Prediction of Inter-annual Signal of Global Mean Surface Temperature Based on Deep Learning Approach
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摘要: 利用集合经验模态分解(Ensemble Empirical Mode Decomposition, EEMD)有效地分解了全球平均表面温度(Global Mean Surface Temperature, GMST)时间序列,得到其不同尺度的、不同特征的子序列(Intrinsic Mode Function, IMF)。在此基础上,利用在预测长期、复杂、非线性变化的时间序列上具有显著优势的滑动自回归机器学习(Autoregressive Integrated Moving Average, ARIMA)模型和长短期记忆网络(Long Short-Term Memory, LSTM)模型开展GMST年际信号预测研究。结果表明:深度学习模型LSTM能很好地拟合并预测了长程相关性强的子序列(第2~6个IMF),而代表GMST年际尺度变化的IMF1则在一定程度上受到太平洋大西洋多重气候信号的影响和调制,因此进一步将3个气候指数作为预报前兆因子加入预测模型来更准确地预测IMF1的时间演变。通过利用多套GMST数据的对比,最终选定了考虑实时ENSO信息的LSTM(ENSO)模型来提前预测年际GMST信号,并预测2020年将有较大概率会成为史上最热的年份之一。
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关键词:
- 全球平均表面温度 /
- 年际信号时间序列预测 /
- 集合经验模态分解 /
- 长短期记忆神经网络 /
- 深度学习预测模型
Abstract: Global Mean Surface Temperature (GMST) research and prediction is still an essential theoretical basis for climate change and disaster prevention. Because GMST series contains multi-scale variation characteristics that are highly complex and nonlinear, the Ensemble Empirical Mode Decomposition (EEMD) was adopted to effectively decompose the GMST time series to Intrinsic Mode Functions (IMFs), which obtains different scales and different characteristics. The machine learning model Autoregressive Integrated Moving Average (ARIMA) and the deep learning model Long Short-Term Memory (LSTM) present substantial advantages in predicting long-term, complex, and nonlinear time series to carry out GMST inter-annual signal prediction research. The results reveal that the deep learning model fits and predicts the sub-sequences with strong long-term correlation (IMF2-6). IMF1, which represents the inter-annual scale change of GMST is affected by the Pacific Ocean and the Atlantic Ocean multi-climate signal. Three climate indexes should be added as forecast precursor factors into the prediction model to predict IMF1 more accurately. This paper finally selected the LSTM(ENSO) model that considers real-time ENSO to predict the inter-annual GMST signal in advance by comparing multiple sets of GMST data and found that 2020 will have a greater probability of becoming one of the hottest years in history. -
图 2 集合经验模态分解(EEMD)方法对测试集全球平均表面温度(Global Mean Surface Temperature, GMST)数据进行分解:(a)原始序列;(b−f)各个本征模态分量;(h)残差项
Figure 2. Global Mean Surface Temperature (GMST) test set data decomposed using the Ensemble Empirical Mode Decomposition (EEMD) method: (a) The original sequence; (b−f) each Intrinsic Mode Function; (c) residual term
图 3 (a−f)ARIMA模型和(g−l)LSTM模型对于EEMD分解后的各个子序列(IMF1−6)预测结果(红色线为实际值,蓝色线为预测值,虚线为95%的信度区间的上、下限)
Figure 3. Predicted values of each IMFs (IMF1−6) decomposed by EEMD from (a–f) ARIMA model and (g–l) LSTM model (red line means the observed value, the blue line means the predicted value, and the dashed lines mean the 95% confidence interval of the prediction)
图 5 ARIMA、LSTM、LSTM-ENSO模型对于4套数据(a)HadCRUT4、(b)GISS、(c)BEST、(d)NOAA中1960~2019年GMST的预测结果(黑色为实际观测值,蓝色为ARIMA预测值,绿色为普通LSTM预测值,红色为更新ENSO的多变量LSTM预测值)
Figure 5. Prediction results of the three models (ARIMA, LSTM, and LSTM–ENSO) from 1960 to 2019 in the four GMST data sets (a) HadCRUT4, (b) GISS, (c) BEST, and (d) NOAA. The black line is the observed value, the blue line is the ARIMA predicted value, the green line is the ordinary LSTM predicted value, and the red line is the multivariate LSTM predicted value of the Sync updated real-time ENSO
图 6 ARIMA、LSTM、LSTM(ENSO)模型下的四套数据(a)HadCRUT4 、(b)GISS、(c)NOAA、(d)BEST误差对比(均方根误差RMSE、平均绝对误差MAE、平均绝对百分比误差MAPE)
Figure 6. Different error metrics (RMSE: Root-mean-square error, MAE: Mean absolute error, MAPE: Mean absolute percentage error) from (a) HadCRUT4, (b) GISS, (c) NOAA, and (d) BEST comparison under ARIMA, LSTM, and LSTM (ENSO) models
表 1 资料信息及用途
Table 1. Information and purpose of the data sets
数据名称 时长 气候态 分辨率 用途 HadCRUT4 1850年以来 1961~1990年 5°(纬度)×5°(经度) 拟合试验和预测 GISS 1880年以来 1951~1980年 2°(纬度)×2°(经度) 拟合试验和预测 NOAA 1880年以来 1971~2000年 5°(纬度)× 5°(经度) 拟合试验和预测 BEST 1750年以来 1951~1980年 1°(纬度)× 1°(经度) 拟合试验和预测 ERSST V5 1854年以来 无 2°(纬度)× 2°(经度) 归因与气候指数 表 2 LSTM的超参数设置
Table 2. Hyper-parameter settings of LSTM
设置参数 描述 设置值 输入节点数 输入训练集长度 100~160 输出节点数 预报时长 1 激活函数 控制“门”的输入输出 Relu 优化算子 改变学习率 AdaDelta 损失函数 减少梯度 mae 正则优化 防止过度拟合 0.1 反向传播步数 误差反向传播的步长 3 迭代次数 整个训练集迭代次数 2000 -
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