基于EMD和CatBoost算法的改进时间序列模型——以大连市PM2.5预测为例

doi:10.12302/j.issn.1000-2006.202205005

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南京林业大学学报（自然科学版） ›› 2024, Vol. 48 ›› Issue (3): 268-274.doi: 10.12302/j.issn.1000-2006.202205005

基于EMD和CatBoost算法的改进时间序列模型——以大连市PM_2.5预测为例

赵凌霄¹^,²(), 李智扬³, 屈磊磊⁴^,^*()

1.大连海洋大学海洋与土木工程学院,辽宁大连 116023
2.复旦大学大气与海洋科学系,上海 200438
3.重庆大学土木工程学院,重庆 400044
4.大连海洋大学信息工程学院,辽宁大连 116023

收稿日期:2022-05-04 修回日期:2023-08-11 出版日期:2024-05-30 发布日期:2024-06-14
作者简介:赵凌霄(LingxiaoZ@outlook.com)。
基金资助:
辽宁省博士科研启动基金项目(2020-BS-216);国家级大学生创新创业训练计划(202110158002);辽宁省大学生创新创业训练计划(S202210158006)

Improved time series models based on EMD and CatBoost algorithms: taking PM_2.5 prediction of Dalian City as an example

ZHAO Lingxiao¹^,²(), LI Zhiyang³, QU Leilei⁴^,^*()

1. College of Marine and Civil Engineering, Dalian Ocean University, Dalian 116023, China
2. Department of Atmospheric and Oceanic Sciences, Fudan University, Shanghai 200438, China
3. College of Civil Engineering, Chongqing University, Chongqing 400044, China
4. College of Information Engineering, Dalian Ocean University, Dalian 116023, China

Received:2022-05-04 Revised:2023-08-11 Online:2024-05-30 Published:2024-06-14

1. 基于EMD和CatBoost算法的改进时间序列模型——以大连市PM_2.5预测为例.zip(570KB)

摘要/Abstract

摘要：

【目的】解决传统大气PM_2.5浓度时序预测时精度较低问题,减少PM_2.5时间序列的非线性、高噪声、不平稳与波动性对预测的影响,从而更精确地预测PM_2.5浓度。【方法】以2014年1月1日至2022年1月31日大连市雾霾天气时PM_2.5数据为例,提出了经验模态分解(EMD)、分类提升 (CatBoost)、自回归综合移动平均模型(ARIMA)组合的混合机器学习时间序列模型,并与传统自回归模型(AR)、ARIMA,以及只加入EMD方法后的混合模型进行比较。【结果】混合模型EMD-CatBoost-ARIMA较原始序列均方根误差(RMSE)改进20.76%,平均绝对值误差(MAE)改进17.40%,希尔不等系数(TIC)改进29.17%。【结论】对于高熵值的重构序列,EMD分解方法和CatBoost算法能够显著提升PM_2.5时间序列模型的预测性能。相比较传统时间序列模型,EMD-CatBoost-ARIMA模型对大气PM_2.5浓度预测性能较高。

关键词: PM_2.5浓度, 经验模态分解(EMD), 时间序列模型, 混合模型, CatBoost算法, 机器学习, 大连市

Abstract:

【Objective】 The study aims to address the problem of low accuracy in traditional PM_2.5 concentration time series prediction, and to reduce the impact of nonlinearity, high noise, instability and volatility on the prediction of PM_2.5 time series, to predict PM_2.5 concentration more accurately. 【Method】 The haze PM_2.5 data of Dalian City from January 1, 2014 to January 31, 2022 was used as an example. In this study, a hybrid machine learning time series model with the combination of empirical modal decomposition (EMD), classification boosting (CatBoost) and autoregressive integrated moving average model (ARIMA) was proposed. It was compared with the traditional autoregressive model (AR), ARIMA and the hybrid model with only the EMD method. 【Result】 The hybrid model EMD-CatBoost-ARIMA improved the root mean square error (RMSE) of the original sequence by 20.76%, the mean absolute error (MAE) by 17.40%, and the theil inequality coefficient (TIC) by 29.17%. 【Conclusion】 For reconstructed sequences with high entropy values, the EMD decomposition method and CatBoost algorithm can significantly improve the prediction performance of PM_2.5 time series models. Compared with the traditional time series models, the EMD-CatBoost-ARIMA model has higher performance in PM_2.5 concentration prediction.

Key words: PM_2.5 concentration, empirical modal decomposition(EDM), time series model, hybrid model, CatBoost algorithm, machine learning, Dalian City

中图分类号:

X513

赵凌霄,李智扬,屈磊磊. 基于EMD和CatBoost算法的改进时间序列模型——以大连市PM_2.5预测为例[J]. 南京林业大学学报（自然科学版）, 2024, 48(3): 268-274.

ZHAO Lingxiao, LI Zhiyang, QU Leilei. Improved time series models based on EMD and CatBoost algorithms: taking PM_2.5 prediction of Dalian City as an example[J].Journal of Nanjing Forestry University (Natural Science Edition), 2024, 48(3): 268-274.DOI: 10.12302/j.issn.1000-2006.202205005.

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DF检验参数 Dickey-Fuller test parameter	值 value
统计量test statistic	-5.67
P	8.93×10^-7
滞后项lags used	25.0
观测数据量number of observations used	2.93×10³
1%关键值1%critical value	-3.43
5%关键值5%critical value	-2.86
10%关键值10%critical value	-2.57
数据类别data type	float64

分类 classification	模型 model	均方根误差 RMSE	平均绝对值误差 MAE	希尔不等系数 TIC
原始时间序列模型 original time series model	AR	16.577 6	10.389 4	0.325 9
原始时间序列模型 original time series model	ARIMA	15.733 0	10.970 4	0.272 4
EMD混合模型 EMD hybrid model	EMD-AR	13.895 7	9.458 1	0.248 4
	EMD-ARIMA	13.881 3	9.419 3	0.246 5
	EMD-ARIMA-AR	13.880 9	9.463 4	0.248 0
CatBoost综合模型 CatBoost integrated model	EMD-CatBoost-AR	13.143 2	9.059 8	0.231 1
CatBoost综合模型 CatBoost integrated model	EMD-CatBoost-ARIMA	13.135 3	9.060 8	0.230 8

基于EMD和CatBoost算法的改进时间序列模型——以大连市PM_2.5预测为例

Improved time series models based on EMD and CatBoost algorithms: taking PM_2.5 prediction of Dalian City as an example

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