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An Initial Perturbation Method for the Multiscale Singular Vector in Global Ensemble Prediction
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作者 Xin LIU Jing CHEN +6 位作者 Yongzhu LIU Zhenhua HUO Zhizhen XU Fajing CHEN Jing WANG Yanan MA Yumeng HAN 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2024年第3期545-563,共19页
Ensemble prediction is widely used to represent the uncertainty of single deterministic Numerical Weather Prediction(NWP) caused by errors in initial conditions(ICs). The traditional Singular Vector(SV) initial pertur... Ensemble prediction is widely used to represent the uncertainty of single deterministic Numerical Weather Prediction(NWP) caused by errors in initial conditions(ICs). The traditional Singular Vector(SV) initial perturbation method tends only to capture synoptic scale initial uncertainty rather than mesoscale uncertainty in global ensemble prediction. To address this issue, a multiscale SV initial perturbation method based on the China Meteorological Administration Global Ensemble Prediction System(CMA-GEPS) is proposed to quantify multiscale initial uncertainty. The multiscale SV initial perturbation approach entails calculating multiscale SVs at different resolutions with multiple linearized physical processes to capture fast-growing perturbations from mesoscale to synoptic scale in target areas and combining these SVs by using a Gaussian sampling method with amplitude coefficients to generate initial perturbations. Following that, the energy norm,energy spectrum, and structure of multiscale SVs and their impact on GEPS are analyzed based on a batch experiment in different seasons. The results show that the multiscale SV initial perturbations can possess more energy and capture more mesoscale uncertainties than the traditional single-SV method. Meanwhile, multiscale SV initial perturbations can reflect the strongest dynamical instability in target areas. Their performances in global ensemble prediction when compared to single-scale SVs are shown to(i) improve the relationship between the ensemble spread and the root-mean-square error and(ii) provide a better probability forecast skill for atmospheric circulation during the late forecast period and for short-to medium-range precipitation. This study provides scientific evidence and application foundations for the design and development of a multiscale SV initial perturbation method for the GEPS. 展开更多
关键词 multiscale uncertainty singular vector initial perturbation global ensemble prediction system
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A Comparison Study of the Methods of Conditional Nonlinear Optimal Perturbations and Singular Vectors in Ensemble Prediction 被引量:10
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作者 姜智娜 穆穆 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2009年第3期465-470,共6页
The authors apply the technique of conditional nonlinear optimal perturbations (CNOPs) as a means of providing initial perturbations for ensemble forecasting by using a barotropic quasi-geostrophic (QG) model in a... The authors apply the technique of conditional nonlinear optimal perturbations (CNOPs) as a means of providing initial perturbations for ensemble forecasting by using a barotropic quasi-geostrophic (QG) model in a perfect-model scenario. Ensemble forecasts for the medium range (14 days) are made from the initial states perturbed by CNOPs and singular vectors (SVs). 13 different cases have been chosen when analysis error is a kind of fast growing error. Our experiments show that the introduction of CNOP provides better forecast skill than the SV method. Moreover, the spread-skill relationship reveals that the ensemble samples in which the first SV is replaced by CNOP appear superior to those obtained by SVs from day 6 to day 14. Rank diagrams are adopted to compare the new method with the SV approach. The results illustrate that the introduction of CNOP has higher reliability for medium-range ensemble forecasts. 展开更多
