Enhancing Decomposition and Holt-Winters Weekly Forecasting of PM2.5 Concentrations in Thailand’s Eight Northern Provinces Using the Cuckoo Search Algorithm

Authors

  • Watha Minsan Data Science Research Center, Department of Statistics, Faculty of Science, Chiang Mai University, Chiang Mai, Thailand
  • Pradthana Minsan Department of Mathematics and Statistics, Faculty of Science and Technology, Chiang Mai Rajabhat University, Chiang Mai, Thailand
  • Wararit Panichkitkosolkul Department of Mathematics and Statistics, Thammasat University, Pathumthani, Thailand

Keywords:

Cuckoo Search algorithm, decomposition, Holt-Winters, PM2.5, time series analysis

Abstract

This research aims to introduce hybrid models that integrate the Cuckoo Search Algorithm with Holt-Winters (CS-HW) and Decomposition (CS-D) for time series forecasting of weekly PM2.5 concentrations in Thailand’s eight northern provinces. The study consists of two phases: the training dataset phase and the testing dataset phase. During the training dataset phase, the Cuckoo Search (CS) algorithm demonstrates effective parameter optimization capabilities, seamlessly integrating with Holt-Winters and decomposition models. This integration results in lower Root Mean Square Error (RMSE) values compared to classical approaches, including Grid Search for Holt-Winters (Classic-HW) and Classical Decomposition (Classic-D). In the testing dataset phase, key performance metrics such as RMSE, Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE) are utilized. The results indicate that the CS-HW and CS-D models outperform other methods in weekly forecasting of PM2.5 concentrations across several provinces, including Chiang Mai, Chiang Rai, Lamphun, Lampang, Mae Hong Son, and Phayao. Notably, the Box-Jenkins model outperformed other methods in Nan, while in Phrae, the Long Short-Term Memory (LSTM) model demonstrates other forecasting performance.

References

Ao X, Yuan H, Zhang D. PM2.5 analysis and prediction based on seasonal time series model. IOP Conf. Series: Earth and Environmental Science 371 [monograph online]. 2019 [cited 2023 Jul 30]; 052006: 1-9. Available from: doi:10.1088/1755-1315/371/5/052006.

Assis MVO, Carvalho LF, Rodrigues JJPC, Proença ML. Holt-Winters statistical forecasting and ACO metaheuristic for traffic characterization. Proceeding of 2013 IEEE International Conference on Communications (ICC); 2013; Budapest; Hungary. p. 2524-2528.

Azmi NILBM. Parameters estimation of Holt-Winter smoothing method using genetic algorithm. Master [thesis] [monograph online]. Malaysia: Universiti Teknologi; 2013 [cited 2023 Sep 25]. Available from: https://eprints.utm.my/32356/1/NurIntanLiyanaMohdAzmiMFS2013.pdf.

Box GEP, Jenkins GM, Reinsel GC. Time series analysis: forecasting and control, 3rd ed. New Jersey: Prentice Hall; 1994.

Brown RG. Statistical forecasting for inventory control. New York: McGraw-Hill; 1959.

Dorigo M. Optimization, learning and natural algorithms. PhD [thesis]. Italy: Politecnico di Milano; 1992.

Dorigo M, Stützle T. Ant colony optimization. London: The MIT Press; 2004.

Eusébio E, Camus C, Curvelo C. Metaheuristic approach to the Holt-Winters optimal short term load forecast. Renewable Energy and Power Quality Journal. 2015; 1(13): 708-713.

Holland JH. Adaptation in natural and artificial systems: An introductory analysis with applications to biology, control, and artificial intelligence. Michigan: University of Michigan Press; 1975.

Jiang W, Wu X, Gong Y, Yu W, Zhong X. Holt–Winters smoothing enhanced by fruit fly optimization algorithm to forecast monthly electricity consumption. Energy [serial on the internet]. 2020 [cited 2023 Sep 1]; 193: 116779. Available from: doi.org/10.1016/

j.energy.2019.116779.

Kennedy J, Eberhart R. Particle swarm optimization. Proceedings of the IEEE International Conference on Neural Networks. 1995; 4: 1942-1948.

Kirkpatrick S, Gelatt CD, Vecchi MP. Optimization by simulated annealing. Science. 1983; 220(4598): 671-680.

Mantegna RN. Fast, accurate algorithm for numerical simulation of Lévy stable stochastic process. Phys Rev E. 1994: 49(5): 4677-4683.

Mauricio CC, Ostia CF. Cuckoo search algorithm optimization of Holt-Winter method for distribution transformer load forecasting. Proceeding of the 2023 9th International Conference on Control, Automation and Robotics (ICCAR) Beijing; China. 2023. p. 36-42.

