4.7 Article

A hybrid multi-resolution multi-objective ensemble model and its application for forecasting of daily PM2.5 concentrations

Journal

INFORMATION SCIENCES
Volume 516, Issue -, Pages 266-292

Publisher

ELSEVIER SCIENCE INC
DOI: 10.1016/j.ins.2019.12.054

Keywords

PM2.5 concentrations forecasting; time series multi-step forecasting; Multi-objective optimization; Deterministic and probabilistic prediction

Funding

  1. National Natural Science Foundation of China [61873283]
  2. Changsha Science & Technology Project [KQ1707017]
  3. Shenghua Yu-ying Talents Program of the Central South University and the innovation driven project of the Central South University [2019CX005]

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PM2.5 concentrations forecasting can provide early air pollution warning information for the public in advance. In this study, a novel multi-resolution ensemble model for multistep PM2.5 concentrations forecasting is proposed. This model utilizes the high resolution (1-h) and low resolution (1-day) data as the input, and outputs low resolution PM2.5 concentrations forecasting data. For the high resolution data, real-time wavelet packet decomposition (WPD) is applied to generate sub-layers, the features within the high resolution sublayers are extracted by stacked auto-encoder (SAE), and the extracted features are fed into the bidirectional long short term memory (BiLSTM) to generate PM2.5 concentrations forecasting results. For the low resolution data, the forecasting results are obtained by the real-time WPD and BiLSTM. The forecasting results obtained by the high and low resolution data are combined by the non-dominated sorting genetic algorithm (NSGA-II) algorithm to output the deterministic forecasting results. The bivariate kernel density estimation (BKDE) algorithm is applied to describe the heteroscedasticity and non-Gaussian characteristics of the deterministic forecasting residuals and produce probabilistic forecasting results. Four real air pollutant data are utilized to validate the proposed model. The experimental results show the proposed model has better forecasting performances than the benchmark models. (C) 2019 Elsevier Inc. All rights reserved.

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