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CN115495991A - Rainfall interval prediction method based on time convolution network - Google Patents

Rainfall interval prediction method based on time convolution network Download PDF

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CN115495991A
CN115495991A CN202211197406.4A CN202211197406A CN115495991A CN 115495991 A CN115495991 A CN 115495991A CN 202211197406 A CN202211197406 A CN 202211197406A CN 115495991 A CN115495991 A CN 115495991A
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冯钧
邵萍萍
王文鹏
丁昱凯
严乐
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Abstract

The invention discloses a rainfall interval prediction method based on a time convolution network, which comprises the following steps of collecting rainfall data and meteorological factor data to form an initial time sequence data set, and preprocessing the data; analyzing the characteristics of meteorological factors, constructing a characteristic extraction algorithm, acquiring the incidence relation between the meteorological factors and precipitation, and screening out a time sequence of the meteorological factors which have great influence on precipitation by adopting a maximum information coefficient-asynchronous principal component analysis algorithm; and (3) constructing a time convolution network model for predicting the drainage surface rainfall by combining the drainage surface rainfall, training the model by using data in the training set, then adjusting the model parameter evaluation model to converge the model, and finally predicting by using the test set data. According to the method, the capability of TCN for capturing effective long-time sequence features is utilized, the optimized LUBE coverage width evaluation standard is used as one of training loss objective functions to generate probability interval prediction of future observation results, and the precision of rainfall prediction is effectively improved.

Description

一种基于时间卷积网络的降水区间预测方法A Precipitation Interval Prediction Method Based on Time Convolution Network

技术领域technical field

本发明属于降水预报技术领域,具体涉及一种基于时间卷积网络的降水区间预测方法。The invention belongs to the technical field of precipitation forecasting, and in particular relates to a precipitation interval forecasting method based on a temporal convolutional network.

背景技术Background technique

中长期降水预测是流域水资源精准管理的重要依据。数据驱动模型是开展中长期降水预测的重要途径之一。雨季的开始、持续时间和结束时间由月降水量决定,且月降水量比季降水量提供了更准确的年内降水分布数据,因此有必要在月时间尺度上进行降水预测的研究,然而月尺度降水统计资料的样本容量有限,可利用的预报因子维度较高,在有限样本容量条件下筛选出高相关性气象成因要素,构建稳健的数据驱动模型是中长期降水预测成功的关键。Mid- and long-term precipitation forecasting is an important basis for precise management of water resources in river basins. Data-driven models are one of the important ways to carry out medium and long-term precipitation forecasting. The start, duration, and end of the rainy season are determined by monthly precipitation, and monthly precipitation provides more accurate precipitation distribution data within a year than seasonal precipitation, so it is necessary to conduct research on precipitation prediction on a monthly time scale. The sample size of precipitation statistical data is limited, and the available predictors have a high dimension. Under the condition of limited sample size, the key to successful medium- and long-term precipitation prediction is to screen out highly relevant meteorological factors and build a robust data-driven model.

在降水预测中,常用的模型主要分基于物理(过程)驱动和基于数据驱动。物理驱动模型是基于水文概念模型的,该方法分析降水形成的各个因素,建立适合某一流域通用的物理方程去模拟降水的过程,模型参数需要依赖经验和人工交互不断迭代才能完成率定。模型预报的精度取决于建模者的知识和经验以及数据资料的完备情况。这类模型内包含的参数具备物理意义,具有良好的解释性,但中长期降水复杂的影响因素加大了参数率定的难度。近年来,线性回归、神经网络、支持向量机等数据驱动模型被运用在降水预报中,这类模型将水文过程视作黑箱子,不考虑系统内部的物理机制,通过建立输入输出样本间的映射关系以实现建模。由于无法获取精确的降水及其影响要素(降水量和相关的气象因子),造成智能模型在预报性能上有一定的局限性。降水预测中,各个气象因素存在不确定性,因素之间相互关联,这使得物理驱动模型和数据驱动模型均有各自的不足。In precipitation prediction, commonly used models are mainly based on physical (process) driven and data-driven. The physical driving model is based on the hydrological conceptual model. This method analyzes the various factors of precipitation formation, and establishes a general physical equation suitable for a certain watershed to simulate the precipitation process. The model parameters need to rely on experience and manual interaction to complete the calibration. The accuracy of the model forecast depends on the knowledge and experience of the modeler and the completeness of the data. The parameters contained in this type of model have physical meaning and have good explanatory properties, but the complex factors affecting medium and long-term precipitation increase the difficulty of parameter calibration. In recent years, data-driven models such as linear regression, neural network, and support vector machines have been used in precipitation forecasting. These models regard the hydrological process as a black box, regardless of the internal physical mechanism of the system, and establish a mapping between input and output samples. relationship to model. Due to the inability to obtain accurate precipitation and its influencing factors (precipitation and related meteorological factors), the intelligent model has certain limitations in forecasting performance. In precipitation forecasting, there are uncertainties in various meteorological factors, and the factors are interrelated, which makes both physical-driven models and data-driven models have their own shortcomings.

发明内容Contents of the invention

发明目的:本发明的目的在于提供一种基于时间卷积网络的降水区间预测方法,适于中长期的降水区间预测,具有较高的预报精度。Purpose of the invention: The purpose of the present invention is to provide a precipitation interval prediction method based on a temporal convolutional network, which is suitable for medium and long-term precipitation interval prediction and has high forecasting accuracy.