关键词 ensemble prediction medium-range forecasts forecast skill spread Talagrand diagram
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The Optimized Short-Range Ensemble Forecast Based on Singular Vector Calculations
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作者 钟科 王业桂 +3 位作者 马环宇 董佩明 蔡其发 康建伟 《Acta meteorologica Sinica》 SCIE 2010年第3期307-317,共11页
In ensemble forecast,by summing up ensemble members,filtering the uncertainty,and retaining the common component,the ensemble mean with a better result can be achieved.However,the filtering works only when the initial... In ensemble forecast,by summing up ensemble members,filtering the uncertainty,and retaining the common component,the ensemble mean with a better result can be achieved.However,the filtering works only when the initial perturbation develops nonlinearly.If the initial perturbation propagates in a linear space,the positive and negative members will counteract,leading to little difference between ensemble mean and control forecast and finally insignificant ensemble result.In 1-2-day ensemble forecast,based on singular vector(SV) calculations,to avoid this insignificance,the counteracting members originated from the same SV are advised not to put into the ensemble system together;the only candidate should be the one with the better forecast.Based on the ingredient analysis of initial perturbation development,a method to select ensemble members is presented in this paper,which can fulfill the above requirement.The regional model MM5V1 of NCAR/PSU(National Center for Atmosphere Research/Pennsylvania State University) and its corresponding tangent adjoint model are used.The ensemble spread and forecast errors are calculated with dry energy norm.Two mesoscale lows on the Meiyu front along the Yangtze River are examined.According to the analysis of the perturbation ingredient,among couples of counteracting members from different SVs, those members performing better always have smaller or greater spread compared with other members. Following this thinking,an optimized ensemble and an inferior ensemble are identified.The ensemble mean of the optimized ensemble is more accurate than that of the inferior ensemble,and the former also performs better than the traditional ensemble with positive and negative members simultaneously.As for growth of the initial perturbation,those initial perturbations originated from the summed SVs grow more quickly than those from the single SV,and they enlarge the range of spread of the ensemble effectively,thus leading to better performance of ensemble members. 展开更多
关键词 ensemble forecast ensemble spread singular vector(SV)
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Application and Characteristic Analysis of the Moist Singular Vector in GRAPES-GEPS 被引量:3
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作者 Jing WANG Bin WANG +3 位作者 Juanjuan LIU Yongzhu LIU Jing CHEN Zhenhua HUO 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2020年第11期1164-1178,共15页
