MultiStep Ahead Forecasting for Hourly PM10 and PM2.5 Based on Two-Stage Decomposition Embedded Sample Entropy and Group Teacher Optimization Algorithm
Abstract
:1. Introduction
2. Methods
2.1. ICEEMDAN
- The EMD algorithm is utilized to calculate the local means of n realizations :
- Calculate the first residue , and the first mode can be obtained based on it. The operator E( ) produces the local mean.
- can be estimated by Equation (4), and then compute the second mode .
- and for can be calculated as follows:
- Step 4 is repeated until obtain all the IMFs.
2.2. Wavelet Transform (WT)
2.3. Sample Entropy
2.4. Group Teaching Optimization Algorithm (GTOA)
2.5. Modified Extreme Learning Machine
2.6. Multistep Prediction
2.7. Framework of the Proposed Hybrid Approach
3. Empirical Results and Analysis
3.1. Data Set and Evaluation Criteria
3.2. Result and Analysis
3.2.1. Subsubsection
3.2.2. Comparison Analysis of PM10 Forecasting
4. Conclusions and Discussion
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
References
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Tested Model | Benchmark Model | ||||||
---|---|---|---|---|---|---|---|
ICEEMDAN-GTOA -ELM | ICEEMDAN- ELM | WT-GTOA- ELM | WT-ELM | GTOA-ELM | DE-ELM | ELM | |
ICEEMDAN-WT -GTOA-ELM | −3.5039 | −6.7207 | −6.0325 | −3.5972 | −6.5332 | −7.4301 | −8.6697 |
(0.0005) | (0.0000) | (0.0000) | (0.0003) | (0.0000) | (0.0000) | (0.0000) | |
ICEEMDAN- GTOA-ELM | −3.8489 | −1.4691 | −3.0902 | −6.1659 | −7.0459 | −8.4643 | |
(0.0001) | (0.1420) | (0.0020) | (0.0000) | (0.0000) | (0.0000) | ||
ICEEMDAN-ELM | 0.9991 | −2.6930 | −5.8667 | −6.7564 | −8.1801 | ||
(0.3179) | (0.0071) | (0.0000) | (0.0000) | (0.0000) | |||
WT-GTOA-ELM | −3.0345 | −6.2075 | −7.0796 | −8.4683 | |||
(0.0024) | (0.0000) | (0.0000) | (0.0000) | ||||
WT-ELM | −4.1550 | −4.6741 | −7.2905 | ||||
(0.0000) | (0.0000) | (0.0000) | |||||
GTOA-ELM | −2.1288 | −8.1789 | |||||
(0.0334) | (0.0000) | ||||||
DE-ELM | −6.7950 | ||||||
(0.0000) |
Tested Model | Benchmark Model | ||||||
---|---|---|---|---|---|---|---|
ICEEMDAN-GTOA -ELM | ICEEMDAN- ELM | WT-GTOA- ELM | WT-ELM | GTOA-ELM | DE-ELM | ELM | |
ICEEMDAN-WT -GTOA-ELM | −3.6835 | −5.7928 | −3.9237 | −5.1016 | −5.7343 | −5.9685 | −6.1007 |
(0.0001) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |
ICEEMDAN- GTOA-ELM | −5.5713 | −2.2100 | −3.3500 | −5.7349 | −5.9697 | −6.1089 | |
(0.0000) | (0.0136) | (0.0004) | (0.0000) | (0.0000) | (0.0000) | ||
ICEEMDAN-ELM | 0.6430 | −0.4859 | −5.2907 | −5.5537 | −5.7128 | ||
(0.7399) | (0.3135) | (0.0000) | (0.0000) | (0.0000) | |||
WT-GTOA-ELM | −1.1973 | −5.1684 | −5.4130 | −5.5706 | |||
(0.1156) | (0.0000) | (0.0000) | (0.0000) | ||||
WT-ELM | −4.9211 | −5.1515 | −5.2924 | ||||
(0.0000) | (0.0000) | (0.0000) | |||||
GTOA-ELM | −1.9304 | −1.8217 | |||||
(0.0268) | (0.0342) | ||||||
DE-ELM | −1.0706 | ||||||
(0.1422) |
Tested Model | Benchmark Model | ||||||
---|---|---|---|---|---|---|---|
