Temperature Time Series Prediction Model Based on Time Series Decomposition and Bi-LSTM Network

Kun Zhang, Xing Huo and Kun Shao ()
Additional contact information
Kun Zhang: School of Mathematics, Hefei University of Technology, Hefei 230009, China
Xing Huo: School of Mathematics, Hefei University of Technology, Hefei 230009, China
Kun Shao: School of Software, Hefei University of Technology, Hefei 230009, China

Mathematics, 2023, vol. 11, issue 9, 1-16

Abstract: Utilizing a temperature time-series prediction model to achieve good results can help us to accurately sense the changes occurring in temperature levels in advance, which is important for human life. However, the random fluctuations occurring in a temperature time series can reduce the accuracy of the prediction model. Decomposing the time-series data prior to performing a prediction can effectively reduce the influence of random fluctuations in the data and consequently improve the prediction accuracy results. In the present study, we propose a temperature time-series prediction model that combines the seasonal-trend decomposition procedure based on the loess (STL) decomposition method, the jumps upon spectrum and trend (JUST) algorithm, and the bidirectional long short-term memory (Bi-LSTM) network. This model can achieve daily average temperature predictions for cities located in China. Firstly, we decompose the time series into trend, seasonal, and residual components using the JUST and STL algorithms. Then, the components determined by the two methods are combined. Secondly, the three components and original data are fed into the two-layer Bi-LSTM model for training purposes. Finally, the prediction results achieved for both the components and original data are merged by learnable weights and output as the final result. The experimental results show that the average root mean square and average absolute errors of our proposed model on the dataset are 0.2187 and 0.1737, respectively, which are less than the values 4.3997 and 3.3349 attained for the Bi-LSTM model, 2.5343 and 1.9265 for the EMD-LSTM model, and 0.9336 and 0.7066 for the STL-LSTM model.

Keywords: time-series decomposition; deep learning; neural network; time-series prediction (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/11/9/2060/pdf (application/pdf)
https://www.mdpi.com/2227-7390/11/9/2060/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:11:y:2023:i:9:p:2060-:d:1133766

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().