Wavelet Neural Modeling for Hydrologic Time Series Forecasting with Uncertainty Evaluation
详细信息   
摘要
An approach, with the basic idea of resampling wavelet neural parameters, was proposed for probabilistic forecasting of hydrologic time series by the wavelet neural model. Parameters in wavelet neural model are assumed as following uniform distribution, and both proper convergence criterion and likelihood function are used to train the wavelet neural structure and judge the acceptance of parameter set. By training and learning wavelet neural structure as many times (i.e., resampling neural parameters) until becoming stable, all sets of wavelet neural parameters are composed as the resampling results, based on which probabilistic forecasting of hydrologic time series is attained. Optimal forecasting result can be gained by computing mathematical mean of the resampling results, and uncertainty can be described by proper confidence interval. Results of one runoff example indicated the identical performance of the proposed approach and wavelet regression model, but both perform better than conventional neural model. The proposed approach has similar efficiency as the Bayesian method for uncertainty evaluation, and both show higher efficiency than traditional Monte-Carlo method. Choice of proper convergence?criterion is an important task when using the proposed approach, because it directly determines the convergence rate, accuracy and uncertainty level of probabilistic forecasting result. Overall, several key issues should be carefully considered for obtaining more reasonable probabilistic forecasting results by the proposed approach, including choice of proper likelihood function, accurate wavelet decomposition of series, and determination of proper wavelet neural structure.