The singular vector(SV)initial perturbation method can capture the fastest-growing initial perturbation in a tangent linear model(TLM).Based on the global tangent linear and adjoint model of GRAPES-GEPS(Global/Regiona... The singular vector(SV)initial perturbation method can capture the fastest-growing initial perturbation in a tangent linear model(TLM).Based on the global tangent linear and adjoint model of GRAPES-GEPS(Global/Regional Assimilation and Prediction System-Global Ensemble Prediction System),some experiments were carried out to analyze the structure of the moist SVs from the perspectives of the energy norm,energy spectrum,and vertical structure.The conclusions are as follows:The evolution of the SVs is synchronous with that of the atmospheric circulation,which is flowdependent.The moist and dry SVs are located in unstable regions at mid-to-high latitudes,but the moist SVs are wider,can contain more small-and medium-scale information,and have more energy than the dry SVs.From the energy spectrum analysis,the energy growth caused by the moist SVs is reflected in the relatively small-scale weather system.In addition,moist SVs can generate perturbations associated with large-scale condensation and precipitation,which is not true for dry SVs.For the ensemble forecasts,the average anomaly correlation coefficient of large-scale circulation is better for the forecast based on moist SVs in the Northern Hemisphere,and the low-level variables forecasted by the moist SVs are also improved,especially in the first 72 h.In addition,the moist SVs respond better to short-term precipitation according to statistical precipitation scores based on 10 cases.The inclusion of the large-scale condensation process in the calculation of SVs can improve the short-term weather prediction effectively. 展开更多
关键词 moist singular vector GRAPES-GEPS adjoint model ensemble prediction
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Comparison of Nonlinear Local Lyapunov Vectors with Bred Vectors, Random Perturbations and Ensemble Transform Kalman Filter Strategies in a Barotropic Model 被引量:3
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作者 Jie FENG Ruiqiang DING +1 位作者 Jianping LI Deqiang LIU 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2016年第9期1036-1046,共11页
The breeding method has been widely used to generate ensemble perturbations in ensemble forecasting due to its simple concept and low computational cost. This method produces the fastest growing perturbation modes to ... The breeding method has been widely used to generate ensemble perturbations in ensemble forecasting due to its simple concept and low computational cost. This method produces the fastest growing perturbation modes to catch the growing components in analysis errors. However, the bred vectors (BVs) are evolved on the same dynamical flow, which may increase the dependence of perturbations. In contrast, the nonlinear local Lyapunov vector (NLLV) scheme generates flow-dependent perturbations as in the breeding method, but regularly conducts the Gram-Schmidt reorthonormalization processes on the perturbations. The resulting NLLVs span the fast-growing perturbation subspace efficiently, and thus may grasp more com- ponents in analysis errors than the BVs. In this paper, the NLLVs are employed to generate initial ensemble perturbations in a barotropic quasi-geostrophic model. The performances of the ensemble forecasts of the NLLV method are systematically compared to those of the random pertur- bation (RP) technique, and the BV method, as well as its improved version--the ensemble transform Kalman filter (ETKF) method. The results demonstrate that the RP technique has the worst performance in ensemble forecasts, which indicates the importance of a flow-dependent initialization scheme. The ensemble perturbation subspaces of the NLLV and ETKF methods are preliminarily shown to catch similar components of analysis errors, which exceed that of the BVs. However, the NLLV scheme demonstrates slightly higher ensemble forecast skill than the ETKF scheme. In addition, the NLLV scheme involves a significantly simpler algorithm and less computation time than the ETKF method, and both demonstrate better ensemble forecast skill than the BV scheme. 展开更多
