MultiStep Ahead Forecasting for Hourly PM10 and PM2.5 Based on Two-Stage Decomposition Embedded Sample Entropy and Group Teacher Optimization Algorithm

Abstract

The randomness, nonstationarity and irregularity of air pollutant data bring difficulties to forecasting. To improve the forecast accuracy, we propose a novel hybrid approach based on two-stage decomposition embedded sample entropy, group teaching optimization algorithm (GTOA), and extreme learning machine (ELM) to forecast the concentration of particulate matter (PM10 and PM2.5). First, the improvement complementary ensemble empirical mode decomposition with adaptive noise (ICEEMDAN) is employed to decompose the concentration data of PM10 and PM2.5 into a set of intrinsic mode functions (IMFs) with different frequencies. In addition, wavelet transform (WT) is utilized to decompose the IMFs with high frequency based on sample entropy values. Then the GTOA algorithm is used to optimize ELM. Furthermore, the GTOA-ELM is utilized to predict all the subseries. The final forecast result is obtained by ensemble of the forecast results of all subseries. To further prove the predictable performance of the hybrid approach on air pollutants, the hourly concentration data of PM2.5 and PM10 are used to make one-step-, two-step- and three-step-ahead predictions. The empirical results demonstrate that the hybrid ICEEMDAN-WT-GTOA-ELM approach has superior forecasting performance and stability over other methods. This novel method also provides an effective and efficient approach to make predictions for nonlinear, nonstationary and irregular data.

Keywords

• ICEEMDAN
• wavelet transform
• group teaching optimization algorithm
• extreme learning machine
• sample entropy