ICEEMDAN-GTOA -ELM | ICEEMDAN- ELM | WT-GTOA- ELM | WT-ELM | GTOA-ELM | DE-ELM | ELM | |
ICEEMDAN-WT -GTOA-ELM | −2.2889 | −4.9527 | −2.6244 | −4.1650 | −5.5552 | −5.8006 | −5.3671 |
(0.0110) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |
ICEEMDAN- GTOA-ELM | −5.0106 | −1.9315 | −3.7159 | −5.5881 | −5.8494 | −5.4298 | |
(0.0000) | (0.0267) | (0.0001) | (0.0000) | (0.0000) | (0.0000) | ||
ICEEMDAN-ELM | 0.5495 | −1.2349 | −5.2393 | −5.4961 | −5.1462 | ||
(0.7087) | (0.1084) | (0.0000) | (0.0000) | (0.0000) | |||
WT-GTOA-ELM | −2.3284 | −4.9138 | −5.1012 | −4.8171 | |||
(0.0099) | (0.0000) | (0.0000) | (0.0000) | ||||
WT-ELM | −4.8673 | −5.0693 | −4.7804 | ||||
(0.0000) | (0.0000) | (0.0000) | |||||
GTOA-ELM | 0.0113 | −2.1057 | |||||
(0.5045) | (0.0176) | ||||||
DE-ELM | −2.3641 | ||||||
(0.0090) |
Multistep Ahead | Model | MAE (μg/m3) | MAPE (%) | NRMSE | TIC | Ds (%) |
---|---|---|---|---|---|---|
One-step ahead | ELM | 4.40 | 19.61 | 16.27 | 0.07 | 62.49 |
GTOA-ELM | 3.40 | 13.24 | 13.54 | 0.06 | 68.00 | |
DE-ELM | 3.82 | 15.03 | 14.76 | 0.06 | 56.98 | |
WT-ELM | 1.71 | 6.71 | 6.62 | 0.03 | 89.17 | |
WT-GTOA-ELM | 1.26 | 4.78 | 4.95 | 0.02 | 93.71 | |
ICEEMDAN-ELM | 1.11 | 4.33 | 4.03 | 0.02 | 94.00 | |
ICEEMDAN-GTOA-ELM | 0.60 | 2.35 | 2.42 | 0.01 | 98.10 | |
ICEEMDAN-WT-GTOA-ELM | 0.49 | 1.86 | 1.90 | 0.01 | 98.88 | |
Two-step ahead | ELM | 6.69 | 25.75 | 27.21 | 0.11 | 49.54 |
GTOA-ELM | 5.56 | 20.43 | 23.52 | 0.10 | 52.07 | |
DE-ELM | 5.72 | 21.38 | 23.74 | 0.10 | 48.07 | |
WT-ELM | 2.91 | 11.13 | 11.00 | 0.05 | 80.23 | |
WT -GTOA-ELM | 2.48 | 9.33 | 9.42 | 0.04 | 83.89 | |
ICEEMDAN-ELM | 1.97 | 7.59 | 7.77 | 0.03 | 85.46 | |
ICEEMDAN-GTOA-ELM | 1.31 | 4.87 | 5.25 | 0.02 | 92.92 | |
ICEEMDAN-WT-GTOA-ELM | 1.13 | 4.31 | 4.31 | 0.02 | 94.39 | |
Three-step ahead | ELM | 8.91 | 37.23 | 34.62 | 0.14 | 48.24 |
GTOA-ELM | 7.66 | 28.59 | 31.41 | 0.13 | 47.61 | |
DE-ELM | 7.99 | 32.80 | 32.18 | 0.13 | 46.92 | |
WT -ELM | 4.10 | 15.45 | 15.45 | 0.06 | 74.17 | |
WT -GTOA-ELM | 3.57 | 13.52 | 13.63 | 0.06 | 77.64 | |
ICEEMDAN-ELM | 2.83 | 10.84 | 11.41 | 0.05 | 78.17 | |
ICEEMDAN-GTOA-ELM | 1.42 | 5.39 | 6.01 | 0.03 | 92.92 | |
ICEEMDAN-WT-GTOA-ELM | 1.32 | 5.11 | 5.41 | 0.02 | 93.51 |
Tested Model | Benchmark Model | ||||||
---|---|---|---|---|---|---|---|
ICEEMDAN-GTOA -ELM | ICEEMDAN -ELM | WT-GTOA -ELM | WT-ELM | GTOA-ELM | DE-ELM | ELM | |
ICEEMDAN-WT -GTOA-ELM | −2.7175 | −13.5408 | −10.7244 | −10.3035 | −10.2518 | −12.9119 | −11.8119 |
(0.0066) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |
ICEEMDAN- GTOA-ELM | −9.3974 | −8.6997 | −9.2922 | −10.1336 | −12.7361 | −11.6786 | |
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | ||
ICEEMDAN-ELM | −4.0939 | −6.7991 | −9.6258 | −12.2484 | −11.2595 | ||
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |||
WT-GTOA-ELM | −6.3891 | −9.4224 | −12.0698 | −11.2966 | |||
(0.0000) | (0.0000) | (0.0000) | (0.0000) | ||||
WT-ELM | −9.0503 | −11.5472 | −11.4579 | ||||
(0.0000) | (0.0000) | (0.0000) | |||||
GTOA-ELM | −4.5612 | −6.2942 | |||||
