Kang Wang, Chao Qu, Jianzhou Wang, Zhiwu Li, Haiyan Lu
{"title":"空气污染物时间序列的集成多任务预测:基于变分推理、数据投影和生成对抗网络","authors":"Kang Wang, Chao Qu, Jianzhou Wang, Zhiwu Li, Haiyan Lu","doi":"10.1002/for.3218","DOIUrl":null,"url":null,"abstract":"<div>\n \n <p>In light of the mounting environmental pressures, especially the significant threat urban air pollution poses to public health, there arises an imperative need to develop a data-driven model for air pollution prediction. However, contemporary deep learning techniques, such as recurrent neural networks, often struggle to effectively capture the underlying data patterns and distributions, resulting in reduced model stability. To address this gap, this study introduces an ensemble Wasserstein generative adversarial network framework (EWGF) to enhance the stability and accuracy of PM<sub>2.5</sub> predictions by facilitating the acquisition of more informative data representations through Wasserstein generative adversarial network. The framework contains an intricate feature extraction pipeline that automatically learns features containing residual information as representations of potential features, effectively ameliorating the underutilization of feature information. We address a nonconvex multi-objective optimization problem associated with amalgamating diverse Wasserstein generative adversarial network architectures, which enhance the inherent instability of the predictions. Furthermore, an adaptive search strategy is introduced to ascertain the optimal distribution of prediction residuals, thereby expanding the prediction interval estimation method based on residual distribution. We rigorously evaluate the proposed framework using datasets from three major Indian cities, and our experiments unequivocally show that the EWGF outperforms existing solutions in both PM<sub>2.5</sub> point prediction and interval prediction, evidenced by an approximate 8.07% reduction in mean absolute percentage error and an approximate 19.41% improvement in prediction interval score compared to the baseline model.</p>\n </div>","PeriodicalId":47835,"journal":{"name":"Journal of Forecasting","volume":"44 2","pages":"646-675"},"PeriodicalIF":3.4000,"publicationDate":"2024-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Ensemble Multitask Prediction of Air Pollutants Time Series: Based on Variational Inference, Data Projection, and Generative Adversarial Network\",\"authors\":\"Kang Wang, Chao Qu, Jianzhou Wang, Zhiwu Li, Haiyan Lu\",\"doi\":\"10.1002/for.3218\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div>\\n \\n <p>In light of the mounting environmental pressures, especially the significant threat urban air pollution poses to public health, there arises an imperative need to develop a data-driven model for air pollution prediction. However, contemporary deep learning techniques, such as recurrent neural networks, often struggle to effectively capture the underlying data patterns and distributions, resulting in reduced model stability. To address this gap, this study introduces an ensemble Wasserstein generative adversarial network framework (EWGF) to enhance the stability and accuracy of PM<sub>2.5</sub> predictions by facilitating the acquisition of more informative data representations through Wasserstein generative adversarial network. The framework contains an intricate feature extraction pipeline that automatically learns features containing residual information as representations of potential features, effectively ameliorating the underutilization of feature information. We address a nonconvex multi-objective optimization problem associated with amalgamating diverse Wasserstein generative adversarial network architectures, which enhance the inherent instability of the predictions. Furthermore, an adaptive search strategy is introduced to ascertain the optimal distribution of prediction residuals, thereby expanding the prediction interval estimation method based on residual distribution. We rigorously evaluate the proposed framework using datasets from three major Indian cities, and our experiments unequivocally show that the EWGF outperforms existing solutions in both PM<sub>2.5</sub> point prediction and interval prediction, evidenced by an approximate 8.07% reduction in mean absolute percentage error and an approximate 19.41% improvement in prediction interval score compared to the baseline model.</p>\\n </div>\",\"PeriodicalId\":47835,\"journal\":{\"name\":\"Journal of Forecasting\",\"volume\":\"44 2\",\"pages\":\"646-675\"},\"PeriodicalIF\":3.4000,\"publicationDate\":\"2024-11-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Forecasting\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1002/for.3218\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Forecasting","FirstCategoryId":"96","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/for.3218","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ECONOMICS","Score":null,"Total":0}
Ensemble Multitask Prediction of Air Pollutants Time Series: Based on Variational Inference, Data Projection, and Generative Adversarial Network
In light of the mounting environmental pressures, especially the significant threat urban air pollution poses to public health, there arises an imperative need to develop a data-driven model for air pollution prediction. However, contemporary deep learning techniques, such as recurrent neural networks, often struggle to effectively capture the underlying data patterns and distributions, resulting in reduced model stability. To address this gap, this study introduces an ensemble Wasserstein generative adversarial network framework (EWGF) to enhance the stability and accuracy of PM2.5 predictions by facilitating the acquisition of more informative data representations through Wasserstein generative adversarial network. The framework contains an intricate feature extraction pipeline that automatically learns features containing residual information as representations of potential features, effectively ameliorating the underutilization of feature information. We address a nonconvex multi-objective optimization problem associated with amalgamating diverse Wasserstein generative adversarial network architectures, which enhance the inherent instability of the predictions. Furthermore, an adaptive search strategy is introduced to ascertain the optimal distribution of prediction residuals, thereby expanding the prediction interval estimation method based on residual distribution. We rigorously evaluate the proposed framework using datasets from three major Indian cities, and our experiments unequivocally show that the EWGF outperforms existing solutions in both PM2.5 point prediction and interval prediction, evidenced by an approximate 8.07% reduction in mean absolute percentage error and an approximate 19.41% improvement in prediction interval score compared to the baseline model.
期刊介绍:
The Journal of Forecasting is an international journal that publishes refereed papers on forecasting. It is multidisciplinary, welcoming papers dealing with any aspect of forecasting: theoretical, practical, computational and methodological. A broad interpretation of the topic is taken with approaches from various subject areas, such as statistics, economics, psychology, systems engineering and social sciences, all encouraged. Furthermore, the Journal welcomes a wide diversity of applications in such fields as business, government, technology and the environment. Of particular interest are papers dealing with modelling issues and the relationship of forecasting systems to decision-making processes.