技术方案:本发明提供一种基于时间卷积网络的降水区间预测方法,包括以下步骤:Technical solution: The present invention provides a method for predicting intervals of precipitation based on time convolution network, comprising the following steps:

(1)收集降水数据和气象因子数据,构成初始时间序列数据集,并对数据进行预处理;(1) Collect precipitation data and meteorological factor data to form an initial time series data set and preprocess the data;

(2)分析气象因子特征,构建特征提取算法,获取气象因子和降水量的关联关系,采用最大信息系数-异步主成分分析算法筛选出对降水量影响较大的气象因子的时间序列;(2) Analyze the characteristics of meteorological factors, build a feature extraction algorithm, obtain the correlation between meteorological factors and precipitation, and use the maximum information coefficient-asynchronous principal component analysis algorithm to screen out the time series of meteorological factors that have a greater impact on precipitation;

(3)构建基于时间卷积网络的降水区间预测模型,把筛选后的数据根据留出法划分为训练集与测试集,后进行滑动窗口采样,准备基于时间卷积网络的降水区间预测模型输入数据组;(3) Construct a precipitation interval prediction model based on time convolution network, divide the screened data into training set and test set according to the hold-out method, and then perform sliding window sampling to prepare the input of precipitation interval prediction model based on time convolution network data set;

(4)根据输入的历史降水量和高相关的历史气象因子序列,选用TCN时间卷积网络模型构建基于时间卷积网络的降水区间预测模型,并引入LUBE区间预测法输出区间预测值,以实现对基于时间卷积网络的降水区间预测模型的训练,完成降水过程的综合建模;(4) According to the input historical precipitation and highly correlated historical meteorological factor sequence, the TCN time convolutional network model is selected to construct the precipitation interval prediction model based on the time convolutional network, and the LUBE interval prediction method is introduced to output the interval prediction value to realize The training of the precipitation interval prediction model based on the temporal convolutional network completes the comprehensive modeling of the precipitation process;

(5)对完成训练的基于时间卷积网络的降水区间预测模型,输入新的降水量,完成降水区间的预测。(5) For the precipitation interval prediction model based on the time convolutional network that has been trained, input new precipitation to complete the prediction of the precipitation interval.

进一步地,步骤(1)所述对数据进行预处理包括数据清洗及数据的缺失补全,其中数据的缺失补全采用时间维度上线性插值处理方式。Further, the preprocessing of the data in step (1) includes data cleaning and data missing completion, wherein the data missing completion adopts a linear interpolation processing method in the time dimension.

进一步地,步骤(2)所述采用最大信息系数-异步主成分分析算法筛选出对降水量影响较大的气象因子的时间序列实现过程如下:Further, the implementation process of the time series of meteorological factors that have a greater impact on precipitation using the maximum information coefficient-asynchronous principal component analysis algorithm in step (2) is as follows:

通过DTW构造插值时序,异步相关性时间序列:组织数据集Xm×n,其中每列m代表单变量时间序列长度,n代表每行的属性个数;对数据矩阵X中的每个时间序列进行归一化;使用Z-score方法对时间序列Xi进行归一化,使标准化后的X'i具有零均值和一个标准方差,即X'ih~N(0,1);用DTW计算标准化后的X′i和Xj',获得最佳变形路径

Figure BDA0003870812510000021
最佳变形路径的所有元素构成插值时间序列的元素,分别是:X″i={p1(1),p2(1),…,pk(1)}和X″j={p1(2),p2(2),…,pk(2)}所有归一化的时间序列应扩展到反映相应异步相关性的时间序列;获得新的插值时间序列,即X=X”;在2个新的时间序列的散点图,即集合D上进行X″i×Y划分,将其元素按X″i值划分到X″i个格子中,按Y值划分到Y个格子中;计算集合D的点落在给定的网格G上所得到的频率分布D|G,合理选择网格G的划分上界B(n),B(n) 是关于样本大小的函数,表示网格G的正方形总数b的约束小于B(n),B(n)=n0.6;计算不同的网格G确定不同的概率分布,即I(D|G),表示点集基于分布D|G的互信息;在基于X″i×Y网格G的所有可能分布D|G的互信息中找到最大的互信息 maxI(D|G)记为I”(D,m,n),得到二维数据集D的特征矩阵I”(D);Construct interpolation time series and asynchronous correlation time series through DTW: organize data set X m×n , where m in each column represents the length of univariate time series, and n represents the number of attributes in each row; for each time series in data matrix X Perform normalization; use the Z-score method to normalize the time series Xi, so that the standardized X' i has zero mean and one standard deviation, that is, X' ih ~ N(0,1); use DTW to calculate the normalization After X′ i and X j ', the best deformation path is obtained
Figure BDA0003870812510000021
All the elements of the optimal deformation path constitute the elements of the interpolation time series, respectively: X″ i ={p 1 (1),p 2 (1),…,p k (1)} and X″ j ={p 1 (2),p 2 (2),...,p k (2)} All normalized time series should be extended to time series reflecting corresponding asynchronous correlations; new interpolated time series are obtained, i.e. X = X"; Carry out X″ i ×Y division on the 2 new time series scatter plots, that is, set D, divide its elements into X″ i grids according to X″ i values, and divide them into Y grids according to Y values ;Calculate the frequency distribution D|G obtained by calculating the points of the set D falling on the given grid G, and choose the upper bound B(n) of the grid G reasonably. B(n) is a function of the sample size, which means The constraint of the total number of squares b of the grid G is less than B(n), B(n)=n 0.6 ; different grids G are calculated to determine different probability distributions, namely I(D|G), which means that the point set is based on the distribution D| Mutual information of G; find the maximum mutual information maxI(D|G) in the mutual information of all possible distributions D|G based on X″ i ×Y grid G and denote it as I”(D,m,n), and get The characteristic matrix I"(D) of the two-dimensional data set D;

通过最大信息系数有效衡量预报因子与实际降水序列的相关关系,筛选出与实际降水相关性强的因子,记为为高信息量因子,从高信息量因子中剔除掉含有较多重叠信息的因子。The maximum information coefficient is used to effectively measure the correlation between the forecast factor and the actual precipitation sequence, and the factors with strong correlation with the actual precipitation are screened out, which are recorded as high-information factors, and the factors with more overlapping information are removed from the high-information factors .

