A new indirect multi - step - ahead prediction model for a 3 long - term hydrologic prediction
نویسندگان
چکیده
A dependable long-term hydrologic prediction is essential to planning, designing and 12 management activities of water resources. A three-stage indirect multi-step-ahead prediction model, 13 which combines dynamic spline interpolation into multilayer adaptive time-delay neural network 14 (ATNN), is proposed in this study for the long term hydrologic prediction. In the first two stages, a 15 group of spline interpolation and dynamic extraction units are utilized to amplify the effect of 16 observations in order to decrease the errors accumulation and propagation caused by the previous 17 prediction. In the last step, variable time delays and weights are dynamically regulated by ATNN and 18 the output of ATNN can be obtained as a multi-step-ahead prediction .We use two examples to 19 illustrate the effectiveness of the proposed model. One example is the sunspots time series that is a 20 well-known nonlinear and non-Gaussian benchmark time series and is often used to evaluate the 21 effectiveness of nonlinear models. Another example is a case study of a long-term hydrologic 22 prediction which uses the monthly discharges data from the Manwan Hydropower Plant in Yunnan 23 Province of China. Application results show that the proposed method is feasible and effective. 24
منابع مشابه
Multi-Step-Ahead Prediction of Stock Price Using a New Architecture of Neural Networks
Modelling and forecasting Stock market is a challenging task for economists and engineers since it has a dynamic structure and nonlinear characteristic. This nonlinearity affects the efficiency of the price characteristics. Using an Artificial Neural Network (ANN) is a proper way to model this nonlinearity and it has been used successfully in one-step-ahead and multi-step-ahead prediction of di...
متن کاملShort-Term And Long-Term Ahead Prediction Of Northern Hemisphere Sunspots Chaotic Time Series Using Dynamic Neural Network Model
Multi –Step ahead prediction of a chaotic time series is a difficult task that has attracted increasing interest in recent years. The interest in this work is the development of nonlinear neural network models for the purpose of building multi-step chaotic time series prediction. In the literature there is a wide range of different approaches but their success depends on the predicting performa...
متن کاملImproving multi-step time series prediction with recurrent neural modelling
Multi-step prediction is a difficult task ¡hat has been attracted increasing tbe inieres! in recen! years. It tries to achieve predictions several sleps ahead ¡nto the tuture starting from information al time k. This paper is facllsed on the dcvelopment oí nonlinear neural models with tbe purpose oí building long-teTm Uf multi-step time series prediction schemes. In these context, the mos! popu...
متن کاملRecursive prediction for long term time series forecasting using advanced models
There exists a wide range of paradigms, and a high number of different methodologies that are applied to the problem of time series prediction. Most of them are presented as a modified function approximation problem using input/output data, in which the input data are expanded using values of the series at previous steps. Thus, the model obtained normally predicts the value of the series at a t...
متن کاملA Multi-step Prediction Model Based on Interpolation and Adaptive Time Delay Neural Network for Time Series
The drawback of indirect multi-step-ahead prediction is error accumulation. In order to tackle this problem and improve the capacity of adaptive time delay neural network (ATNN) for prediction, a three-stage prediction model SATNN based on spline interpolation and ATNN is presented. With spline interpolation and ATNN, the impact of last prediction errors that would be iterated into the model fo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009