最小二乘支持向量回归滤波系统性能分析

支持向量机(Support Vector Machine: SVM)一直作为机器学习方法在统计学习理论基础上被研究和发展,本文从信号与系统的角度出发,证明了平移不变核最小二乘支持向量机(Least Squares SVM: LS-SVM)是一个线性时不变系统.以Ricker子波核为例,探讨了不同参数对最小二乘支持向量回归(Least Squares Support Vector Regression: LS-SVR)滤波器频率响应特性的影响,这些参数的不同选择相应地控制着滤波器通带上升沿的陡峭性、通带的中心频率、通带带宽以及信号能量的衰减,即滤波器长度越长通带的上升沿越陡,核参数值越大通带的中心频率越高,且通带带宽越宽,正则化参数值越小,通带带宽越窄(但通带中心频率基本保持恒定),有效信号幅度衰减越严重.合成地震记录的仿真实验结果表明,Ricker子波核LS-SVR滤波器在处理地震勘探信号的应用中,滤波性能优于径向基函数(Radial Basic Function: RBF)核LS-SVR滤波器以及小波变换滤波和Wiener滤波方法.     

Modelling of infiltration using artificial intelligence techniques in semi-arid Iran

ABSTRACT

Infiltration plays a fundamental role in streamflow, groundwater recharge, subsurface flow, and surface and subsurface water quality and quantity. In this study, adaptive neuro-fuzzy inference system (ANFIS), support vector machine (SVM) and random forest (RF) models were used to determine cumulative infiltration and infiltration rate in arid areas in Iran. The input data were sand, clay, silt, density of soil and soil moisture, while the output data were cumulative infiltration and infiltration rate, the latter measured using a double-ring infiltrometer at 16 locations. The results show that SVM with radial basis kernel function better estimated cumulative infiltration (RMSE = 0.2791 cm) compared to the other models. Also, SVM with M4 radial basis kernel function better estimated the infiltration rate (RMSE = 0.0633 cm/h) than the ANFIS and RF models. Thus, SVM was found to be the most suitable model for modelling infiltration in the study area.     

Streamflow forecasting using least-squares support vector machines

Abstract

This paper investigates the ability of a least-squares support vector machine (LSSVM) model to improve the accuracy of streamflow forecasting. Cross-validation and grid-search methods are used to automatically determine the LSSVM parameters in the forecasting process. To assess the effectiveness of this model, monthly streamflow records from two stations, Tg Tulang and Tg Rambutan of the Kinta River in Perak, Peninsular Malaysia, were used as case studies. The performance of the LSSVM model is compared with the conventional statistical autoregressive integrated moving average (ARIMA), the artificial neural network (ANN) and support vector machine (SVM) models using various statistical measures. The results of the comparison indicate that the LSSVM model is a useful tool and a promising new method for streamflow forecasting.

Editor D. Koutsoyiannis; Associate editor L. See

Citation Shabri, A. and Suhartono, 2012. Streamflow forecasting using least-squares support vector machines. Hydrological Sciences Journal, 57 (7), 1275–1293.     

Potential of support vector regression for prediction of monthly streamflow using endogenous property

In the recent past, a variety of statistical and other modelling approaches have been developed to capture the properties of hydrological time series for their reliable prediction. However, the extent of complexity hinders the applicability of such traditional models in many cases. Kernel‐based machine learning approaches have been found to be more popular due to their inherent advantages over traditional modelling techniques including artificial neural networks(ANNs ). In this paper, a kernel‐based learning approach is investigated for its suitability to capture the monthly variation of streamflow time series. Its performance is compared with that of the traditional approaches. Support vector machines (SVMs) are one such kernel‐based algorithm that has given promising results in hydrology and associated areas. In this paper, the application of SVMs to regression problems, known as support vector regression (SVR), is presented to predict the monthly streamflow of the Mahanadi River in the state of Orissa, India. The results obtained are compared against the results derived from the traditional Box–Jenkins approach. While the correlation coefficient between the observed and predicted streamflows was found to be 0·77 in case of SVR, the same for different auto‐regressive integrated moving average (ARIMA) models ranges between 0·67 and 0·69. The superiority of SVR as compared to traditional Box‐Jenkins approach is also explained through the feature space representation. Copyright © 2009 John Wiley & Sons, Ltd.     