进一步地,步骤(4)所述选用TCN时间卷积网络模型构建基于时间卷积网络的降水区间预测模型实现过程如下:Further, the step (4) selects the TCN time convolution network model to construct the precipitation interval prediction model based on the time convolution network. The realization process is as follows:

在单变量序列的情况下,对于给定一维序列的降水输入X和大小为k的滤波器函数ω:{0,…,k-1},在连续层上的完整扩张因果卷积运算f,在序列s上的定义表示如下:In the case of univariate sequences, for a given precipitation input X of a 1D sequence and a filter function ω of size k:{0,...,k-1}, the full dilated causal convolution operation f on successive layers , the definition on the sequence s is as follows:

Figure BDA0003870812510000031
Figure BDA0003870812510000031

其中,s是序列的元素,d是扩张参数,根据网络深度d=2i指数增加,d=2i用于网络的i级;而s-d·i描述了过去的方向;将*d称为扩张的卷积操作,以区分正常的卷积操作。where, s is the element of the sequence, d is the dilation parameter, which increases exponentially according to the network depth d= 2i , and d= 2i is used for the i-level of the network; while sd i describes the past direction; call *d the dilation The convolution operation to distinguish the normal convolution operation.

进一步地,步骤(4)所述引入LUBE区间预测法输出区间预测值实现过程如下:Further, the implementation process of introducing the LUBE interval prediction method to output the interval prediction value in step (4) is as follows:

LUBE区间预测方法的评价指标包括PICP从实际观测值处于预测区间上界和下界之间的概率来评价;PINAW从预测区间上界和下界之间的宽度来评价:The evaluation indicators of the LUBE interval prediction method include PICP, which is evaluated from the probability that the actual observed value is between the upper and lower boundaries of the prediction interval; PINAW, which is evaluated from the width between the upper and lower boundaries of the prediction interval:

Figure BDA0003870812510000032
Figure BDA0003870812510000032

Figure BDA0003870812510000033
Figure BDA0003870812510000033

其中,U(xk)为区间预测的上边界值,L(xk)为区间预测的下边界值,n是测量值的样本数,A是目标变量的范围,即最大最小值的差值;则测量宽度和覆盖概率的CWC可以定义为:Among them, U(x k ) is the upper boundary value of interval prediction, L(x k ) is the lower boundary value of interval prediction, n is the sample number of measured values, A is the range of the target variable, that is, the difference between the maximum and minimum values ; then the CWC measuring width and coverage probability can be defined as:

Figure BDA0003870812510000034
Figure BDA0003870812510000034

增加惩罚参数,考虑宽度,覆盖概率和平均偏差的指标定义为:Adding the penalty parameter, the metrics considering width, coverage probability and mean deviation are defined as:

Figure BDA0003870812510000041
Figure BDA0003870812510000041

其中,参数τ线性放大PINAW,参数

Figure BDA0003870812510000042
指数放大PICP和e-η(PICP-μ)之间的差异如果PCWC太小,则使用ε和τ超参数来避免消失。Among them, the parameter τ linearly amplifies PINAW, and the parameter
Figure BDA0003870812510000042
Exponentially amplify the difference between PICP and e -η (PICP-μ) If PCWC is too small, ε and τ hyperparameters are used to avoid vanishing.

有益效果:与现有技术相比,本发明的有益效果:本发明利用了TCN捕获有效长时间序列特征的能力,将优化后的LUBE的覆盖宽度评价标准作为训练损失目标函数之一,来产生未来观察结果的概率区间预测,有效提升降水预测的精度;输入的数据进行预处理,通过DTW构造插值时序,引入MIC矩阵到APCA方法中,进行特征筛选,进一步挖掘气象因子与降水的异步相关性,更适应高维气象因子的特征选择;本发明更适于中长期的降水区间预测,具有较高的预报精度,优于传统的支持向量机等模型,预报精度有较大提高。Beneficial effect: compared with the prior art, the beneficial effect of the present invention: the present invention utilizes the ability of TCN to capture effective long-term sequence features, and uses the optimized LUBE coverage width evaluation standard as one of the training loss objective functions to generate The probability interval prediction of future observation results can effectively improve the accuracy of precipitation prediction; the input data is preprocessed, and the interpolation time series is constructed through DTW, and the MIC matrix is introduced into the APCA method to perform feature screening and further excavate the asynchronous correlation between meteorological factors and precipitation , which is more suitable for feature selection of high-dimensional meteorological factors; the present invention is more suitable for mid- and long-term precipitation interval prediction, has higher prediction accuracy, and is superior to traditional models such as support vector machines, and the prediction accuracy is greatly improved.

附图说明Description of drawings

图1为本发明的流程图;Fig. 1 is a flow chart of the present invention;

图2是本发明实施方式中TCN时间卷积网络模型中因果扩张卷积示意图。Fig. 2 is a schematic diagram of causal dilated convolution in the TCN time convolutional network model in the embodiment of the present invention.

具体实施方式detailed description

下面结合附图对本发明作进一步详细说明。The present invention will be described in further detail below in conjunction with the accompanying drawings.

