Dimension Reduction of Machine Learning-based Forecasting Models Employing Principal Component Analysis

Abstract

In this research, an attempt was made to reduce the dimension of wavelet-ANFIS/ANN (artificial neural network/adaptive neuro-fuzzy inference system) models toward reliable forecasts as well as to decrease computational cost. In this regard, the principal component analysis was performed on the input time series decomposed by a discrete wavelet transform to feed the ANN/ANFIS models. The models were applied for dissolved oxygen (DO) forecasting in rivers which is an important variable affecting aquatic life and water quality. The current values of DO, water surface temperature, salinity, and turbidity have been considered as the input variable to forecast DO in a three-time step further. The results of the study revealed that PCA can be employed as a powerful for dimension reduction of input variables and also to detect inter-correlation of input variables. Results of the PCA-Wavelet-ANN models are compared with those obtained from Wavelet-ANN models while the earlier one has the advantage of less computational time than the later models. Dealing with ANFIS models, PCA is more beneficial to avoid Wavelet-ANFIS models creating too many rules which deteriorate the efficiency of the ANFIS models. Moreover, manipulating the Wavelet-ANFIS models utilizing PCA leads to a significant decreasing in computational time. Finally, it was found that the PCA-Wavelet-ANN/ANFIS models can provide reliable forecasts of dissolved oxygen as an important water quality indicators in rivers.