关键词 ensemble forecasting bred vector nonlinear local Lyapunov vector ensemble transform Kalman filter
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EVALUATION OF TROPICAL CYCLONE GENESIS PRECURSORS WITH REI ATIVE OPER ATING CHARACTERISTICS(ROC)IN HIGH-RESOLUTION ENSEMBLE FORECASTS:HURRICANE ERNESTO 被引量:1
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作者 Levi Thatcher Zhaoxia Pu 《Tropical Cyclone Research and Review》 2013年第3期131-148,共18页
Identifying the environmental conditions that control tropical cyclone(TC)genesis is a challenging problem.This study examines a new method to evaluate the precursors of TC genesis using high-resolution ensemble forec... Identifying the environmental conditions that control tropical cyclone(TC)genesis is a challenging problem.This study examines a new method to evaluate the precursors of TC genesis using high-resolution ensemble forecasts and relative operating characteristic(ROC)diagrams.With an advanced research version of the Weather Research and Forecasting(WRF)model,high-resolution ensemble forecasts(at 5 km horizontal resolution)are conducted in various configurations using a bred vector method to form a set of 140 ensemble members for predicting Hurricane Ernesto’s genesis.Basic evaluation shows that high-resolution ensemble forecasts are able to predict well-developed TCs,whereas the NCEP Global Ensemble Forecast System(GEFS)fails to do so.This set of 140 ensemble members is employed to study the precursors of Hurricane Ernesto’s genesis by contrasting the genesis and nongenesis cases.Specifically,ROC curves,composite figures for genesis and nongenesis cases,and Kolmogorov-Smirnov tests are applied to characterize the relationship between important environmental parameters near the beginning of the simulation and genesis likelihood 15-18 h later.It is found that moist conditions at 850 hPa,vertical wind shear,the strength of the 850 hPa pre existing wave,and upper-level warming play notable roles in Ernesto’s genesis. 展开更多
关键词 tropical cyclone genesis ensemble forecasting relative operating characteristics WRF bred vector
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The application of the orthogonal conditional nonlinear optimal perturbations method to typhoon track ensemble forecasts 被引量:7
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作者 Zhenhua HUO Wansuo DUAN 《Science China Earth Sciences》 SCIE EI CAS CSCD 2019年第2期376-388,共13页
The orthogonal conditional nonlinear optimal perturbations (CNOPs) method, orthogonal singular vectors (SVs)method and CNOP+SVs method, which is similar to the orthogonal SVs method but replaces the leading SV (LSV) w... The orthogonal conditional nonlinear optimal perturbations (CNOPs) method, orthogonal singular vectors (SVs)method and CNOP+SVs method, which is similar to the orthogonal SVs method but replaces the leading SV (LSV) with the first CNOP, are adopted in both the Lorenz-96 model and Pennsylvania State University/National Center for Atmospheric Research (PSU/NCAR) Fifth-Generation Mesoscale Model (MM5) for ensemble forecasts. Using the MM5, typhoon track ensemble forecasting experiments are conducted for strong Typhoon Matsa in 2005. The results of the Lorenz-96 model show that the CNOP+SVs method has a higher ensemble forecast skill than the orthogonal SVs method, but ensemble forecasts using the orthogonal CNOPs method have the highest forecast skill. The results from the MM5 show that orthogonal CNOPs have a wider horizontal distribution and better describe the forecast uncertainties compared with SVs. When generating the ensemble mean forecast, equally averaging the ensemble members in addition to the