A recurrent support vector regression model in rainfall forecasting

To minimize potential loss of life and property caused by rainfall during typhoon seasons, precise rainfall forecasts have been one of the key subjects in hydrological research. However, rainfall forecast is made difficult by some very complicated and unforeseen physical factors associated with rainfall. Recently, support vector regression (SVR) models and recurrent SVR (RSVR) models have been successfully employed to solve time‐series problems in some fields. Nevertheless, the use of RSVR models in rainfall forecasting has not been investigated widely. This study attempts to improve the forecasting accuracy of rainfall by taking advantage of the unique strength of the SVR model, genetic algorithms, and the recurrent network architecture. The performance of genetic algorithms with different mutation rates and crossover rates in SVR parameter selection is examined. Simulation results identify the RSVR with genetic algorithms model as being an effective means of forecasting rainfall amount. Copyright © 2006 John Wiley & Sons, Ltd.     

A bivariate gamma distribution for use in multivariate flood frequency analysis

A gamma distribution is one of the most frequently selected distribution types for hydrological frequency analysis. The bivariate gamma distribution with gamma marginals may be useful for analysing multivariate hydrological events. This study investigates the applicability of a bivariate gamma model with five parameters for describing the joint probability behavior of multivariate flood events. The parameters are proposed to be estimated from the marginal distributions by the method of moments. The joint distribution, the conditional distribution, and the associated return periods are derived from marginals. The usefulness of the model is demonstrated by representing the joint probabilistic behaviour between correlated flood peak and flood volume and between correlated flood volume and flood duration in the Madawask River basin in the province of Quebec, Canada. Copyright © 2001 John Wiley & Sons, Ltd.     

Regional flood frequency analysis using residual kriging in physiographical space

In this article, an approach using residual kriging (RK) in physiographical space is proposed for regional flood frequency analysis. The physiographical space is constructed using physiographical/climatic characteristics of gauging basins by means of canonical correlation analysis (CCA). This approach is a modified version of the original method, based on ordinary kriging (OK). It is intended to handle effectively any possible spatial trends within the hydrological variables over the physiographical space. In this approach, the trend is first quantified and removed from the hydrological variable by a quadratic spatial regression. OK is therefore applied to the regression residual values. The final estimated value of a specific quantile at an ungauged station is the sum of the spatial regression estimate and the kriged residual. To evaluate the performance of the proposed method, a cross‐validation procedure is applied. Results of the proposed method indicate that RK in CCA physiographical space leads to more efficient estimates of regional flood quantiles when compared to the original approach and to a straightforward regression‐based estimator. Copyright © 2010 John Wiley & Sons, Ltd.     

Application of support vector machine to synthetic earthquake prediction

This paper introduces the method of support vector machine (SVM) into the field of synthetic earthquake pre-diction, which is a non-linear and complex seismogenic system. As an example, we apply this method to predict the largest annual magnitude for the North China area (30°E-42°E, 108°N-125°N) and the capital region (38°E-41.5°E, 114°N-120°N) on the basis of seismicity parameters and observed precursory data. The corresponding prediction rates for the North China area and the capital region are 64.1% and ...     

Improving the forecasts of extreme streamflow by support vector regression with the data extracted by self‐organizing map

During typhoons or storms, accurate forecasts of hourly streamflow are necessary for flood warning and mitigation. However, hourly streamflow is difficult to forecast because of the complex physical process and the high variability in time. Furthermore, under the global warming scenario, events with extreme streamflow may occur that leads to more difficulties in forecasting streamflows. Hence, to obtain more accurate hourly streamflow forecasts, an improved streamflow forecasting model is proposed in this paper. The computational kernel of the proposed model is developed on the basis of support vector machine (SVM). Additionally, self‐organizing map (SOM) is used to analyse observed data to extract data with specific properties, which are capable of providing valuable information for streamflow forecasting. After reprocessing, these extracted data and the observed data are used to construct the SVM‐based model. An application is conducted to clearly demonstrate the advantage of the proposed model. The comparison between the proposed model and the conventional SVM model, which is constructed without SOM, is performed. The results indicate that the proposed model is better performed than the conventional SVM model. Moreover, as regards the extreme events, the result shows that the proposed model reduces the forecasting error, especially the error of peak streamflow. It is confirmed that because of the use of data extracted by SOM, the improved forecasting performance is obtained. The proposed model, which can produce accurate forecasts, is expected to be useful to support flood warning systems. Copyright © 2012 John Wiley & Sons, Ltd.     

