A Hybrid Prediction Method Based on MODWT-EMD for Time Series in Wireless Sensor Networks

Time series is the main form of sensor data. Time series prediction is conducive to reduce the energy consumption of sensor nodes and increase the service life. As time cost and computation cost of the existing hybrid prediction methods for time series are not good, this paper proposes a hybrid prediction method based on MODWT-EMD for time series. Firstly, the original time series is decomposed into multiple frequency components by Maximal Overlapping Discrete Wavelet Transform (MODWT). Secondly, the multiple frequency components are decomposed successively by Empirical Mode Decomposition (EMD) to obtain IMF components and residuals. IMFs and residuals contain the feature information of time series. Then, the importance of the extracted feature information is scored and sorted by random forest. We select feature information with a higher score. Finally, the selected feature information is input into Bi-GRU for training. We predicted the original time series by the trained Bi-GRU and obtained the prediction results. The experimental results show that the method proposed in this paper can predict the time series effectively.