Hybrid wavelet neural network model for improving forecasting accuracy of time series significant wave height

Abstract

Forecasting of a time series ocean wave data for various lead times has been attempted using hybrid wavelet-Artificial neural networks (WLNN) approach in this study. To improve the model performance a wavelet transformation is attached prior to a predictor (ANN) and then analysis has been carried out. Here the wavelet transformation is used to decompose the original significant wave height (Hs) data into its sub signals in the form of approximation coefficients and detail coefficients. Further, these coefficients were fed to ANN as inputs and targets and the results obtained from the hybrid model are then reconstructed to obtain the predicted significant wave heights. The predicted results from the proposed model were compared with the single ANN results. From the results, it is concluded that the proposed model is working efficiently for predicting time series data, and also the error observed at the higher lead time was very less as compared to the single ANN. The effect of decomposition level is also analysed in thisstudy and their influence was observed significantly in the higher lead time forecasting. © 2011 CAFET-INNOVA TECHNICAL SOCIETY.