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A Neural Network Ensemble Incorporated with Dynamic
Variable Selection For Rainfall Forecast
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Sumi S. Monira, Zaman M. Faisal, H. Hirose
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International Conference on Software Engineering, Artificial
Intelligence, Networking and Parallel/Distributed Computing (SNPD
2011), pp.7-12, July 6-8, 2011, University of Technology, Sydney,
Australia
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| This
paper presents a novel ensemble model of artificial neural networks
for rainfall forecast incorporating dynamic variable selection.
In the first phase of the model, meteorological variables optimal
to the response (here rainfall) are selected with the optimal lag
value of the response variable. A dynamic variable selection method
named, time series least angle regression (TS-LARS) is applied
in this phase. In the second phase, an ensemble comprising artificial
neural network (ANN) is constructed. The number of hidden neurons
in each ANN are selected randomly to speed up the training of the
ensemble. The optimization of each ANN is done by Levenberg Marquart
Gradient Descent method. In the third phase of the ensemble, the
component ANN models are ranked based on mutual information (MI)
between the outputs of the base models and the original output.
Before applying MI, we have used independent component analysis
(ICA) to extract the base models which are independent with each
other. Finally the highest ranked base models are combined to construct
the ensemble model. A real world case study has been setup in Fukuoka
city, Japan. Daily rainfall data from 1975 to 2010 with relevant
meteorological variables are extracted to construct the data. The
empirical results reveal that, the use of TS-LARS to select most
relevant dynamic variables increase the efficiency of the ensemble
model, where as the ICA-MI method reduce the number of base models
hence reduce the complexity of the ensemble. |
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variable selection; time series least angle regression; neural
network ensemble model; mutual informa- tion; independent
component analysis.
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Times Cited in Web of Science: 1
Times Cited in Google Scholar: 1
Cited in Books:
WoS: 7th International Conference
on Computing and Convergence Technology (ICCCT) 開催地: Seoul, SOUTH
KOREA 日付: DEC 03-05, 2012
Others:
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