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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Investigation of Parameters of Meteorological Models Based on Patterns</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Andrey K. Gorshenin</string-name>
          <email>agorshenin@frccsc.ru</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Federal Research Center “Computer Science and Control” of RAS 44-2 Vavilov str.</institution>
          ,
          <addr-line>Moscow, 119333, Russian Federation</addr-line>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2018</year>
      </pub-date>
      <fpage>4</fpage>
      <lpage>10</lpage>
      <abstract>
        <p>The probabilistic characteristics and the forecasts for precipitation on the basis of a special transformation of the initial data, which makes it possible to reveal patterns in observations, are briefly discussed. Patterns in data analysis can be used to improve the accuracy and speed of forecasting. Moreover, pattern's methodology is a convenient approach to the solution of various climatological problems. The issues of testing the Markov property of data, probabilistic and neural network forecasting for statistical observations without involvement of any additional information about meteorological conditions are investigated. The initial data is volumes of daily precipitation observed during 60 years. The best accuracy for neural networks trained on patterns based on sequences of «D» (dry days, i.e. without precipitations) and «W» (wet ones, i.e. with any nonzero volume) is 97% for one-day and 89% for two-day forecasts. Few directions for further investigations are suggested. The paper continues the author's research in the fields of creation of mathematical models and data mining algorithms for meteorological observations.</p>
      </abstract>
      <kwd-group>
        <kwd>and phrases</kwd>
        <kwd>precipitation</kwd>
        <kwd>patterns</kwd>
        <kwd>forecast</kwd>
        <kwd>neural networks</kwd>
        <kwd>deep learning</kwd>
        <kwd>probabilistic forecasting</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>Copyright © 2018 for the individual papers by the papers’ authors. Copying permitted for private and
academic purposes. This volume is published and copyrighted by its editors.</p>
      <p>In: K. E. Samouylov, L. A. Sevastianov, D. S. Kulyabov (eds.): Selected Papers of the VIII Conference
“Information and Telecommunication Technologies and Mathematical Modeling of High-Tech Systems”,
Moscow, Russia, 20-Apr-2018, published at http://ceur-ws.org</p>
    </sec>
    <sec id="sec-2">
      <title>1. Introduction</title>
      <p>
        Precipitation is an important parameter for meteorological models (see, for example,
papers [
        <xref ref-type="bibr" rid="ref1 ref2 ref3">1–3</xref>
        ]), so the development of an adequate mathematical models (including
probabilistic and statistical) and the creation of software tools for processing a significant
amount of accumulated observations using modern methods are in demand. In this case,
probabilistic approaches can be used to solve forecasting problems (see, for example,
paper [
        <xref ref-type="bibr" rid="ref4">4</xref>
        ]) as well as neural networks that are very efective in a wide range of application
areas (see, for example, papers [
        <xref ref-type="bibr" rid="ref5 ref6 ref7">5–7</xref>
        ]). Moreover, at present, the research of various
precipitation processes in the context of global warming and climate change problems is
quite popular (see, for example, [
        <xref ref-type="bibr" rid="ref10 ref11 ref8 ref9">8–11</xref>
        ]).
      </p>
      <p>
        In this paper, the probabilistic characteristics and the forecasts for precipitation on
the basis of a special transformation of the initial data, which makes it possible to reveal
patterns in observations, are briefly discussed. Patterns in data analysis can be used
to improve the accuracy and speed of forecasting. Moreover, pattern’s methodology
is a fairly common tool in the solution of various climatological problems. This paper
continues the previous author’s research in the fields of creation mathematical models
and data mining algorithms for meteorological observations [
        <xref ref-type="bibr" rid="ref12 ref13 ref14 ref15">12–15</xref>
        ].
      </p>
    </sec>
    <sec id="sec-3">
      <title>2. Investigation of the probabilistic characteristics of precipitation based on patterns</title>
      <p>The volumes of daily precipitation observed during 60 years in Potsdam are the
initial data. Let’s consider transformation of non-negative data  according to
the following rule: if any positive value was observed in the -th day, it is replaced
() ()
by one (̃︀daily = 1), otherwise the value of ̃︀daily equals zero. Thus, the initial series
consisting of continuous values becomes discrete, taking two possible values {0, 1}. This
simplification makes it possible to analyze the presence or absence of precipitation
irrespective of their volume. Thus, any sequence of dry (without precipitations) and wet
(with any nonzero volume) days can be represented as a «0–1» (or «D–W») chain (the
pattern).</p>
      <p>
        For each pattern within the historical data it is possible to determine the frequencies
of appearance as the ratio of the number of such sets of fixed length  to the total
number of possible chains (obviously 2 ). In fact, these are the probabilities according
to the classical definition. Within the framework of the research, observations for 60
years for Potsdam were analyzed for the values of the parameter  from 1 to 14. For
each set, the frequencies (probabilities) were obtained, the pattern with a maximum
value was determined [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ]. Fig. 1 demonstrates an example of frequencies for patterns
of length  = 5. The numerical values of the corresponding probabilities are indicated
in Table 1.
      </p>
      <p>
        In the most of the papers devoted to the statistical analysis of meteorological data,
it is assumed that the duration of the period of precipitation, measured in days (that
is, the number of successive wet days), has the geometric distribution. Perhaps, these
assumptions are based on the classical interpretation of the geometric distribution in
terms of Bernoulli’s tests as the distribution of the number of successive wet days
(«success») to the first day without precipitation («failure»). With the use of patterns,
it was demonstrated [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ] that the sequence of wet and dry days is not even Markovian,
so using Bernoulli’s scheme based on independence of data is incorrect. Alternative
probabilistic models are proposed in the papers [
        <xref ref-type="bibr" rid="ref14 ref15">14, 15</xref>
        ].
