An Integrated Variational Mode Decomposition and ARIMA Model to Forecast Air Temperature

Huan Wang, Jiejun Huang, Han Zhou, Lixue Zhao and Yanbin Yuan
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Huan Wang: School of Resource and Environmental Engineering, Wuhan University of Technology, Wuhan 430070, China
Jiejun Huang: School of Resource and Environmental Engineering, Wuhan University of Technology, Wuhan 430070, China
Han Zhou: School of Resource and Environmental Engineering, Wuhan University of Technology, Wuhan 430070, China
Lixue Zhao: School of Resource and Environmental Engineering, Wuhan University of Technology, Wuhan 430070, China
Yanbin Yuan: School of Resource and Environmental Engineering, Wuhan University of Technology, Wuhan 430070, China

Sustainability, 2019, vol. 11, issue 15, 1-11

Abstract: Temperature forecasting is a crucial part of climate change research. It can provide a valuable reference, as well as practical significance, for understanding the macroscopic evolutionary processes of regional temperature and for promoting sustainable development. This study presents a new integrated model, called the Variational Mode Decomposition-Autoregressive Integrated Moving Average (VMD-ARIMA) model, which reduces the required data input and improves the accuracy of predictions, based on the deficiencies of data dependence and the complicated mechanisms associated with current temperature forecasting. In this model, the variational mode decomposition (VMD) was used for mining the trend features and detailed features contained in a time series, as well as denoising. Moreover, the corresponding autoregressive integrated moving average (ARIMA) models were derived to reflect the different features of the components. The final forecasted values were then obtained using VMD reconstruction. The annual temperature time series from the Wuhan Meteorological Station were investigated using the VMD-ARIMA model, ARIMA model, and Grey Model (1, 1) based on three statistical performance metrics (mean relative error, mean absolute error, and root mean square error). The results indicate that the VMD-ARIMA model can effectively enhance the accuracy of temperature forecasting.

Keywords: climate change; forecasting model; VMD; ARIMA; feature mining; Wuhan (search for similar items in EconPapers)
JEL-codes: O13 Q Q0 Q2 Q3 Q5 Q56 (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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