如图1所示,本发明提供了一种基于时间卷积网络的降水区间预测方法,首先,收集研究流域的水文数据,然后把以上数据存入历史数据库;其次,对水文历史数据进行缺失补全、数据异常更正及数据归一化等预处理,然后进行特征筛选后划分训练集与测试集;构建基于时间卷积网络的降水区间预测模型,使用训练集中数据训练模型,然后调节模型参数评估模型,使模型收敛,最后使用测试集数据进行预测;具体包括如下步骤:As shown in Figure 1, the present invention provides a method for predicting intervals of precipitation based on time convolutional networks. First, collect hydrological data in the research basin, and then store the above data in a historical database; Preprocessing such as completeness, data anomaly correction, and data normalization, and then performing feature screening to divide the training set and test set; constructing a precipitation interval prediction model based on a temporal convolutional network, using the data in the training set to train the model, and then adjusting the model parameter evaluation Model, make the model converge, and finally use the test set data to make predictions; specifically include the following steps:

步骤1:收集降水数据和气象因子数据,构成初始时间序列数据集,对数据进行清洗,并对缺失数据进行补充。Step 1: Collect precipitation data and meteorological factor data to form an initial time series data set, clean the data, and supplement missing data.

收集目标流域(綦江流域)1979-2019年数据粒度为1条/月的水文数据,每条数据包括流域内降水量,大气环流因子,海温因子及其他气象影响因子,然后把以上数据存入历史数据库;从历史数据库中取出数据并进行数据预处理,包括数据的缺失补全。本发明数据缺失补全采用时间维度上的线性插值法,即根据缺失部分前后时刻值确定缺失值。Collect the hydrological data of the target watershed (Qijiang River Basin) from 1979 to 2019 with a data granularity of 1 piece per month. Each piece of data includes precipitation in the watershed, atmospheric circulation factors, sea temperature factors and other meteorological factors, and then store the above data in Historical database; take out data from the historical database and perform data preprocessing, including data missing completion. The present invention uses the linear interpolation method in the time dimension to complete the missing data, that is, the missing value is determined according to the time values before and after the missing part.

步骤2:分析气象因子特征,构建输入数据的特征提取算法,采用最大信息系数-异步主成分分析筛选出对降水量影响较大的气象因子的时间序列,获取气象因子和降水量的关联关系。Step 2: Analyze the characteristics of meteorological factors, build a feature extraction algorithm for input data, use the maximum information coefficient-asynchronous principal component analysis to filter out the time series of meteorological factors that have a greater impact on precipitation, and obtain the correlation between meteorological factors and precipitation.

通过DTW构造插值时序,异步相关性时间序列;通过最大信息系数有效衡量预报因子与实际降水序列的相关关系,筛选出与实际降水相关性强的因子,这些因子通常为高信息量因子,对于预报变量影响显著;从高信息量因子中剔除掉含有较多重叠信息的因子,具体过程如下:Interpolation time series and asynchronous correlation time series are constructed by DTW; the correlation relationship between forecast factors and actual precipitation series is effectively measured by the maximum information coefficient, and the factors with strong correlation with actual precipitation are screened out. These factors are usually high information factors, which are important for forecasting Variables have a significant impact; factors with more overlapping information are removed from high-information factors, and the specific process is as follows:

组织数据集(或数据矩阵)Xm×n,其中每列m代表单变量时间序列长度,n 代表每行的属性(或变量)个数;对数据矩阵X中的每个时间序列进行归一化。使用Z-score方法对时间序列Xi进行归一化,使标准化后的X'i具有零均值和一个标准方差,即X'ih~N(0,1)。获得插值时间序列。用DTW计算标准化后的X'i和Xj',获得最佳变形路径

