A Deep Learning Prediction Model Based on Extreme-Point Symmetric Mode Decomposition and Cluster Analysis

Abstract

Aiming at the irregularity of nonlinear signal and its predicting difficulty, a deep learning prediction model based on extreme-point symmetric mode decomposition (ESMD) and clustering analysis is proposed. Firstly, the original data is decomposed by ESMD to obtain the finite number of intrinsic mode functions (IMFs) and residuals. Secondly, the fuzzy c-means is used to cluster the decomposed components, and then the deep belief network (DBN) is used to predict it. Finally, the reconstructed IMFs and residuals are the final prediction results. Six kinds of prediction models are compared, which are DBN prediction model, EMD-DBN prediction model, EEMD-DBN prediction model, CEEMD-DBN prediction model, ESMD-DBN prediction model, and the proposed model in this paper. The same sunspots time series are predicted with six kinds of prediction models. The experimental results show that the proposed model has better prediction accuracy and smaller error.