Regional flood frequency analysis using Bayesian generalized least squares: a comparison between quantile and parameter regression techniques

Regression‐based regional flood frequency analysis (RFFA) methods are widely adopted in hydrology. This paper compares two regression‐based RFFA methods using a Bayesian generalized least squares (GLS) modelling framework; the two are quantile regression technique (QRT) and parameter regression technique (PRT). In this study, the QRT focuses on the development of prediction equations for a flood quantile in the range of 2 to 100 years average recurrence intervals (ARI), while the PRT develops prediction equations for the first three moments of the log Pearson Type 3 (LP3) distribution, which are the mean, standard deviation and skew of the logarithms of the annual maximum flows; these regional parameters are then used to fit the LP3 distribution to estimate the desired flood quantiles at a given site. It has been shown that using a method similar to stepwise regression and by employing a number of statistics such as the model error variance, average variance of prediction, Bayesian information criterion and Akaike information criterion, the best set of explanatory variables in the GLS regression can be identified. In this study, a range of statistics and diagnostic plots have been adopted to evaluate the regression models. The method has been applied to 53 catchments in Tasmania, Australia. It has been found that catchment area and design rainfall intensity are the most important explanatory variables in predicting flood quantiles using the QRT. For the PRT, a total of four explanatory variables were adopted for predicting the mean, standard deviation and skew. The developed regression models satisfy the underlying model assumptions quite well; of importance, no outlier sites are detected in the plots of the regression diagnostics of the adopted regression equations. Based on ‘one‐at‐a‐time cross validation’ and a number of evaluation statistics, it has been found that for Tasmania the QRT provides more accurate flood quantile estimates for the higher ARIs while the PRT provides relatively better estimates for the smaller ARIs. The RFFA techniques presented here can easily be adapted to other Australian states and countries to derive more accurate regional flood predictions. Copyright © 2011 John Wiley & Sons, Ltd.     

利用支持向量分类(SVC)估算断层深度和特征选择(英文)

地下断层深度的估算是重力解释难题之一,我们试利用支持向量分类(SVC)法进行计算。使用正演和非线性反演技术,通过相关误错使检测地下断层深度成为可能。但必要有一个深度初始猜测值,而且这猜测值通常不是由重力资料得。本文我们介绍以SVC作为利用重力数据估算断层深度的一种手段。在这项研究中,我们假设一种地下断层深度可归为一种类型,SVC作为一个分类算法。为了有效地利用此SVC算法,我们基于一个正确的特征选择算法去选择正确的深度特征。本次研究中我们建立了一套基于不同深度地下断层的合成重力剖面训练集,用以训练用于计算实际的地下断层深度的SVC代码。然后用其它合成重力剖面训练集测试我们训练的SVC代码,同时也用实际资料验证了我们的训练SVC代码。     

Estimation of daily suspended sediments using support vector machines

Abstract

The use of support vector machines—a new regression procedure in water resources—was investigated for predicting suspended sediment concentration/load in rivers. The method was applied to the observed streamflow and suspended sediment data of two rivers in the USA, which have already been used in earlier studies using soft computing techniques. The estimated suspended sediment values were found to be in good agreement with the observed ones. Negative sediment estimates, which were encountered in the soft computing calculations, are not produced by this method. The results indicate that this approach may give better performance than those described in the literature using different methodologies.     

应用最小二乘支持向量机识别广利油田沙四段储层岩性

广利油田沙四段储层岩性以为粉砂岩、细砂岩和不等粒砂岩为主,岩性非均质性较强,应用常规测井交会图识别岩性难度大.本文介绍了最小二乘支持向量机的原理及实现流程,利用网格搜索法确定的参数对δ2(C,δ)=(2000,0.707)开展了广利油田沙四段储层岩性的测井识别.应用效果表明,测井识别岩性与岩心分析资料的符合率达到了86％,可满足广利油田沙四段储层岩性识别的需要.     

