228
Tofillgapsinthetimeseriesofsealevelthetidal
regimeintheBlackSeahastobeknownapriori.The
missing values for different time periods are
completed for scientific and applied research
purposes. Restoration of gaps in observational data
used for modeling and forecasting of
the natural
phenomena should be made at the earliest possible
stageoftheprocessingoftheoriginalmeasurements.
The classical methods for modeling of the sea level
fluctuations (e.g. harmonic analysis) cannot always
represent the complex time‐varying meteorological
effectson sea level, which are produced by weather
conditions like
wind, atmospheric pressure, rainfall,
etc.Therefore,adaptationofthemodelsinreal‐timeis
needed, in order to account better for the time‐
varyingenvironmentalchanges.
3.2 FFBPandESN
The structure of FFBP neural network model was
chosenafterrepeatedtestingfortheoptimalchoiceof
parameters (Pashova and Popova,
2011). For each
variable (daily maximum H_max, mean H_mean or
minimumH_minsealevels)anindividualFFBPmodel
is trained. Increasing the number of neurons and the
numberofdelaysrequiresmorecomputation,andthis
hasa tendencyto overfitthedata when the numbers
aresettoohigh,but
itallowstheANNtosolvemore
complicated problems. After several tests, the best
numberoftappeddelaylines(TDLs)isdeterminedto
be6basedontheautocorrelationfunctionofthedaily
values. Hence the input vector for each model is
consistedoftheprevious7dailyvaluesofthe
modeled
variable, i. e. its size is 7. The output of the network
predictsitscurrentvalue,i.e.itssizeis1.Thenumber
ofneuronsintherestoflayersisdeterminedapplying
the criteria of the minimum squared error and the
highest correlation coefficient between the observed
and
modelingdailysealevels.Thenumberofneurons
inthehiddenlayerwaschosenbasedonthemultiple
reruns of different structures of the FFBP models
(Pashova&Popova,2011).Onehiddenlayerisfound
tobeappropriatetomodelsealevelsandtheoptimal
numberofneuronsinitwas
foundto be15 neurons.
Hence our FFBP model has 7:15:1 architecture. The
Matlabprogrammingenvironmentisusedfortraining
FFBPmodels(Demuth&Beale,2000;Gilat,2011).The
standard training procedure divides the time series
randomlyinto3partswithratio70:15:15%fortraining,
testing and verification respectively. Training
is done
with the Levenberg‐Marquardt algorithm, which has
the fastest convergence for FFBP networks. The
criterionforstoppingtheiterationsiswhentheerrorof
the sample for verification began to increase. This
model, evaluation criteria of its applicability and the
maincharacteristicsofthetimeseriesofdailysea
levels
and factors influencing the sea level change are
described in detail in previous studies presented in
(Pashova&Popova,2011;Pashovaetal.,2012).
The structure of the ESN model also contains 15
neuronsintheʺreservoirʺtobecomparablewiththe
FFBPANN model.It wasfindthat
thedifference in
thepredictionresultsofsealeveldatabetween15and
100neuronswareinsignificant.Toevaluatetheeffect
ofʺmemoryʺ of theʺreservoirʺ two versions of ESN
modelwas trained‐with1input andwith7 inputs
respectivelyforonestepbackintimeandfor7steps
backintimeforthemodeleddailyseavalues ofthe
three variables. The training of the ESN model is
made using free available Matlab toolbox
(http://www.reservoir‐computing.org/software). In
comparisonwiththeFFBPmodelthetimeseriesare
divided into training and test samples in a ratio of
85:15%.Since
theESNwastrainedbyanon‐iterative
procedurethatapplieslinearregressionwithasingle
representationofeachelementoftheteachingsample,
there is no need to define stopping criteria for its
training.
InthecaseofbatchtrainingofESN,thealltraining
data for model input are
presented consecutively to
the network and the corresponding output is
calculated and collected. The weights of the output
connections are determined by solving linear
regression equation in one step using all network
input/outputdata.Hencethereservoirstate“evolves”
with each new data as if the “gaps” are missing. In
thecaseofon‐linetraining, eachinputofthetraining
dataispresentedto thenetwork.Thecorresponding
output is calculated and the output weights are
adjustedusingrecursiveleastsquares(RLS)method.
If “data gap” is reached, the predicted by model
output is used to replace the missing data
at model
input.Inthiswaythereservoirstatedependsonthe
ESNmodelpredictionsandevolvesindependenceon
the accumulated by the current moment knowledge
about the process dynamics. This will allows more
“realistic”predictions,especiallyforlongerdatagaps.
Theoutcomesaftertrainingofbothtypesof
ANN
models are directly dependent on the initial
conditions therefore 20 ESN and FFBP models were
generated and trained. The averaged mean squared
errors(MSE) ofthe simulationwithall thedataand
coefficients of regression R, as well as errors MSE
b
and regression coefficients R
b of the best‐trained
modelsarepresentedinTable1.
3.3 MLRmodel
Thefillingofthemissingvaluesofdailysealevelsfor
the same period for three time series of study have
been completed by the multiple linear regressions
(MLRusingthefollowingmodel:
)(...)1()(1
ˆ
121
stytytyty
s
(5)
where
1
ˆ
ty
isthe predictedsea level bytheMLR
model,whichwillbefilledinsteadthemissingdaily
value,
)(ty
is the current daily mean, and s is a
number of backward steps like in the case of ANN
models. The predicted missing value is a linear
combination of several independent va riables‐the
meandailysealevelandseveraldaily valuesbefore
it. The unknown coefficients
1,
2,…,
s+1 are
determinedinitiallyusingallavailablevaluesforthe
dailysealevelsfora5‐yearperiod.
For filling of the missing daily values with
differentlength ofgapsinthetime seriesfor all the
model types we proceed as follow: if the missing
values are several consecutive ones, than
each
predicted by a model missing value is included as
knowninthelineofthe6TDLsvaluesusedtopredict
the next one; this operation is repeated moving