(0.0000) | (0.0000) | ||||||
DE-ELM | −3.0523 | ||||||
(0.0023) |
Tested Model | Benchmark Model | ||||||
---|---|---|---|---|---|---|---|
ICEEMDAN-GTOA -ELM | ICEEMDAN -ELM | WT-GTOA -ELM | WT-ELM | GTOA-ELM | DE-ELM | ELM | |
ICEEMDAN-WT -GTOA-ELM | −7.2714 | −8.5699 | −15.3825 | −14.6345 | −10.2056 | −10.5647 | −11.1624 |
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |
ICEEMDAN- GTOA-ELM | −8.0793 | −13.4719 | −13.5744 | −10.1615 | −10.5384 | −11.1396 | |
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | ||
ICEEMDAN-ELM | −4.4998 | −7.8214 | −10.0408 | −10.4871 | −11.0846 | ||
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |||
WT-GTOA-ELM | −6.7670 | −8.9025 | −9.2585 | −10.1599 | |||
(0.0000) | (0.0000) | (0.0000) | (0.0000) | ||||
WT-ELM | −8.3488 | −8.6986 | −9.7565 | ||||
(0.0000) | (0.0000) | (0.0000) | |||||
GTOA-ELM | −0.7343 | −5.8911 | |||||
(0.2314) | (0.0000) | ||||||
DE-ELM | −6.8786 | ||||||
(0.0000) |
Tested Model | Benchmark Model | ||||||
---|---|---|---|---|---|---|---|
ICEEMDAN-GTOA -ELM | ICEEMDAN -ELM | WT-GTOA -ELM | WT-ELM | GTOA-ELM | DE-ELM | ELM | |
ICEEMDAN-WT -GTOA-ELM | −5.9385 | −8.8548 | −15.2023 | −15.8871 | −11.1402 | −10.9329 | −12.4082 |
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |
ICEEMDAN- GTOA-ELM | −8.4679 | −14.6155 | −15.4375 | −11.0997 | −10.8851 | −12.3653 | |
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | ||
ICEEMDAN-ELM | −4.0254 | −7.7477 | −11.1172 | −10.8874 | −12.3892 | ||
(0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | |||
WT-GTOA-ELM | −5.8209 | −9.5422 | −9.4834 | −11.0517 | |||
(0.0000) | (0.0000) | (0.0000) | (0.0000) | ||||
WT-ELM | −9.0141 | −9.0406 | −10.5554 | ||||
(0.0000) | (0.0000) | (0.0000) | |||||
GTOA-ELM | −2.1974 | −5.3503 | |||||
(0.0140) | (0.0000) | ||||||
DE-ELM | −5.2124 | ||||||
(0.0000) |
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Jiang, F.; Qiao, Y.; Jiang, X.; Tian, T. MultiStep Ahead Forecasting for Hourly PM10 and PM2.5 Based on Two-Stage Decomposition Embedded Sample Entropy and Group Teacher Optimization Algorithm. Atmosphere 2021, 12, 64. https://doi.org/10.3390/atmos12010064
Jiang F, Qiao Y, Jiang X, Tian T. MultiStep Ahead Forecasting for Hourly PM10 and PM2.5 Based on Two-Stage Decomposition Embedded Sample Entropy and Group Teacher Optimization Algorithm. Atmosphere. 2021; 12(1):64. https://doi.org/10.3390/atmos12010064
Chicago/Turabian StyleJiang, Feng, Yaqian Qiao, Xuchu Jiang, and Tianhai Tian. 2021. "MultiStep Ahead Forecasting for Hourly PM10 and PM2.5 Based on Two-Stage Decomposition Embedded Sample Entropy and Group Teacher Optimization Algorithm" Atmosphere 12, no. 1: 64. https://doi.org/10.3390/atmos12010064
APA StyleJiang, F., Qiao, Y., Jiang, X., & Tian, T. (2021). MultiStep Ahead Forecasting for Hourly PM10 and PM2.5 Based on Two-Stage Decomposition Embedded Sample Entropy and Group Teacher Optimization Algorithm. Atmosphere, 12(1), 64. https://doi.org/10.3390/atmos12010064