anomalously perturbed forecast members may contribute to a higher forecast skill than equally averaging all of the ensemble members. Furthermore, for given initial perturbation amplitudes, the CNOP+SVs method may not have an ensemble forecast skill greater than that of the orthogonal SVs method, but the orthogonal CNOPs method is likely to have the highest forecast skill. Compared with SVs, orthogonal CNOPs fully consider the influence of nonlinear physical processes on the forecast results; therefore, considering the influence of nonlinearity may be important when generating fast-growing initial ensemble perturbations. All of the results show that the orthogonal CNOP method may be a potential new approach for ensemble forecasting. 展开更多
关键词 ensemble forecasts Initial PERTURBATION CONDITIONAL nonlinear optimal PERTURBATION singular vector TYPHOON track
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Algorithm based on local breeding of growing modes for convection-allowing ensemble forecasting 被引量:3
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作者 Chaohui CHEN Xiang LI +2 位作者 Hongrang HE Jie XIANG Shenjia MA 《Science China Earth Sciences》 SCIE EI CAS CSCD 2018年第4期462-472,共11页
We propose a method based on the local breeding of growing modes(LBGM) considering strong local weather characteristics for convection-allowing ensemble forecasting. The impact radius was introduced in the breeding of... We propose a method based on the local breeding of growing modes(LBGM) considering strong local weather characteristics for convection-allowing ensemble forecasting. The impact radius was introduced in the breeding of growing modes to develop the LBGM method. In the local breeding process, the ratio between the root mean square error(RMSE) of local space forecast at each grid point and that of the initial full-field forecast is computed to rescale perturbations. Preliminary evaluations of the method based on a nature run were performed in terms of three aspects: perturbation structure, spread,and the RMSE of the forecast. The experimental results confirm that the local adaptability of perturbation schemes improves after rescaling by the LBGM method. For perturbation physical variables and some near-surface meteorological elements, the LBGM method could increase the spread and reduce the RMSE of forecast,improving the performance of the ensemble forecast system.In addition, different from those existing methods of global orthogonalization approach, this new initial-condition perturbation method takes into full consideration the local characteristics of the convective-scale weather system, thus making convectionallowing ensemble forecast more accurate. 展开更多
关键词 空间预报 繁殖过程 对流 传送 算法 天气特征 影响半径 物理变量
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SVR-Boosting ensemble model for electricity price forecasting in electric power market
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作者 周佃民 高琳 +1 位作者 管晓宏 高峰 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2008年第1期90-94,共5页
A revised support vector regression (SVR) ensemble model based on boosting algorithm (SVR-Boosting) is presented in this paper for electricity price forecasting in electric power market. In the light of characteristic... A revised support vector regression (SVR) ensemble model based on boosting algorithm (SVR-Boosting) is presented in this paper for electricity price forecasting in electric power market. In the light of characteristics of electricity price sequence, a new triangular-shaped 为oss function is constructed in the training of the forecasting model to inhibit the learning from abnormal data in electricity price sequence. The results from actual data indicate that, compared with the single support vector regression model, the proposed SVR-Boosting ensemble model is able to enhance the stability of the model output remarkably, acquire higher predicting accuracy, and possess comparatively satisfactory generalization capability. 展开更多