      </p>
      <p>3.</p>
    </sec>
    <sec id="sec-4">
      <title>Forecasts for precipitation based on patterns</title>
      <p>Using the data on frequencies (probabilities) for patterns, it is possible to calculate the
values of the conditional probability of occurrence in the future of certain combinations,</p>
      <p>Probability, pattern's length N=5
DDDDD
DDDDW
DDDWD
DDDWW
DDWDD
DDWDW
DDWWD
DDWWW
DWDDD
DWDDW
DWDWD
DWDWW
DWWDD
nDWWDW
rDWWWD
eDWWWW
tt WWDDDDDDWD
aWDDWD
PWDDWW
WDWDD
WDWDW
WDWWD
WDWWW
WWDDD
WWDDW
WWDWD
WWDWW
WWWDD
WWWDW</p>
      <p>WWWWWWWWWD
that is, to obtain probabilistic forecasts for certain events. For example, if current
observations is «Wet-Wet-Dry-Dry» (that is, there were precipitations for two days in a
row, on the next two days volumes were equal zero), the following statements can be
formulated as: «The probability of precipitation through 2 days in Potsdam at current
observations is 0,3961, and the probability of precipitation absence through 2 days is
0,6039». Unlike the standard practice for data analysis, when the predicted window
should not exceed the size of input observations, this rule can be violated for historical
values.</p>
      <p>
        As an alternative forecasting tool, feed-forward neural networks with several hidden
layers and various activation functions were used [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ]. The patterns are used as the
training sets. However, the frequency of each of the sets is not used explicitly, and the
corresponding procedures are implemented in the hidden layers of the neural network.
As a result of the work, a forecast is obtained for the following 1 − 2 days. The best
obtained prediction accuracy for a neural network with a sigmoid activation function
and two hidden layers was 82% for a one-day and 74% for a two-day forecast (with
"PHP"implementation). The adding of hidden layer, the changing of the activation
function to the rectifier, the increasing of a size of the input sample and the use of the
deep learning library Keras (with Python implementation) lead to enhance the forecast
accuracy for the same data to 97% for one-day and to 89% for two-day forecasts.
      </p>
      <p>For the chosen architecture of the neural network, there is no overfitting: the error
value is the same for both the training part and for the test part, which does not
participate directly in the process of building the neural network. Thus, we can expect
that the model will work correctly not only for the training part, but also for real data.</p>
      <p>Fig. 2 demonstrates an example of the accuracy of precipitation prediction for the next
day taking into account the month of data. The numerical values of the corresponding
forecast errors are indicated in Table 2.</p>
      <sec id="sec-4-1">
        <title>Monthly 1-day precipitation forecast</title>
        <p>January
February</p>
        <p>March
April
May
June</p>
        <p>July
h
t
n
o
M August
September</p>
        <p>October
November
December
0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100%</p>
      </sec>
      <sec id="sec-4-2">
        <title>Accuracy</title>
        <sec id="sec-4-2-1">
          <title>Monthly 1-day precipitation forecast errors</title>
        </sec>
        <sec id="sec-4-2-2">
          <title>Month</title>
        </sec>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>Conclusions</title>
      <p>value ̃︀d(a)ily is assigned a zero value.</p>
      <p>For the analysis of the probabilistic behavior of the precipitation process and the
forecasting, it is suggested to use the chains of events (patterns) extracted from the
data. High accuracy for neural networks forecasting is demonstrated, wherein the
analysis is based solely on basic statistical data without any additional information
about meteorological conditions.</p>
      <p>
        Working with patterns is of interest in terms of verification ensemble of forecasts.
Also, this methodology can be used to predict the behavior of the moment characteristics
of finite normal mixtures of probability distributions [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ] to determine the trend direction
within the framework of modeling of physical experiments [
        <xref ref-type="bibr" rid="ref17">17</xref>
        ]. Such data are diferent
from observations considered in this work (for example, there is no a seasonal factor),
but in general the task seems to be quite similar, although the architecture of neural
network should be modified.
      </p>
      <p>As one of the directions for further research, it is possible to propose a transition
from the binary model of the discretization of events to base- numeral system. It could
allow to solve more complex forecasting tasks, for example, to predict the amount of
precipitation in terms of falling into pre-selected ranges of values. That is, if any positive
value was observed in -th day, it is replaced by  from the range 1, . . . ,  − 1 (̃︀d(a)ily = )
corresponding to the precipitation volume partition by  − 2 intervals; otherwise, the</p>
      <p>
        To maximize the automation of the research process, the developed forecasting
methods will be integrated into the service of stochastic data analysis [
        <xref ref-type="bibr" rid="ref18 ref19 ref20">18–20</xref>
        ] as a special
tool for data mining.
      </p>
    </sec>
    <sec id="sec-6">
      <title>Acknowledgments</title>
      <p>The research was supported by the Russian Foundation for Basic Research (project
No 17-07-00851) and the Ministry of Education and Science of the Russian Federation
(No 538.2018.5). The author is grateful to Corresponding Member of the Russian
Academy of Sciences Prof. S. K. Gulev for provided data, to Prof. V. Yu. Korolev for
useful discussions within the framework of joint studies of meteorological phenomena
and V. Kuzmin for training of neural networks.</p>
    </sec>
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