Minsan W, Minsan P, Incorporating decomposition and the Holt-Winters method into the whale optimization algorithm for forecasting monthly government revenue in Thailand. Science & Technology Asia [serial on the internet]. 2023 [cited 2024 Feb 1]; 28(4): 38-53. Available from: https://ph02.tci-thaijo.org/index.php/SciTechAsia/article/view/250335.

Minsan W, Minsan P, Decomposition and Holt-Winters enhanced by the whale optimization algorithm for forecasting the amount of water inflow into the large dam reservoirs in southern Thailand. Journal of Current Science and Technology [serial on the internet]. 2024 [cited 2024 Jun 1]; 14(2): Article 38. Available from: https://doi.org/10.59796/jcst.V14N2.2024.38.

Montgomery DC, Jennings CL, Kulahci M. Introduction time series analysis and forecasting. New Jersey: John Wiley & Sons; 2007.

Nath P, Saha P, Middya AI, Roy S. Long-term time-series pollution forecast using statistical and deep learning methods. Neural Computing and Applications. 2021; 33: 12551-12570.

Pan WT. A new evolutionary computation approach: Fruit fly optimization algorithm. Proceedings of the Conference of Digital Technology and Innovation Management; Taipei; Taiwan. 2011. p. 382-391.

Pan WT. A new Fruit Fly Optimization Algorithm: Taking the financial distress model as an example. Knowledge-Based Systems [serial on the internet]. 2012 [cited 2023 Sep 1]. 26: 69-74. Available from: https://doi.org/10.1016/j.knosys.2011.07.001.

Persons WM. II. the method used. Review of Economics and Statistics [monograph online]. 1919 [cited 2023 Jul 30]; 1(2): 117-139. Available from: http://www.jstor.org/stable/1928600.

Pollution Control Department. Archived Data (Daily). Ministry of Natural Resources and Environment [monograph online]. 2023 [cited 2023 Jul 29]. Available from: http://air4thai.pcd.go.th. (in Thai)

Pollution Control Department. Standard Operating Procedure for Northern Haze Response. Ministry of Natural Resources and Environment [serial on the internet]. 2019 [cited 2023 Jul 29]. Available from:

http://air4thai.com/tagoV2/tago_file/books/book_file/b2b90b38b2b1026ed2c29b001e17d05f.pdf. (in Thai)

Pozza SA, Lima EP, Comin TT, Gimenes M, Coury J. Time series analysis of PM2.5 and PM10-2.5 mass concentration in the city of Sao Carlos, Brazil. International Journal of Environment and Pollution. 2010; 41(1-2): 90-108.

Simoni A, Gjika ED, Puka L. Evolutionary algorithm PSO and Holt Winters method applied in hydro power plants optimization. Proceeding of the Conference: SPNA-Statistics Probability and Numerical Analysis [monograph online]. 2015 [cited 2023 Jul 20]. p. 7-20. Available from: https://www.researchgate.net/publication/311581451_EVOLUTIONARY_ALGORITHM_PSO_AND_HOLT_WINTERS_METHOD_APPLIED_IN_HYDRO_POWER_PLANTS_OPTIMIZATION.

The Royal Gazette (Thailand). Ratchakitcha, The Secretariat of the Cabinet [monograph online]. 2021 [cited 2023 Aug 6]. Available from: https://ratchakitcha.soc.go.th/documents/

pdf. (in Thai)

Yang XS. Nature-inspired optimization algorithms. Amsterdam: Morgan Kaufmann; 2014.

Yang XS, Deb S. Cuckoo search via Lévy flights. Proceedings of World Congress on Nature & Biologically Inspired Computing (NaBIC); Coimbatore; India. 2009. p. 210-214.

Zaini N, Ean LW, Ahmed AN, Malek MA, Chow MF. PM2.5 forecasting for an urban area based on deep learning and decomposition method. Scientific Reports. 2022; 12: 17565, 1-13.

Zhao L, Li Z, Qu L. Forecasting of Beijing PM2.5 with a hybrid ARIMA model based on integrated AIC and improved GS fixed-order methods and seasonal decomposition. Heliyon. 2022; 8(12): e12239, 1-16.

Downloads

Published

2024-09-29

How to Cite

Minsan, W. ., Minsan, P. ., & Panichkitkosolkul, W. . (2024). Enhancing Decomposition and Holt-Winters Weekly Forecasting of PM2.5 Concentrations in Thailand’s Eight Northern Provinces Using the Cuckoo Search Algorithm. Thailand Statistician, 22(4), 963–985. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/256084

Issue

Section

Articles