KMS Of Academy of mathematics and systems sciences, CAS
| Neighbourhood selection for local modelling and prediction of hydrological time series | |
Jayawardena, AW; Li, WK; Xu, P
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| 2002-02-28 | |
| Source Publication | JOURNAL OF HYDROLOGY
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| ISSN | 0022-1694 |
| Volume | 258Issue:1-4Pages:40-57 |
| Abstract | 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. |
| Keyword | local models chaos neighbourhood selection generalized degrees of freedom hydrological time series |
| Language | 英语 |
| WOS Research Area | Engineering ; Geology ; Water Resources |
| WOS Subject | Engineering, Civil ; Geosciences, Multidisciplinary ; Water Resources |
| WOS ID | WOS:000173810800003 |
| Publisher | ELSEVIER SCIENCE BV |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/18008 |
| Collection | 应用数学研究所 |
| Corresponding Author | Jayawardena, AW |
| Affiliation | 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 |
| Recommended Citation 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. |
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