论文标题
圆形回归树和森林,并应用了概率风向预测
Circular Regression Trees and Forests with an Application to Probabilistic Wind Direction Forecasting
论文作者
论文摘要
尽管圆形数据发生在广泛的科学领域中,但分布建模和概率预测的方法论是相当有限的。大多数现有方法都建立在广义线性和加性模型的框架上,这些模型通常在优化和解释方面具有挑战性。因此,我们建议循环回归树和随机森林作为一种直观的替代方法,相对易于拟合。在以前的树木建模循环方式的想法的基础上,我们建议采用基于von Mises分布的概率预测的树木和森林的分配方法。所得的基于树的模型通过使用可用的协变量将数据分配到足够均匀的亚组中简化了估计过程,从而使无需进一步的协变量的简单von Mises分布可以安装到每个子组中的圆形响应中。这些圆形回归树是直接解释的,可以捕获非线性效应和相互作用,并自动选择与von Mises分布中位置和/或比例变化相关的相关协变量。将圆形回归树的合奏结合到圆形回归森林,产生了von Mises分布的局部适应性估计量,可以使协变量正常和平滑。新方法将在一个关于在两个奥地利机场的概率风向预测的案例研究中评估,并将其他常见方法视为基准。
While circular data occur in a wide range of scientific fields, the methodology for distributional modeling and probabilistic forecasting of circular response variables is rather limited. Most of the existing methods are built on the framework of generalized linear and additive models, which are often challenging to optimize and to interpret. Therefore, we suggest circular regression trees and random forests as an intuitive alternative approach that is relatively easy to fit. Building on previous ideas for trees modeling circular means, we suggest a distributional approach for both trees and forests yielding probabilistic forecasts based on the von Mises distribution. The resulting tree-based models simplify the estimation process by using the available covariates for partitioning the data into sufficiently homogeneous subgroups so that a simple von Mises distribution without further covariates can be fitted to the circular response in each subgroup. These circular regression trees are straightforward to interpret, can capture nonlinear effects and interactions, and automatically select the relevant covariates that are associated with either location and/or scale changes in the von Mises distribution. Combining an ensemble of circular regression trees to a circular regression forest yields a local adaptive likelihood estimator for the von Mises distribution that can regularize and smooth the covariate effects. The new methods are evaluated in a case study on probabilistic wind direction forecasting at two Austrian airports, considering other common approaches as a benchmark.