Prediction of flow rate of karstic springs using support vector machines

Complex void space structure and flow patterns in karstic aquifers render behaviour prediction of karstic springs difficult. Four support vector regression-based models are proposed to predict flow rates from two adjacent karstic springs in Greece (Mai Vryssi and Pera Vryssi). Having no accurate estimates of the groundwater flow pattern, we used four kernels: linear, polynomial, Gaussian radial basis function and exponential radial basis function (ERBF). The data used for training and testing included daily and mean monthly precipitation, and spring flow rates. The support vector machine (SVM) performance depends on hyper-parameters, which were optimized using a grid search approach. Model performance was evaluated using root mean square error and correlation coefficient. Polynomial kernel performed better for Mai Vryssi and the ERBF for Pera Vryssi. All models except one performed better for Pera Vryssi. Our models performed better than generalized regression neural network, radial basis function neural network and ARIMA models.     

Probabilistic reservoir operation using Bayesian stochastic model and support vector machine

Available water resources are often not sufficient or too polluted to satisfy the needs of all water users. Therefore, allocating water to meet water demands with better quality is a major challenge in reservoir operation. In this paper, a methodology to develop operating strategies for water release from a reservoir with acceptable quality and quantity is presented. The proposed model includes a genetic algorithm (GA)-based optimization model linked with a reservoir water quality simulation model. The objective function of the optimization model is based on the Nash bargaining theory to maximize the reliability of supplying the downstream demands with acceptable quality, maintaining a high reservoir storage level, and preventing quality degradation of the reservoir. In order to reduce the run time of the GA-based optimization model, the main optimization model is divided into a stochastic and a deterministic optimization model for reservoir operation considering water quality issues.The operating policies resulted from the reservoir operation model with the water quantity objective are used to determine the released water ranges (permissible lower and upper bounds of release policies) during the planning horizon. Then, certain values of release and the optimal releases from each reservoir outlet are determined utilizing the optimization model with water quality objectives. The support vector machine (SVM) model is used to generate the operating rules for the selective withdrawal from the reservoir for real-time operation. The results show that the SVM model can be effectively used in determining water release from the reservoir. Finally, the copula function was used to estimate the joint probability of supplying the water demand with desirable quality as an evaluation index of the system reliability. The proposed method was applied to the Satarkhan reservoir in the north-western part of Iran. The results of the proposed models are compared with the alternative models. The results show that the proposed models could be used as effective tools in reservoir operation.     

支持向量机在储层厚度预测和计算中的应用

本文通过对油田储层结构的分析,运用支持向量机的理论和方法,建立了用于预测和计算储层厚度的支持向量机回归模型,并对该模型从参数变化范围、核函数选择、误差评价的标准等多方面进行了探讨,找出了建立储层厚度预测模型的一种有效方法,通过对实际储层厚度的预测,证明该方法在预测和计算储层厚度中具有较高的参考价值.     

Regional flood frequency and spatial patterns analysis in the Pearl River Delta region using L-moments approach

The Pearl River Delta (PRD) has one of the most complicated deltaic drainage systems with probably the highest density of crisscross-river network in the world. This article presents a regional flood frequency analysis and recognition of spatial patterns for flood-frequency variations in the PRD region using the well-known index flood L-moments approach together with some advanced statistical test and spatial analysis methods. Results indicate that: (1) the whole PRD region is definitely heterogeneous according to the heterogeneity test and can be divided into three homogeneous regions; (2) the spatial maps for annual maximum flood stage corresponding to different return periods in the PRD region suggest that the flood stage decreases gradually from the riverine system to the tide dominated costal areas; (3) from a regional perspective, the spatial patterns of flood-frequency variations demonstrate the most serious flood-risk in the coastal region because it is extremely prone to the emerging flood hazards, typhoons, storm surges and well-evidenced sea-level rising. Excessive rainfall in the upstream basins will lead to moderate floods in the upper and middle PRD region. The flood risks of rest parts are identified as the lowest in entire PRD. In order to obtain more reliable estimates, the stationarity and serial-independence are tested prior to frequency analysis. The characterization of the spatial patterns of flood-frequency variations is conducted to reveal the potential influences of climate change and intensified human activities. These findings will definitely contribute to formulating the regional development strategies for policymakers and stakeholders in water resource management against the menaces of frequently emerged floods and well-evidenced sea level rising.     