Figure BDA0003870812510000052
最佳变形路径的所有元素构成插值时间序列的元素,分别是:X″i={p1(1),p2(1),…,pk(1)}和X″j={p1(2),p2(2),…,pk(2)}所有归一化的时间序列应扩展到反映相应异步相关性的时间序列。获得新的插值时间序列,即X=X”。在2个新的时间序列的散点图(集合D)上进行X″i×Y划分,将其元素按X″i值划分到X″i个格子中,按Y值划分到Y个格子中。计算集合D的点落在给定的网格G上所得到的频率分布D|G,合理选择网格G的划分上界B(n),B(n) 是关于样本大小的函数,表示网格G的正方形总数b的约束小于B(n),B(n)=n0.6计算不同的网格G确定不同的概率分布,即I(D|G),表示点集基于分布D|G的互信息。在基于X″i×Y网格G的所有可能分布D|G的互信息中找到最大的互信息 maxI(D|G)记为I”(D,m,n),得到二维数据集D的特征矩阵I”(D);从上述结果中得到的结果中找出最大者,即为最大信息系数。
Figure BDA0003870812510000051
分别计算各气象预报因子与实测降水间的最大互信息系数MIC(X″i,Y),并按照从大到小的顺序依次排列,筛选出排名靠前的若干因子组成新的因子集X'= {X1,X2,…,Xr},r≤n。分别计算因子集X'中各因子之间的MIC值 MIC(X″i,X″j)(i,j≤n),组成MIC特征矩阵。计算MIC特征矩阵的特征值并使其按从大到小顺序排列λ1≥λ2≥…≥λm≥0。分别求出对应于特征值λi的特征向量ei(i=1,2,…,m),其中||ei||=1。Organize the data set (or data matrix) X m×n , where each column m represents the length of the univariate time series, and n represents the number of attributes (or variables) in each row; normalize each time series in the data matrix X change. Use the Z-score method to normalize the time series Xi, so that the standardized X' i has zero mean and one standard deviation, that is, X' ih ~N(0,1). Obtain an interpolated time series. Calculate the normalized X' i and X j ' with DTW to obtain the best deformation path
Figure BDA0003870812510000052
All the elements of the optimal deformation path constitute the elements of the interpolation time series, respectively: X″ i ={p 1 (1),p 2 (1),…,p k (1)} and X″ j ={p 1 (2),p 2 (2),...,p k (2)} All normalized time series should be extended to time series reflecting the corresponding asynchronous correlations. Obtain a new interpolation time series, that is, X=X". Carry out X" i ×Y division on the scatter diagram (set D) of the two new time series, and divide its elements into X" i according to the value of X" i In the grid, it is divided into Y grids according to the Y value. Calculate the frequency distribution D|G obtained by calculating the points of the set D falling on the given grid G, and choose the upper bound B(n) of the grid G reasonably. B(n) is a function of the sample size, which means that the network The constraint of the total number of squares b of the grid G is less than B(n), B(n)=n 0.6 Calculate different grid G to determine different probability distributions, that is, I(D|G), which means that the point set is based on the distribution D|G Mutual information. Find the maximum mutual information maxI(D|G) in the mutual information of all possible distributions D|G based on X″ i ×Y grid G, and record it as I”(D,m,n), and obtain a two-dimensional data set D The characteristic matrix I"(D); find the largest one from the results obtained above, which is the largest information coefficient.
Figure BDA0003870812510000051
Calculate the maximum mutual information coefficient MIC(X″ i ,Y) between each meteorological forecast factor and the measured precipitation, and arrange them in order from large to small, and select the top-ranked factors to form a new factor set X' ={X1, X2,...,Xr}, r≤n. Calculate the MIC value MIC(X″ i , X″ j )(i, j≤n) between each factor in the factor set X’ respectively, and form the MIC feature Matrix. Calculate the eigenvalues of the MIC eigenmatrix and arrange them in descending order λ 1 ≥ λ 2 ≥... ≥ λ m ≥ 0. Find the eigenvector e i corresponding to the eigenvalue λ i ( i=1 ,2,...,m), where ||e i ||=1.

计算特征值的主成分贡献率、累计贡献率,计算公式如下:Calculate the principal component contribution rate and cumulative contribution rate of the eigenvalues, the calculation formula is as follows:

Figure BDA0003870812510000061
Figure BDA0003870812510000061

Figure BDA0003870812510000062
Figure BDA0003870812510000062

其中,L1为主成分贡献率,L2为累计贡献率,i=1,2,…,m,一般取累计贡献率达80%到95%的q个特征值所对应的q个主成分,即得到最终的预报因子集X”={X″1,X″2,…,X″q}由于q<m,因此可实现维度的降低。Among them, L 1 is the contribution rate of the main component, L 2 is the cumulative contribution rate, i=1, 2,...,m, generally take the q principal components corresponding to the q eigenvalues with a cumulative contribution rate of 80% to 95% , that is to get the final predictor set X”={X″ 1 , X″ 2 ,…,X″ q } Since q<m, dimension reduction can be achieved.

步骤3:构建基于时间卷积网络的降水区间预测模型,把筛选后的数据根据留出法划分为训练集与测试集,后进行滑动窗口采样,准备基于时间卷积网络的降水区间预测模型输入数据组。Step 3: Build a precipitation interval prediction model based on time convolutional network, divide the screened data into training set and test set according to the hold-out method, and then perform sliding window sampling to prepare the input of precipitation interval prediction model based on time convolutional network data group.

特征筛选后的数据使用留出法划分为两个互斥的两个集合:训练集、测试集,训练集和测试集划分比例为8:2,训练集为1979-2011年的数据,测试集为 2011-2019年的数据。采用滑动窗口采样技术,准备模型的输入数据。The feature-screened data is divided into two mutually exclusive sets using the set-out method: the training set and the test set. The ratio of the training set and the test set is 8:2. Data for 2011-2019. Using a sliding window sampling technique, the input data for the model is prepared.

步骤4:根据输入的历史降水量和高相关的历史气象因子序列,选用TCN时间卷积网络模型构建基于时间卷积网络的降水区间预测模型,并引入LUBE区间预测法输出区间预测值,以实现对基于时间卷积网络的降水区间预测模型的训练,完成降水过程的综合建模。Step 4: According to the input historical precipitation and highly correlated historical meteorological factor sequence, select the TCN temporal convolutional network model to construct the precipitation interval prediction model based on the temporal convolutional network, and introduce the LUBE interval prediction method to output the interval prediction value to realize The training of the precipitation interval prediction model based on the temporal convolutional network completes the comprehensive modeling of the precipitation process.

构建TCN时间卷积网络模型,该模型由因果扩张卷积和残差连接构成。因果扩张卷积如图2所示:因果卷积是指t时刻的输出只能从不晚于t的输入中获得卷积,在时间上起到过滤器的作用,与标准卷积不同,t时刻的输出与未来值没有影响,可以更好的捕捉历史数据和未来预测值之间的因果关系,TCN使用1DFCN (一维全卷积网络)架构,每个隐藏层的长度与输入层的长度相同,并使用零填充以确保后续层具有相同的长度。较长的预测周期增加了预测目标值的难度,扩张因果卷积允许通过跳过特定步骤的输入值,扩张卷积与传统卷积之间的区别在于,它允许卷积的输入进行间隔采样。这种卷积会增加网络的输入范围,访问更长的输入子序列。具体结构如下:Construct a TCN temporal convolutional network model, which consists of causal dilated convolutions and residual connections. Causal dilated convolution is shown in Figure 2: Causal convolution means that the output at time t can only be convolved from the input no later than t, which acts as a filter in time. Unlike standard convolution, t The output of the moment has no effect on the future value, which can better capture the causal relationship between historical data and future predicted values. TCN uses 1DFCN (one-dimensional full convolutional network) architecture, and the length of each hidden layer is the same as the length of the input layer. same, and use zero padding to ensure that subsequent layers have the same length. The longer prediction period increases the difficulty of predicting the target value. Dilated causal convolution allows input values by skipping specific steps. The difference between dilated convolution and traditional convolution is that it allows the input of convolution to be sampled at intervals. Such convolutions increase the input range of the network, accessing longer input subsequences. The specific structure is as follows:

在单变量序列的情况下,对于给定一维序列的降水输入X和大小为k的滤波器函数ω:{0,…,k-1},在隐藏层上的完整扩张因果卷积运算f,在序列s上的定义表示如下:In the case of univariate sequences, the full dilated causal convolution operation on the hidden layer f , the definition on the sequence s is as follows:

Figure BDA0003870812510000071
Figure BDA0003870812510000071

其中s是序列的元素,d是扩张参数,而s-d·i描述了过去的方向。将*d称为扩张的卷积操作,以区分正常的卷积操作。正常的卷积操作器(*)是扩张卷积的特定版本(当d=1时)。因果网络的感受域以两种方式增加:一是增加滤波器尺寸k;二是增加扩张因子d。在本研究中,d是根据网络深度d=2i指数增加的,以确保可以有效覆盖长期历史;具体而言,d=2i用于网络的i级。where s is the element of the sequence, d is the dilation parameter, and sd i describes the past direction. Call *d a dilated convolution operation to distinguish it from a normal convolution operation. The normal convolution operator (*) is a specific version of dilated convolution (when d=1). The receptive field of the causal network is increased in two ways: one is to increase the filter size k; the other is to increase the expansion factor d. In this study, d is exponentially increased according to the network depth d = 2i to ensure that the long-term history can be effectively covered; specifically, d = 2i is used for level i of the network.

在输出层引入LUBE(lower and upper bound estimation)区间预测方法,量化预测结果的不确定性,来产生未来观察结果的概率区间预测。优化了LUBE 的覆盖宽度的评价标准(PCWC),有效的提升降水预测的精度,具体如下:The LUBE (lower and upper bound estimation) interval prediction method is introduced in the output layer to quantify the uncertainty of the prediction results to generate probability interval predictions for future observations. The LUBE coverage width evaluation standard (PCWC) is optimized to effectively improve the accuracy of precipitation prediction, as follows:

LUBE区间预测方法的评价指标主要有2个,PICP从实际观测值处于预测区间上界和下界之间的概率来评价;PINAW从预测区间上界和下界之间的宽度来评价:There are two main evaluation indicators for the LUBE interval prediction method. PICP is evaluated from the probability that the actual observed value is between the upper and lower bounds of the prediction interval; PINAW is evaluated from the width between the upper and lower bounds of the prediction interval:

Figure BDA0003870812510000072
Figure BDA0003870812510000072

Figure BDA0003870812510000073
Figure BDA0003870812510000073

其中,U(xk)为区间预测的上边界值,L(xk)为区间预测的下边界值,n是测量值的样本数,A是目标变量的范围,即最大最小值的差值。则测量宽度和覆盖概率的CWC可以定义为:Among them, U(x k ) is the upper boundary value of interval prediction, L(x k ) is the lower boundary value of interval prediction, n is the sample number of measured values, A is the range of the target variable, that is, the difference between the maximum and minimum values . Then CWC, which measures width and coverage probability, can be defined as:

Figure BDA0003870812510000074
Figure BDA0003870812510000074

在降水预测中,高维的气象因子的影响下,预测结果的准确性往往受特征影响比较大,较难通过φ调整降水预测的区间覆盖率和区间宽度之间的平衡。在此基础上增加惩罚参数,综上所述,考虑宽度,覆盖概率和平均偏差的指标可以定义为:In precipitation prediction, under the influence of high-dimensional meteorological factors, the accuracy of prediction results is often greatly affected by features, and it is difficult to adjust the balance between the interval coverage and interval width of precipitation prediction through φ. On this basis, the penalty parameter is added. In summary, the indicators considering width, coverage probability and average deviation can be defined as:

Figure BDA0003870812510000075
Figure BDA0003870812510000075

其中,参数τ线性放大PINAW,参数

Figure BDA0003870812510000081
指数放大PICP和e-η(PICP-μ)之间的差异如果PCWC太小,则使用8和τ超参数来避免消失。Among them, the parameter τ linearly amplifies PINAW, and the parameter
Figure BDA0003870812510000081
Exponentially amplify the difference between PICP and e -η (PICP-μ) 8 and τ hyperparameters are used to avoid vanishing if PCWC is too small.

步骤5:对完成训练的基于时间卷积网络的降水区间预测模型,输入新的降水量,完成降水区间的预测。Step 5: For the precipitation interval prediction model based on the time convolutional network that has been trained, input new precipitation to complete the prediction of the precipitation interval.