关键词 电力系统 输电工程 升压算法 电力能源
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A Nonlinear Representation of Model Uncertainty in a Convective-Scale Ensemble Prediction System 被引量:1
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作者 Zhizhen XU Jing CHEN +2 位作者 Mu MU Guokun DAI Yanan MA 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2022年第9期1432-1450,共19页
How to accurately address model uncertainties with consideration of the rapid nonlinear error growth characteristics in a convection-allowing system is a crucial issue for performing convection-scale ensemble forecast... How to accurately address model uncertainties with consideration of the rapid nonlinear error growth characteristics in a convection-allowing system is a crucial issue for performing convection-scale ensemble forecasts.In this study,a new nonlinear model perturbation technique for convective-scale ensemble forecasts is developed to consider a nonlinear representation of model errors in the Global and Regional Assimilation and Prediction Enhanced System(GRAPES)Convection-Allowing Ensemble Prediction System(CAEPS).The nonlinear forcing singular vector(NFSV)approach,that is,conditional nonlinear optimal perturbation-forcing(CNOP-F),is applied in this study,to construct a nonlinear model perturbation method for GRAPES-CAEPS.Three experiments are performed:One of them is the CTL experiment,without adding any model perturbation;the other two are NFSV-perturbed experiments,which are perturbed by NFSV with two different groups of constraint radii to test the sensitivity of the perturbation magnitude constraint.Verification results show that the NFSV-perturbed experiments achieve an overall improvement and produce more skillful forecasts compared to the CTL experiment,which indicates that the nonlinear NFSV-perturbed method can be used as an effective model perturbation method for convection-scale ensemble forecasts.Additionally,the NFSV-L experiment with large perturbation constraints generally performs better than the NFSV-S experiment with small perturbation constraints in the verification for upper-air and surface weather variables.But for precipitation verification,the NFSV-S experiment performs better in forecasts for light precipitation,and the NFSV-L experiment performs better in forecasts for heavier precipitation,indicating that for different precipitation events,the perturbation magnitude constraint must be carefully selected.All the findings above lay a foundation for the design of nonlinear model perturbation methods for future CAEPSs. 展开更多
关键词 Convection-Allowing ensemble Prediction System model uncertainty nonlinear forcing singular vector
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Nonlinear singular vectors and nonlinear singular values 被引量:37
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作者 穆穆 《Science China Earth Sciences》 SCIE EI CAS 2000年第4期375-385,共11页
A novel concept of nonlinear singular vector and nonlinear singular value is introduced, which is a natural generalization of the classical linear singular vector and linear singular value to the nonlinear category. T... A novel concept of nonlinear singular vector and nonlinear singular value is introduced, which is a natural generalization of the classical linear singular vector and linear singular value to the nonlinear category. The optimization problem related to the determination of nonlinear singular vectors and singular values is formulated. The general idea of this approach is demonstrated by a simple two-dimensional quasigeostrophic model in the atmospheric and oceanic sciences. The advantage and its applications of the new method to the predictability, ensemble forecast and finite-time nonlinear instability are discussed. This paper makes a necessary preparation for further theoretical and numerical investigations. 展开更多