地震预警现地PGV连续预测的最小二乘支持向量机模型

为提升现地仪器地震烈度预测的准确性与连续性,研究面向地震预警的PGV连续预测模型.以中国仪器地震烈度标准的计算参数：0.1~10 Hz带通滤波三分向矢量合成速度峰值PGV为预测目标,利用日本K-net与KiK-net台网P波触发后1~10 s强震数据,基于人工智能中的机器学习方法-最小二乘支持向量机,选取7种特征参数作为输入构建最小二乘支持向量机PGV预测模型LSSVM-PGV.结果表明,本文建立的LSSVM-PGV模型在训练数据集与测试数据集上的预测误差标准差变化趋于一致,具备泛化性能;P波触发后3 s预测PGV与实测PGV即可整体符合1：1关系,随着时间窗的增长,PGV预测的误差标准差显著减小、并在P波触发后6 s趋向收敛,具备准确连续预测能力;对比同为P波触发后3 s的常用Pd-PGV模型,LSSVM-PGV模型的PGV预测误差标准差明显减小,"小值高估"与"大值低估"现象明显改善,预测准确性得到提升.熊本地震序列的震例分析表明,对于6.5级以下地震,LSSVM-PGV模型最多在P波触发后3 s即可预测出与实测PGV整体符合1：1关系的PGV;对于7.3级主震,由于其破裂过程的复杂性,P波触发后3 s的预测结果出现一定程度的低估,但随着时间窗增长至6 s时,预测PGV与实测PGV符合1：1关系、并直到10 s整体趋势保持一致.本文构建的LSSVM-PGV模型可用于现地地震预警仪器地震烈度的预测.     

基于改进多分类孪生支持向量机的测井岩性识别方法研究与应用

岩性识别是认识地层及求解储层参数的基础,受地质环境复杂性和非均质性影响,测井曲线间存在着大量的信息冗余,数据集类间分布不平衡,常用的分类算法无法满足实际需求.针对常用分类算法容错性差,识别岩性单一和无法有效解决类间不平衡的问题,本文改进合成少数过采样技术(Synthetic Minority Over Sampling Technique,SMOTE)来处理数据集,可得到类间平衡的新数据集,并提出一种新的模糊隶属度函数改进模糊孪生支持向量机,在北美Hugoton油气田实际测井数据的基础上,用改进多分类孪生支持向量(Improve Multi Class Twin Support Vector Machine, IMCTSVM)综合自然伽马(GR)、电阻率(RL)、光电效应(PE)、中子密度孔隙度差异(DPHI)和平均中子密度孔隙度(PHIND)五种测井参数,以及相对位置(RELPOS)和非海洋/海洋指标(NM_M)两种地质约束变量,识别出9种岩性.将识别结果与传统支持向量机、深度神经网络等方法进行对比与分析,发现IMCTSVM算法优于上述两种分类算法,取得了较好的识...     

Multi-decadal variations in annual maximum peak flows in semi-arid and temperate regions of Chile

Abstract

In determining the possible influence of climate change, it is important to understand the temporal and spatial variability in streamflow response for diverse climate zones. Thus, the aim of this study was to determine the presence of changes in annual maximum peak flow for two climate zones in Chile over the past few decades. A general analysis, a flood frequency analysis and a trend analysis were used to study such changes between 1975 and 2008 for a semi-arid (29°S–32°S) and a temperate (36°S–38°S) climatic zone. The historic annual maxima, minima and mean flows, as well as decadal mean peak flow, were compared over the period of record. The Gumbel distribution was selected to compare the 30-year flood values of two ±15-year intervals, which showed that streamflow decreased by an average of 19.5% in the semi-arid stations and increased by an average of 22.6% in the temperate stations. The Mann-Kendall test was used to investigate the temporal changes in streamflows, with negative trends being observed in 87% of the stations analysed in the semi-arid zone, and positive trends in 57% of those analysed in the temperate zone. These differences in streamflow response between climate zones could be related to recent documented increases in altitude of the zero-degree isotherm in the Andes Mountains of Chile, since most of the significant positive and negative changes were detected in first-order rivers located closer to this mountain range.

Editor D. Koutsoyiannis; Associate editor H. Lins

Citation Pizarro, R., Vera, M., Valdés, R., Helwig, B., and Olivares, C., 2013. Multi-decadal variations in annual maximum peak flows in semi-arid and temperate regions of Chile. Hydrological Sciences Journal, 59 (2), 300–311.