引入优化后的PCWC指标对模型进行区间预测的训练,另外使用2种评估标准评估模型性能,分别为均方根误差RMSE、纳什效率系数NSE,模型评估标准公式如下:The optimized PCWC index is introduced to train the model for interval prediction. In addition, two evaluation standards are used to evaluate the performance of the model, namely the root mean square error RMSE and the Nash efficiency coefficient NSE. The model evaluation standard formula is as follows:

均方根误差

Figure BDA0003870812510000082
root mean square error
Figure BDA0003870812510000082

纳什效率系数:Nash efficiency coefficient:

Figure BDA0003870812510000083
Figure BDA0003870812510000083

其中,yi是第i时刻的观测值,

Figure BDA0003870812510000084
是第i时刻的预测值,
Figure BDA0003870812510000085
是观测值的平均值,N代表测试期间的观测次数。Among them, y i is the observed value at the i-th moment,
Figure BDA0003870812510000084
is the predicted value at time i,
Figure BDA0003870812510000085
is the average value of observations, and N represents the number of observations during the test period.

以上所述仅是本发明的优选实施方式,应当指出,对于本技术领域的普通技术人员来说,在不脱离本发明原理的前提下,还可以做出若干改进和润饰,这些改进和润饰也应视本发明的保护范围。The above is only a preferred embodiment of the present invention, and it should be pointed out that for those of ordinary skill in the art, some improvements and modifications can be made without departing from the principle of the present invention. It should be regarded as the protection scope of the present invention.

Claims (5)

