Intaniah Ratna Nur Wisisono, Ade Irma Nurwahidah, Yudhie Andriyana
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引用次数: 5

摘要

河流流量是影响洪水发生的因素之一。它随时间变化,因此我们需要预测洪水的风险。由于数据的图周期性地变化,显示出正弦和余弦模式,使用傅立叶级数方法的非参数技术可能是有趣的应用。傅里叶级数可以用OLS(普通最小二乘法)估计。在傅里叶级数中,非参数回归其函数的微妙程度由其带宽(K)决定。使用GCV(广义交叉验证)方法确定最优带宽。从计算结果来看,我们得到最优带宽为16,R2为0.7295,这意味着河流流量变量的总方差的72.95%可以用傅里叶级数非参数回归模型来解释。与经典的时间序列技术ARIMA Box Jenkins相比,我们获得了RMSE为83.10的ARIMA(1,0,0),而使用傅立叶级数方法产生的RMSE为50.51。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Regresi Nonparametrik dengan Pendekatan Deret Fourier pada Data Debit Air Sungai Citarum
River discharge is one of the factors that affect the occurrence of floods. It varies over time and hence we need to predict the flood risk. Since the plot of the data changes periodically showing a sines and cosines pattern, a nonparametric technique using Fourier series approach may be interesting to be applied. Fourier series can be estimated using OLS (Ordinary Least Square). In a Fourier series, nonparametric regression the level of subtlety of its function is determined by their bandwidth (K). Optimal bandwidth determined using the GCV (Generalized Cross Validation) method. From the calculation results, we have optimal bandwidth which is equal to 16 with R2 is 0.7295 which means that 72.95% of the total variance in the river discharge variable can be explained by the Fourier series nonparametric regression model. Comparing to a classical time series technique, ARIMA Box Jenkins, we obtained ARIMA (1,0,0) with RMSE 83.10 while using Fourier series approach generate a smaller RMSE 50.51.
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