温特斯乘法的 WOA(WOA-HWx)对 Pran Buri 大坝的预测效果最佳,采用加法分解的 WOA(WOA-D+)对 Bang Lang 大坝的预测效果最佳,采用乘法分解的 WOA(WOA-Dx)对 Kaeng Krachan 大坝的预测效果最佳。方框-詹金斯方法通过采用自然对数的方框-考克斯转换进一步完善,成为 Rajjaprabha 大坝的最佳预测模型。该模型符合所有关键的统计标准,包括残差正态性(Anderson-Darling:0.359,p 值:0.433)、同方差性(Levene 检验:1.24,p 值:0.274)、独立性(Ljung-Box 检验:14.10,p 值:0.169)和零均值(t 检验:-0.39,p 值:0.702),从而确立了其预测分析的稳健性和可靠性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Decomposition and Holt-Winters Enhanced by the Whale Optimization Algorithm for Forecasting the Amount of Water Inflow into the Large Dam Reservoirs in Southern Thailand
This study introduces hybrid forecasting models integrating the Whale Optimization Algorithm (WOA) with Holt-Winters (HW) and decomposition methods, applied in both additive and multiplicative models, for time series forecasting. Focusing on monthly water inflow into four dam reservoirs in Southern Thailand, the study compares these hybrid models against classical statistical models, Grid Search for Holt-Winters (Grid-HW) and Classical Decomposition (Classic-D). The analysis comprises two phases: the training dataset phase and the testing dataset phase. In the training phase, WOA demonstrates superior parameter optimization, enhancing both HW and decomposition methods, resulting in lower Mean Absolute Error (MAE) values compared to classical models. In the testing phase, performance metrics such as Root Mean Square Error (RMSE), MAE, and Symmetric Mean Absolute Percentage Error (sMAPE) are employed. The findings reveal that the Whale Optimization Algorithm with Holt-Winters (WOA-HW) and Decomposition (WOA-D) models surpass classical approaches in long-term forecasting accuracy for three dam reservoirs. Over 24 data points, the WOA with Multiplicative Holt-Winters (WOA-HWx) is optimal for Pran Buri dam, the WOA with Additive Decomposition (WOA-D+) for Bang Lang dam, and the WOA with Multiplicative Decomposition (WOA-Dx) for Kaeng Krachan dam. The Box-Jenkins approach, further refined through a Box-Cox transformation employing a natural logarithm, emerged as the superior forecasting model for Rajjaprabha dam. This model satisfied all critical statistical criteria, including normality of residuals (Anderson-Darling: 0.359, p-value: 0.433), homoscedasticity (Levene's test: 1.24, p-value: 0.274), independence (Ljung-Box test: 14.10, p-value: 0.169), and zero mean (t-test: -0.39, p-value: 0.702), establishing its robustness and reliability for forecast analysis.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Journal of Current Science and Technology
Journal of Current Science and Technology Multidisciplinary-Multidisciplinary
CiteScore
0.80
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信