Data pre-processing combined with Artificial Neural Network to improve the performance of time series modelling

Tran Anh Duong, Minh Duc Bui, Peter Rutschmann · mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich) · 2018

Seasonal Decomposition (SD) and Discrete Wavelet Transform (DWT) techniques were linked into ANNs for predicting monthly rainfall in Ca-Mau province, Vietnam. Comparison between the calculated results using different models showed that the Meyer DWT combined with a Seasonal Artificial Neural Network (SANN) model provided the most accurate prediction.

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