关键词 singular vector singular value NONLINEAR PREDICTABILITY ensemble forecast.
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考虑分时电价和充电利用率特征的大型电动汽车充电站负荷短期预测方法
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作者 王长春 王果 +1 位作者 赵倩宇 王守相 《南方电网技术》 CSCD 北大核心 2024年第5期75-84,共10页
考虑分时电价和充电利用率特征对电动汽车充电站负荷的影响,提出了融合长短记忆网络和支持向量回归(long short-term memory-support vector regression,LSTM-SVR)的大型电动汽车充电站负荷短期预测方法。首先,建立了分时电价、充电利... 考虑分时电价和充电利用率特征对电动汽车充电站负荷的影响,提出了融合长短记忆网络和支持向量回归(long short-term memory-support vector regression,LSTM-SVR)的大型电动汽车充电站负荷短期预测方法。首先,建立了分时电价、充电利用率、气象信息等影响充电负荷的因素以及历史充电负荷功率数据作为输入的特征矩阵。其次,运用自适应噪声完备经验模态分解(complete ensemble empirical mode decomposition with adaptive noise,CEEMDAN)方法将包含分时电价和充电利用率的特征矩阵序列进行分解,扩充了数据多样性,并采用组合相关系数方法实现了数据降维和特征选择。然后采用北方苍鹰优化(northern goshawk optimization,NGO)算法分别优化LSTM和SVR的超参数,求解权重系数并构建融合LSTM-SVR模型。最后采用某城市一座大型充电站数据进行验证,对比实验表明,考虑分时电价和充电利用率特征可有效提高电动汽车充电站负荷预测精度8%以上,同时采用所提出的融合LSTM-SVR预测方法能使预测精度进一步提高。 展开更多
关键词 短期负荷预测 电动汽车充电站 充电利用率 分时电价 长短期记忆网络 支持向量回归 自适应噪声完备经验模态分解
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集合选优方法在短期风功率预测中的应用研究
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作者 张路娜 冯强 +2 位作者 刘立群 陈水明 郭闪 《热带气象学报》 CSCD 北大核心 2024年第2期285-296,共12页
为提高短期风速及功率预测的准确率,减小风电不确定性对电网系统的影响,尝试利用预测窗口期的风速观测进行数值天气预报的集合成员选优,挑选和实际风速更接近的相似预报成员,并构成选优集合进行机器学习模型的训练和测试。相较仅使用集... 为提高短期风速及功率预测的准确率,减小风电不确定性对电网系统的影响,尝试利用预测窗口期的风速观测进行数值天气预报的集合成员选优,挑选和实际风速更接近的相似预报成员,并构成选优集合进行机器学习模型的训练和测试。相较仅使用集合平均的常规方法,该方法考虑了不同集合成员之间的预报差异,避免了引入误差较大的集合成员,从而有利于改善预报风速偏差。利用不同海拔高度、不同地形特征的河南、甘肃两个风电场中不同集合的表现及敏感性试验结果,确定风电场最佳选优集合数量。相较于集合平均的结果,集合选优方案在不同天气过程中能较好地预报风速的起降,与实际风速更接近,且海平面气压场整体更接近ERA5。对不同风电场进行连续十一个月的风速及功率预测对比试验,结果表明,集合选优方法预报的风速日变化形态和月均风速较原集合平均方法均有改善。分析两个风场不同时长范围、不同速率变化的上坡风和下坡风观测数据可知,在0~2 h及2~4 h内,风速变化为2~4 m/s的个例最多。对比集合平均结果,集合选优方案对于该类型上、下坡风的预测精度均有较为明显的提升。利用机器学习算法对选优集合预报进行训练,能进一步降低风速的绝对偏差和均方根误差,从而有效改善功率预测精度。 展开更多
关键词 短期风速预测 短期功率预测 集合预报 机器学习 支持向量回归
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融合CNN-BiLSTM-Attention的集成学习价格预测 被引量:2
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作者 许珠路 王兴芬 刘亚辉 《计算机系统应用》 2023年第6期32-41,共10页
价格预测对于大宗农产品市场的稳定具有重要意义,但是大宗农产品价格与多种因素有着复杂的相关关系.针对当前价格预测中对数据完整性依赖性强与单一模型难以全面利用多种数据特征等问题,提出了一种将基于注意力机制的卷积双向长短期记... 价格预测对于大宗农产品市场的稳定具有重要意义,但是大宗农产品价格与多种因素有着复杂的相关关系.针对当前价格预测中对数据完整性依赖性强与单一模型难以全面利用多种数据特征等问题,提出了一种将基于注意力机制的卷积双向长短期记忆神经网络(CNN-BiLSTM-Attention)、支持向量机回归(SVR)与LightGBM组合的增强式集成学习方法,并分别在包含历史交易、天气、汇率、油价等多种特征数据的数据集上进行了实验.实验以小麦和棉花价格预测为目标任务,使用互信息法进行特征选择,选择误差较低的CNN-BiLSTM-Attention模型作为基模型,与机器学习模型通过线性回归进行增强式集成学习.实验结果表明该集成学习方法在小麦及棉花数据集上预测结果的均方根误差(RMSE)值分别为12.812, 74.365,较之3个基模型分别降低11.00%, 0.94%、4.44%,1.99%与13.03%, 4.39%,能够有效降低价格预测的误差. 展开更多
关键词 集成学习 双向长短期记忆神经网络(BiLSTM) 卷积神经网络 注意力机制 价格预测 支持向量机回归(SVR) LightGBM
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基于集合预报极端天气预测指数的浙江分类强对流预报模型 被引量:1
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作者 钱卓蕾 娄小芬 +1 位作者 沈晓玲 沈哲文 《气象科技》 2023年第4期582-594,共13页
利用2016—2021年ECWMF集合预报资料、浙江自动站实况资料等,计算浙江短时强降水、雷暴大风和冰雹等强对流天气相关物理量的极端天气预报指数(EFI:Extreme Forecast Index),分析EFI分布特征,并构建了分类强对流预报模型。结果表明:强对... 利用2016—2021年ECWMF集合预报资料、浙江自动站实况资料等,计算浙江短时强降水、雷暴大风和冰雹等强对流天气相关物理量的极端天气预报指数(EFI:Extreme Forecast Index),分析EFI分布特征,并构建了分类强对流预报模型。结果表明:强对流天气与物理量的EFI有密切联系,发生短时强降水时,对流有效位能、整层可降水量、850 hPa与500 hPa温差和位温差的EFI较大,而垂直风切变的EFI为负值,因而较小的垂直风切变更有利于出现极端降水;发生雷暴大风和冰雹时,对流有效位能、850 hPa与500 hPa温差和位温差以及850 hPa温度露点差的EFI较大,700 hPa露点温度的EFI为负值,与上层干冷下层暖湿的有利层结条件有关。利用支持向量机多分类方法,将强对流天气相关物理量的EFI作为特征值开展训练,构建的预报模型对于非局地强对流天气有较好的预报效果,其中短时强降水的误判率明显低于雷暴大风。 展开更多
