Extra-seasonal Predicting Tests and Analyses of Several Statistical Forecasting Methods on Precipitation over Nanjing in 1998
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摘要: 对1998年南京降水分别设计并开展了求和自回归滑动平均(Auto-Regressive Integrated Moving Average,ARIMA)模型预测、经验模态分解(Empirical Mode Decomposition,EMD)预测和基于Hilbert变换(HilbertTransformation,HT)的幅频分离预测等3种跨季节统计预测试验。结果表明:ARIMA模型预测结果存在明显的系统性误差且对夏季的降水突变现象预测困难;EMD分解预测的结果虽在降水演变趋势上有明显提高,但仍未能预测出夏季的强降水突变现象,究其原因可能是对高频分量预测效果不好所致;而基于Hilbert变换的幅频分离预测方法能够对各模态分量的瞬时频率和瞬时振幅实施隔离预测,消除两者的相互影响,显著改善高频模态的预测效果,使得最终预测结果最为理想,不仅具有最高的趋势相关性和最小的偏差,而且还较好地预测出了夏季两次强降水过程。不仅如此,在对2003年的降水预测验证中,基于Hilbert变换的幅频分离预测方法同样具有最好的预测效果,表明该方法预测效果较为稳定,为改进跨季节短期气候统计预测技术提供了一个新思路。
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关键词:
- 短期气候预测 /
- 求和自回归滑动平均(ARIMA) /
- 经验模态分解(EMD) /
- Hilbert变换(HT) /
- 最小二乘支持向量机
Abstract: Three statistical forecasting methods, i.e. ARIMA (Auto-Regressive Integrated Moving Average) model prediction, EMD (Empirical Mode Decomposition) decomposition prediction, and isolated prediction of frequency and amplitude based on Hilbert transformation, are designed and employed to make extra-seasonal prediction tests on the precipitation over Nanjing in 1998. Results show that the ARIMA model exhibits severe system errors and is hard to reproduce the abrupt variation of precipitation. Although the EMD decomposition prediction makes an obvious improvement in the evolution trend of precipitation, it still fails in the depiction of precipitation catastrophes in the summer due to its incapability of predicting high frequency modes. The isolated prediction method improves the prediction of high frequency modes since it can separately predict the frequency and amplitude of each mode and their interactions are avoided. Thereby the isolated prediction method gives a pretty good final prediction with the highest trend correlation and the smallest deviation. The two precipitation catastrophes in the summer of 1998 are realistically predicted. Additionally, a further verification of the precipitation prediction for 2003 also indicates that the isolated prediction method performs best among the three methods proposed in this study. The above results suggest that the isolated prediction method may provide a new idea for the technological improvement on extra-seasonal short-term climate prediction. -
图 5 1998 年3~9 月降水候距平前4 个IMF 高频分量的预测结果(粗实线表示近似真值,细实线表示试验2 结果,虚线表示试验3 结果)
Figure 5. The first four IMFs of pentad-mean precipitation anomalies from Mar to Sep of 1998(the bold solid line indicates the real data, the thin solid line indicates the results of test 2, and the dash line indicates the results of test 3)
表 1 各模态分量的方差贡献率和累积贡献
Table 1. Variance contribution rates of each component and cumulative contribution
方差贡献率 累积贡献 IMF1 43.9% 43.9% IMF2 34.9% 78.8% IMF3 9.5% 88.3% IMF4 7.0% 95.3% IMF5 1.4% 96.7% IMF6 2.3% 99.0% IMF7 0.1% 99.1% RES 0.9% 100.0% 表 2 全序列与历史样本序列EMD 分解的差异对比
Table 2. Differences between the EMD decomposition results of the whole sequences and historical sample sequences
r RRMSE ke IMF1 0.9994 0.0350 1.0% IMF2 0.9955 0.0955 5.6% IMF3 0.9929 0.1193 4.5% IMF4 0.9958 0.0928 8.3% IMF5 0.9626 0.2746 17.0% IMF6 0.9160 0.4444 26.4% IMF7 0.8234 0.8321 99.0% RES 0.7182 0.6410 89.2% 表 3 试验2 预测模型各模态分量的γ和σ 值
Table 3. γ andσ of each component of prediction model inexperiment 2
γ(×105 σ IMF1 1.6 130 IMF2 1.0 4000 IMF3 0.3 500 IMF4 4.5 24 IMF5 1.4 2100 IMF6 1.0 20 IMF7 1.4 2 RES 16.0 0.8 表 4 高频分量模态预测结果与EMD 分解结果之间的相关系数和均方根误差
Table 4. Correlation coefficients and RMSEs of predicted high frequency components and EMD decomposition results
r RMSE/mm 试验1 试验2 试验3 试验1 试验2 试验3 IMF1 − 0.29 0.42 − 4.73 4.51 IMF2 − 0.20 0.45 − 3.66 3.54 IMF3 − 0.41 0.35 − 1.84 1.81 IMF4 − 0.33 0.76 − 1.77 1.31 剩余分量 − 0.63 −0.22 − 1.75 0.93 合成 0.11 0.29 0.47 7.32 6.51 6.26 表 5 预测结果与近似真值的相关系数和均方根误差
Table 5. Correlation coefficients and RMSEs between the predicted results and the approximate real values
r RMSE 振幅 频率 振幅 频率 IMF1 0.52 0.14 3.31 0.12 IMF2 0.48 0.32 2.60 0.04 IMF3 0.28 −0.40 1.32 0.03 IMF4 0.78 0.03 0.54 0.02 表 6 2003 年3~9 月各预测试验降水候距平与观测数据之间的相关系数和均方差
Table 6. Correlation coefficients and RMSEs between the predicted pentad-mean precipitations anomalies and observed data from Mar to Sep of 2003
r RMSE ARIMA试验 0.03 14.06 EMD分解预测试验 0.18 10.24 Hilbert预测试验 0.42 9.32 -
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