AQI Prediction Based on CEEMDAN-ARMA-LSTM

Yong Sun and Jiwei Liu ()
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Yong Sun: Institute of Quantitative and Technological Economics, Chinese Academy of Social Sciences, Beijing 100732, China
Jiwei Liu: College of Quantitative and Technological Economics, University of Chinese Academy of Social Sciences, Beijing 102488, China

Sustainability, 2022, vol. 14, issue 19, 1-15

Abstract: In the context of carbon neutrality and air pollution prevention, it is of great research significance to achieve high-accuracy prediction of the air quality index. In this paper, Beijing is used as the study area; data from January 2014 to December 2019 are used as the training set, and data from January 2020 to December 2021 are used as the test set. The CEEMDAN-ARMA-LSTM model constructed in this paper is used for prediction and analysis. The CEEMDAN model is used to decompose the data to improve the data information utilization. The smooth non-white noise components are fed into the ARMA model, and the remaining components and residuals are fed into the LSTM model. The results show that the MAE, MAPE, MSE, and RMSE of this model are the smallest. Compared with the CEEMDAN-LSTM, LSTM, and ARMA-GARCH models, MAE improved by 22.5%, 53.4%, and 21.5%, MAPE improved by 21.4%, 55.3%, and 26.1%, MSE improved by 39.9%, 76.9%, and 28.5%, and RMSE improved by 22.5%, 52.0%, and 15.4%. The accuracy improvement is significant and has good application prospects.

Keywords: CEEMDAN; ARMA-GARCH; LSTM; AQI (search for similar items in EconPapers)
JEL-codes: O13 Q Q0 Q2 Q3 Q5 Q56 (search for similar items in EconPapers)
Date: 2022
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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