关键词 分类强对流 集合预报 累积概率分布 极端天气预报指数 支持向量机
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基于数据分解集成和高频数据建模的汇率波动率预测
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作者 李永武 秦怡雯 +1 位作者 李健 王雅实 《运筹与管理》 CSCD 北大核心 2023年第5期168-174,共7页
汇率波动率是刻画外汇金融资产收益变化程度的指标,也是度量外汇风险的方法之一,汇率波动对经济与金融系统都有重要的影响。由于非平稳和非线性的特征,准确预测汇率波动率一直是金融研究的重点和难点。为了提高预测汇率波动率的准确性,... 汇率波动率是刻画外汇金融资产收益变化程度的指标,也是度量外汇风险的方法之一,汇率波动对经济与金融系统都有重要的影响。由于非平稳和非线性的特征,准确预测汇率波动率一直是金融研究的重点和难点。为了提高预测汇率波动率的准确性,本文采用基于人民币汇率高频数据计算的已实现波动率和机器学习方法,对数据进行分解集成和建模,提出了一种有效的多尺度EEMD-PSR-SVR-ARIMA预测模型。具体过程如下:首先,采用集合经验模态分解(EEMD)的方法将复杂的时间序列分解成不同尺度的本征模态函数和趋势项;然后采用支持向量回归(SVR)的方法对本征模态函数进行预测,并利用相空间重构和粒子群优化的方法来确定SVR模型的输入维数与参数。同时,使用差分自回归移动平均模型(ARIMA)预测趋势项;最后集成得到模型预测的结果。实证结果表明EEMD-PSR-SVR-ARIMA模型可以有效地提高汇率波动率预测的精度。 展开更多
关键词 汇率波动率预测 集成经验模态分解 相空间重构 支持向量回归
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基于CEEMDAN和CS算法优化SVM的混合风速预测
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作者 付桐林 杨明霞 《曲阜师范大学学报(自然科学版)》 CAS 2023年第1期41-49,共9页
基于自适应噪声完备集合经验模态分解(CEEMDAN)、布谷鸟算法(CS)和支持向量机(SVM)构建了CEEMDAN-CS-SVM混合风速预测模型,实现了黄土高原陇东区风电场月平均风速的准确预测.首先,采用CEEMDAN算法对收集到的风速时间序列进行去噪,以避... 基于自适应噪声完备集合经验模态分解(CEEMDAN)、布谷鸟算法(CS)和支持向量机(SVM)构建了CEEMDAN-CS-SVM混合风速预测模型,实现了黄土高原陇东区风电场月平均风速的准确预测.首先,采用CEEMDAN算法对收集到的风速时间序列进行去噪,以避免直接采用收集到的风速数据进行预测将导致较大误差的缺陷;其次,采用布谷鸟算法对SVM的惩罚系数和核函数半径进行优化,以克服SVM参数选择敏感的缺陷;最后,用构建的CEEMDAN-CS-SVM混合风速预测模型实现了黄土高原陇东区风电场月平均风速的预测.数值结果表明混合风速预测模型CEEMDAN-CS-SVM能够实现研究区域短期风速的准确预测,预测精度比混合模型DWT-SVM、EEMD-SVM、CEEMDAN-SVM、CS-SVM、DWT-CS-SVM、EEMD-CS-SVM及SVM的预测精度高. 展开更多
关键词 自适应噪声完备集合经验模态分解 支持向量机 布谷鸟算法 风速预测
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基于EEMD-SVM方法的光伏电站短期出力预测 被引量:108
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作者 茆美琴 龚文剑 +2 位作者 张榴晨 曹雨 徐海波 《中国电机工程学报》 EI CSCD 北大核心 2013年第34期17-24,5,共8页
针对光伏电站日前小时短期出力预测问题,提出一种基于集合经验模态分解(ensemble empirical mode decomposition,EEMD)和支持向量机(support vector machines,SVM)的EEMD-SVM组合模型预测方法。该方法将天气类型分为突变天气和非突变天... 针对光伏电站日前小时短期出力预测问题,提出一种基于集合经验模态分解(ensemble empirical mode decomposition,EEMD)和支持向量机(support vector machines,SVM)的EEMD-SVM组合模型预测方法。该方法将天气类型分为突变天气和非突变天气。首先采用EEMD分解法将历史光伏电站小时出力数据分解为一系列相对平稳的分量序列,对不同的天气类型考虑不同的气象因素,然后采用SVM法对所分解的各分量序列分别建立预测模型,选用不同的核函数和参数以取得单个分量序列的最佳预测精度。算例结果表明,分类建模思想和EEMD-SVM组合预测法能够使突变天气预测结果的平均绝对百分比误差减少5%,非突变天气的减少3%。 展开更多
关键词 集合经验模态分解 支持向量机 光伏电站 短期 预测 组合预测模型
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中尺度暴雨集合预报系统研发中的初值扰动试验 被引量:22
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作者 李俊 杜钧 +1 位作者 王明欢 崔春光 《高原气象》 CSCD 北大核心 2009年第6期1365-1375,共11页
针对2006年5月24~25日一次暴雨过程,通过一系列初值扰动试验探讨实际业务中建立集合预报系统的方法。运用45 km的WRF模式构建一个11个成员的集合预报系统来比较分析不同的扰动方案、扰动的空间结构和扰动振幅对集合预报的影响,结果表明... 针对2006年5月24~25日一次暴雨过程,通过一系列初值扰动试验探讨实际业务中建立集合预报系统的方法。运用45 km的WRF模式构建一个11个成员的集合预报系统来比较分析不同的扰动方案、扰动的空间结构和扰动振幅对集合预报的影响,结果表明:(1)初值扰动的空间结构对暴雨集合预报的离散度影响很关键,而扰动振幅的影响却居次要地位。具有动力学结构的孵化扰动明显优于随机扰动。(2)集合预报比单一控制预报提供了更有价值的预报信息。例如在该个例控制预报中漏报的湖北监利强降水中心,在集合预报中有20%的概率,并且实况被包含在集合预报的预报范围之中。集合平均预报也明显优于控制预报。例如矫正了在控制预报中明显虚报的鄂东北的大暴雨中心,且集合平均预报的暴雨中心落在实际观测暴雨中心的附近。(3)集合离散度较好地反映了实际降水过程的可预报性。例如应用孵化扰动,其离散度的空间结构同降水预报误差的空间分布大致对应。 展开更多
关键词 集合预报 暴雨 随机扰动 孵化扰动 概率 离散度
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奇异值熵和支持向量机的齿轮故障诊断 被引量:24
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作者 张超 陈建军 +1 位作者 杨立东 徐亚兰 《振动.测试与诊断》 EI CSCD 北大核心 2011年第5期600-604,665,共5页
提出了一种基于总体平均经验模态分解(ensemble empirical mode decomposition,简称EEMD)奇异值熵和支持向量机的齿轮故障诊断方法。首先,通过EEMD方法将非平稳的原始加速度振动信号分解成若干个平稳的本征模式分量,将得到的若干个本征... 提出了一种基于总体平均经验模态分解(ensemble empirical mode decomposition,简称EEMD)奇异值熵和支持向量机的齿轮故障诊断方法。首先,通过EEMD方法将非平稳的原始加速度振动信号分解成若干个平稳的本征模式分量,将得到的若干个本征模式分量自动形成初始特征向量矩阵;然后,对该矩阵进行奇异值分解,提取其奇异值作为故障特征向量,并对其进行归一化,求得奇异值熵,根据奇异值熵值大小可以判断齿轮的故障类型;最后,将奇异值故障特征向量作为支持向量机的输入,判断齿轮的工作状态和故障类型。试验结果表明,即使在小样本情况下,基于EEMD奇异值分解和支持向量机的故障诊断方法仍能有效地识别齿轮的工作状态和故障类型。 展开更多
关键词 总体平均经验模态分解 奇异值熵 支持向量机 本征模式分量 故障诊断
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