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Bayesian-combined wavelet regressive modeling for hydrologic time series forecasting

Bayesian-combined wavelet regressive modeling for hydrologic time series forecasting
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摘要 Wavelet regression(WR)models are used commonly for hydrologic time series forecasting,but they could not consider uncertainty evaluation.In this paper the AM-MCMC(adaptive Metropolis-Markov chain Monte Carlo)algorithm was employed to wavelet regressive modeling processes,and a model called AM-MCMC-WR was proposed for hydrologic time series forecasting.The AM-MCMC algorithm is used to estimate parameters’uncertainty in WR model,based on which probabilistic forecasting of hydrologic time series can be done.Results of two runoff data at the Huaihe River watershed indicate the identical performances of AM-MCMC-WR and WR models in gaining optimal forecasting result,but they perform better than linear regression models.Differing from the WR model,probabilistic forecasting results can be gained by the proposed model,and uncertainty can be described using proper credible interval.In summary,parameters in WR models generally follow normal probability distribution;series’correlation characters determine the optimal parameters values,and further determine the uncertain degrees and sensitivities of parameters;more uncertain parameters would lead to more uncertain forecasting results and hard predictability of hydrologic time series. Wavelet regression (WR) models are used commonly for hydrologic time series forecasting, but they could not consider uncer- tainty evaluation. In this paper the AM-MCMC (adaptive Metropolis-Markov chain Monte Carlo) algorithm was employed to wavelet regressive modeling processes, and a model called AM-MCMC-WR was proposed for hydrologic time series forecasting. The AM-MCMC algorithm is used to estimate parameters' uncertainty in WR model, based on which probabilistic forecasting of hydrologic time series can be done. Results of two runoff data at the Huaihe River watershed indicate the identical performances of AM-MCMC-WR and WR models in gaining optimal forecasting result, but they perform better than linear regression models. Differing from the WR model, probabilistic forecasting results can be gained by the proposed model, and uncertainty can be de- scribed using proper credible interval. In summary, parameters in WR models generally follow normal probability distribution; series' correlation characters determine the optimal parameters values, and further determine the uncertain degrees and sensitivi- ties of parameters; more uncertain parameters would lead to more uncertain forecasting results and hard predictability of hydro- logic time series.
出处 《Chinese Science Bulletin》 SCIE EI CAS 2013年第31期3796-3805,共10页
基金 supported by the National Natural Science Foundation of China(41201036) the Opening Fund of Key Laboratory for Land Surface Process and Climate Change in Cold and Arid Regions,Chinese Academy of Sciences(LPCC201203)
关键词 时间序列预测 水文时间序列 回归建模 小波 线性回归模型 贝叶斯 MCMC算法 合并 hydrologic time series forecasting, wavelet, regression model, Bayesian theory, probabilistic forecasting, predictability
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参考文献28

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