Meteorological time series forecasting with pruned multi-layer perceptron and 2-stage Levenberg-Marquardt method

A Multi-Layer Perceptron (MLP) defines a family of artificial neural networks often used in TS modeling and forecasting. Because of its "black box" aspect, many researchers refuse to use it. Moreover, the optimization (often based on the exhaustive approach where "all" configurations are tested) and learning phases of this artificial intelligence tool (often based on the Levenberg-Marquardt algorithm; LMA) are weaknesses of this approach (exhaustively and local minima). These two tasks must be repeated depending on the knowledge of each new problem studied, making the process, long, laborious and not systematically robust. In this paper a pruning process is proposed. This method allows, during the training phase, to carry out an inputs selecting method activating (or not) inter-nodes connections in order to verify if forecasting is improved. We propose to use iteratively the popular damped least-squares method to activate inputs and neurons. A first pass is applied to 10% of the learning sample to determine weights significantly different from 0 and delete other. Then a classical batch process based on LMA is used with the new MLP. The validation is done using 25 measured meteorological TS and cross-comparing the prediction results of the classical LMA and the 2-stage LMA.

Time series modeling with pruned multi-layer perceptron and 2-stage damped least-squares method

A Multi-Layer Perceptron (MLP) defines a family of artificial neural networks often used in TS modeling and forecasting. Because of its "black box" aspect, many researchers refuse to use it. Moreover, the optimization (often based on the exhaustive approach where "all" configurations are tested) and learning phases of this artificial intelligence tool (often based on the Levenberg-Marquardt algorithm; LMA) are weaknesses of this approach (exhaustively and local minima). These two tasks must be repeated depending on the knowledge of each new problem studied, making the process, long, laborious and not systematically robust. In this paper a pruning process is proposed. This method allows, during the training phase, to carry out an inputs selecting method activating (or not) inter-nodes connections in order to verify if forecasting is improved. We propose to use iteratively the popular damped least-squares method to activate inputs and neurons. A first pass is applied to 10% of the learning sample to determine weights significantly different from 0 and delete other. Then a classical batch process based on LMA is used with the new MLP. The validation is done using 25 measured meteorological TS and cross-comparing the prediction results of the classical LMA and the 2-stage LMA.

Urban ozone concentration forecasting with artificial neural network in Corsica

Atmospheric pollutants concentration forecasting is an important issue in air quality monitoring. Qualitair Corse, the organization responsible for monitoring air quality in Corsica (France) region, needs to develop a short-term prediction model to lead its mission of information towards the public. Various deterministic models exist for meso-scale or local forecasting, but need powerful large variable sets, a good knowledge of atmospheric processes, and can be inaccurate because of local climatical or geographical particularities, as observed in Corsica, a mountainous island located in a Mediterranean Sea. As a result, we focus in this study on statistical models, and particularly Artificial Neural Networks (ANN) that have shown good results in the prediction of ozone concentration at horizon h+1 with data measured locally. The purpose of this study is to build a predictor to realize predictions of ozone and PM10 at horizon d+1 in Corsica in order to be able to anticipate pollution peak formation and to take appropriated prevention measures. Specific meteorological conditions are known to lead to particular pollution event in Corsica (e.g. Saharan dust event). Therefore, several ANN models will be used, for meteorological conditions clustering and for operational forecasting.