Performance Evaluation of Linear and Nonlinear Models for Short-Term Forecasting of Tropical-Storm Winds

Abstract

Wind-sensitive structures usually suffer from violent vibrations or severe damages under the action of tropical storms. It is of great significance to forecast tropical-storm winds in advance for the sake of reducing or avoiding consequent losses. The model used for forecasting becomes a primary concern in engineering applications. This paper presents a performance evaluation of linear and nonlinear models for the short-term forecasting of tropical storms. Five extensively employed models are adopted to forecast wind speeds using measured samples from the tropical storm Rumbia, which facilitates a comparison of the predicting performances of different models. The analytical results indicate that the autoregressive integrated moving average (ARIMA) model outperforms the other models in the one-step ahead prediction and presents the least forecasting errors in both the mean and maximum wind speeds. However, the support vector regression (SVR) model has the worst performance on the selected dataset. When it comes to the multi-step ahead forecasting, the prediction error of each model increases as the number of steps expands. Although each model shows an insufficient ability to capture the variation of future wind speed, the ARIMA model still appears to have the least forecasting errors. Hence, the ARIMA model can offer effective short-term forecasting of tropical-storm winds in both one-step and multi-step scenarios.

Hybrid Autoregressive Integrated Moving Average-Support Vector Regression for Stock Price Forecasting

“…Several studies have been carried out to compare forecasting using the ARIMA model with nonlinear models such as NN and SVR, showing that the ARIMA model has a lower level of accuracy than the nonlinear model because the data contains nonlinear components. However, the ARIMA model can produce good accuracy on the data containing linear components (Dhini et al, 2015;Ho et al, 2002;Tao et al, 2021;Taskaya-Temizel & Ahmad, 2005).…”