Neighbourhood selection for local modelling and prediction of hydrological time series

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	Neighbourhood selection for local modelling and prediction of hydrological time series
	Jayawardena, AW ; Li, WK ; Xu, P
	2002-02-28
发表期刊	JOURNAL OF HYDROLOGY
ISSN	0022-1694
卷号	258 期号:1-4 页码:40-57
摘要	The prediction of a time series using the dynamical systems approach requires the knowledge of three parameters; the time delay, the embedding dimension and the number of nearest neighbours. In this paper, a new criterion, based on the generalized degrees of freedom, for the selection of the number of nearest neighbours needed for a better local model for time series prediction is presented. The validity of the proposed method is examined using time series, which are known to be chaotic under certain initial conditions (Lorenz map, Henon map and Logistic map), and real hydro meteorological time series (discharge data from Chao Phraya river in Thailand, Mekong river in Thailand and Laos, and sea surface temperature anomaly data). The predicted results are compared with observations, and with similar predictions obtained by using arbitrarily fixed numbers of neighbours. The results indicate superior predictive capability as measured by the mean square errors and coefficients of variation by the proposed approach when compared with the traditional approach of using a fixed number of neighbours. (C) 2002 Elsevier Science B.V. All rights reserved.
关键词	local models chaos neighbourhood selection generalized degrees of freedom hydrological time series
语种	英语
WOS研究方向	Engineering ; Geology ; Water Resources
WOS类目	Engineering, Civil ; Geosciences, Multidisciplinary ; Water Resources
WOS记录号	WOS:000173810800003
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18008
专题	应用数学研究所
通讯作者	Jayawardena, AW
作者单位	1.Univ Hong Kong, Dept Civil Engn, Hong Kong, Hong Kong, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 3.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Jayawardena, AW,Li, WK,Xu, P. Neighbourhood selection for local modelling and prediction of hydrological time series[J]. JOURNAL OF HYDROLOGY,2002,258(1-4):40-57.
APA	Jayawardena, AW,Li, WK,&Xu, P.(2002).Neighbourhood selection for local modelling and prediction of hydrological time series.JOURNAL OF HYDROLOGY,258(1-4),40-57.
MLA	Jayawardena, AW,et al."Neighbourhood selection for local modelling and prediction of hydrological time series".JOURNAL OF HYDROLOGY 258.1-4(2002):40-57.