1.一种基于时间卷积网络的降水区间预测方法,其特征在于,包括以下步骤:1. A method for forecasting intervals of precipitation based on time convolution network, is characterized in that, comprises the following steps: (1)收集降水数据和气象因子数据,构成初始时间序列数据集,并对数据进行预处理;(1) Collect precipitation data and meteorological factor data to form an initial time series data set and preprocess the data; (2)分析气象因子特征,构建特征提取算法,获取气象因子和降水量的关联关系,采用最大信息系数-异步主成分分析算法筛选出对降水量影响较大的气象因子的时间序列;(2) Analyze the characteristics of meteorological factors, build a feature extraction algorithm, obtain the correlation between meteorological factors and precipitation, and use the maximum information coefficient-asynchronous principal component analysis algorithm to screen out the time series of meteorological factors that have a greater impact on precipitation; (3)构建基于时间卷积网络的降水区间预测模型,把筛选后的数据根据留出法划分为训练集与测试集,后进行滑动窗口采样,准备基于时间卷积网络的降水区间预测模型输入数据组;(3) Construct a precipitation interval prediction model based on time convolution network, divide the screened data into training set and test set according to the hold-out method, and then perform sliding window sampling to prepare the input of precipitation interval prediction model based on time convolution network data set; (4)根据输入的历史降水量和高相关的历史气象因子序列,选用TCN时间卷积网络模型构建基于时间卷积网络的降水区间预测模型,并引入LUBE区间预测法输出区间预测值,以实现对基于时间卷积网络的降水区间预测模型的训练,完成降水过程的综合建模;(4) According to the input historical precipitation and highly correlated historical meteorological factor sequence, the TCN time convolutional network model is selected to construct the precipitation interval prediction model based on the time convolutional network, and the LUBE interval prediction method is introduced to output the interval prediction value to realize The training of the precipitation interval prediction model based on the temporal convolutional network completes the comprehensive modeling of the precipitation process; (5)对完成训练的基于时间卷积网络的降水区间预测模型,输入新的降水量,完成降水区间的预测。(5) For the precipitation interval prediction model based on the time convolutional network that has been trained, input new precipitation to complete the prediction of the precipitation interval. 2.根据权利要求1所述的一种基于时间卷积网络的降水区间预测方法,其特征在于,步骤(1)所述对数据进行预处理包括数据清洗及数据的缺失补全,其中数据的缺失补全采用时间维度上线性插值处理方式。2. A kind of precipitation interval forecasting method based on time convolutional network according to claim 1, it is characterized in that, step (1) described data preprocessing comprises data cleaning and missing completion of data, wherein data Missing completion is processed by linear interpolation in the time dimension. 3.根据权利要求1所述的一种基于时间卷积网络的降水区间预测方法,其特征在于,步骤(2)所述采用最大信息系数-异步主成分分析算法筛选出对降水量影响较大的气象因子的时间序列实现过程如下:3. a kind of precipitation interval forecasting method based on time convolutional network according to claim 1, it is characterized in that, step (2) described adopts maximum information coefficient-asynchronous principal component analysis algorithm to screen out the larger impact on precipitation The time series realization process of meteorological factors is as follows: 通过DTW构造插值时序,异步相关性时间序列:组织数据集Xm×n,其中每列m代表单变量时间序列长度,n代表每行的属性个数;对数据矩阵X中的每个时间序列进行归一化;使用Z-score方法对时间序列Xi进行归一化,使标准化后的X'i具有零均值和一个标准方差,即X'ih~N(0,1);用DTW计算标准化后的X'i和X’j,获得最佳变形路径
Figure FDA0003870812500000011
最佳变形路径的所有元素构成插值时间序列的元素,分别是:X”i={p1(1),p2(1),…,pk(1)}和X”j={p1(2),p2(2),…,pk(2)}所有归一化的时间序列应扩展到反映相应异步相关性的时间序列;获得新的插值时间序列,即X=X”;在2个新的时间序列的散点图,即集合D上进行X”i×Y划分,将其元素按X”i值划分到X”i个格子中,按Y值划分到Y个格子中;计算集合D的点落在给定的网格G上所得到的频率分布D|G,合理选择网格G的划分上界B(n),B(n)是关于样本大小的函数,表示网格G的正方形总数b的约束小于B(n),B(n)=n0.6;计算不同的网格G确定不同的概率分布,即I(D|G),表示点集基于分布D|G的互信息;在基于X”i×Y网格G的所有可能分布D|G的互信息中找到最大的互信息maxI(D|G)记为I”(D,m,n),得到二维数据集D的特征矩阵I”(D);
Construct interpolation time series and asynchronous correlation time series through DTW: organize data set X m×n , where m in each column represents the length of univariate time series, and n represents the number of attributes in each row; for each time series in data matrix X Perform normalization; use the Z-score method to normalize the time series Xi, so that the standardized X' i has zero mean and one standard deviation, that is, X' ih ~ N(0,1); use DTW to calculate the normalization After X' i and X' j , the best deformation path is obtained
Figure FDA0003870812500000011
All the elements of the optimal deformation path constitute the elements of the interpolation time series, respectively: X” i ={p 1 (1),p 2 (1),…,p k (1)} and X” j ={p 1 (2),p 2 (2),...,p k (2)} All normalized time series should be extended to time series reflecting corresponding asynchronous correlations; new interpolated time series are obtained, i.e. X = X"; Carry out X” i ×Y division on the 2 new time series scatter plots, that is, set D, divide its elements into X” i grids according to X” i values, and divide them into Y grids according to Y values ;Calculate the frequency distribution D|G obtained by calculating the points of the set D falling on the given grid G, and reasonably select the division upper bound B(n) of the grid G, B(n) is a function of the sample size, expressing The constraint of the total number of squares b of the grid G is less than B(n), B(n)=n 0.6 ; different grids G are calculated to determine different probability distributions, namely I(D|G), which means that the point set is based on the distribution D| Mutual information of G; find the maximum mutual information maxI(D|G) in the mutual information of all possible distributions D|G based on X” i ×Y grid G and denote it as I”(D,m,n), get The characteristic matrix I"(D) of the two-dimensional data set D;
通过最大信息系数有效衡量预报因子与实际降水序列的相关关系,筛选出与实际降水相关性强的因子,记为为高信息量因子,从高信息量因子中剔除掉含有较多重叠信息的因子。The maximum information coefficient is used to effectively measure the correlation between the forecast factor and the actual precipitation sequence, and the factors with strong correlation with the actual precipitation are screened out, which are recorded as high-information factors, and the factors with more overlapping information are removed from the high-information factors .
4.根据权利要求1所述的一种基于时间卷积网络的降水区间预测方法,其特征在于,步骤(4)所述选用TCN时间卷积网络模型构建基于时间卷积网络的降水区间预测模型实现过程如下:4. a kind of precipitation interval prediction method based on time convolution network according to claim 1, it is characterized in that, the described step (4) selects TCN time convolution network model to construct the precipitation interval prediction model based on time convolution network The implementation process is as follows: 在单变量序列的情况下,对于给定一维序列的降水输入X和大小为k的滤波器函数ω:{0,…,k-1},在连续层上的完整扩张因果卷积运算f,在序列s上的定义表示如下:In the case of univariate sequences, for a given precipitation input X of a 1D sequence and a filter function ω of size k:{0,...,k-1}, the full dilated causal convolution operation f on successive layers , the definition on the sequence s is as follows:
Figure FDA0003870812500000021
Figure FDA0003870812500000021
其中,s是序列的元素,d是扩张参数,根据网络深度d=2i指数增加,d=2i用于网络的i级;而s-d·i描述了过去的方向;将*d称为扩张的卷积操作,以区分正常的卷积操作。where, s is the element of the sequence, d is the dilation parameter, which increases exponentially according to the network depth d= 2i , and d= 2i is used for the i-level of the network; while sd i describes the past direction; call *d the dilation The convolution operation to distinguish the normal convolution operation.
5.根据权利要求1所述的一种基于时间卷积网络的降水区间预测方法,其特征在于,步骤(4)所述引入LUBE区间预测法输出区间预测值实现过程如下:5. a kind of precipitation interval prediction method based on time convolutional network according to claim 1, it is characterized in that, described in step (4) introduces LUBE interval prediction method output interval prediction value realization process is as follows: LUBE区间预测方法的评价指标包括PICP从实际观测值处于预测区间上界和下界之间的概率来评价;PINAW从预测区间上界和下界之间的宽度来评价:The evaluation indicators of the LUBE interval prediction method include PICP, which is evaluated from the probability that the actual observed value is between the upper and lower boundaries of the prediction interval; PINAW, which is evaluated from the width between the upper and lower boundaries of the prediction interval:
Figure FDA0003870812500000022
Figure FDA0003870812500000022
Figure FDA0003870812500000023
Figure FDA0003870812500000023
其中,U(xk)为区间预测的上边界值,L(xk)为区间预测的下边界值,n是测量值的样本数,A是目标变量的范围,即最大最小值的差值;则测量宽度和覆盖概率的CWC可以定义为:Among them, U(x k ) is the upper boundary value of interval prediction, L(x k ) is the lower boundary value of interval prediction, n is the sample number of measured values, A is the range of the target variable, that is, the difference between the maximum and minimum values ; then the CWC measuring width and coverage probability can be defined as:
Figure FDA0003870812500000031
Figure FDA0003870812500000031
增加惩罚参数,考虑宽度,覆盖概率和平均偏差的指标定义为:Adding the penalty parameter, the metrics considering width, coverage probability and mean deviation are defined as:
Figure FDA0003870812500000032
Figure FDA0003870812500000032
其中,参数τ线性放大PINAW,参数
Figure FDA0003870812500000033
指数放大PICP和e-η(PICP-μ)之间的差异如果PCWC太小,则使用ε和τ超参数来避免消失。
Among them, the parameter τ linearly amplifies PINAW, and the parameter
Figure FDA0003870812500000033
Exponentially amplify the difference between PICP and e -η (PICP-μ) If PCWC is too small, ε and τ hyperparameters are used to avoid vanishing.
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