Monthly streamflow forecasting using neuro-wavelet techniques and input analysis

ABSTRACT

Combinations of low-frequency components (also known as approximations) resulting from the wavelet decomposition are tested as inputs to an artificial neural network (ANN) in a hybrid approach, and compared to classical ANN models for flow forecasting for 1, 3, 6 and 12 months ahead. In addition, the inputs are rewritten in terms of the flow, revealing what type of information was being provided to the network, in order to understand the effect of the approximations on the forecasting performance. The results show that the hybrid approach improved the accuracy of all tested models, especially for 1, 3 and 6 months ahead. The input analyses show that high-frequency components are more important for shorter forecast horizons, while for longer horizons, they may worsen the model accuracy.     

Univariate streamflow forecasting using commonly used data-driven models: literature review and case study

Eight data-driven models and five data pre-processing methods were summarized; the multiple linear regression (MLR), artificial neural network (ANN) and wavelet decomposition (WD) models were then used in short-term streamflow forecasting at four stations in the East River basin, China. The wavelet–artificial neural network (W-ANN) method was used to predict 1-month-ahead monthly streamflow at Longchuan station (LS). The results indicate better performance of MLR and wavelet–multiple linear regression (W-MLR) in analysing the stationary trained dataset. Four models showed similar performance in 1-day-ahead streamflow forecasting, while W-MLR and W-ANN performed better in 5-day-ahead forecasting. Three reservoirs were shown to have more influence on downstream than upstream streamflow and models had the worst performance at Boluo station. Furthermore, the W-ANN model performed well for 1-month-ahead streamflow forecasting at LS with consideration of a deterministic component.     

Streamflow forecasting using least-squares support vector machines

Abstract

This paper investigates the ability of a least-squares support vector machine (LSSVM) model to improve the accuracy of streamflow forecasting. Cross-validation and grid-search methods are used to automatically determine the LSSVM parameters in the forecasting process. To assess the effectiveness of this model, monthly streamflow records from two stations, Tg Tulang and Tg Rambutan of the Kinta River in Perak, Peninsular Malaysia, were used as case studies. The performance of the LSSVM model is compared with the conventional statistical autoregressive integrated moving average (ARIMA), the artificial neural network (ANN) and support vector machine (SVM) models using various statistical measures. The results of the comparison indicate that the LSSVM model is a useful tool and a promising new method for streamflow forecasting.

Editor D. Koutsoyiannis; Associate editor L. See

Citation Shabri, A. and Suhartono, 2012. Streamflow forecasting using least-squares support vector machines. Hydrological Sciences Journal, 57 (7), 1275–1293.     

Improvement of artificial neural networks to predict daily streamflow in a semi-arid area

ABSTRACT

The application of artificial neural networks (ANNs) has been widely used recently in streamflow forecasting because of their ?exible mathematical structure. However, several researchers have indicated that using ANNs in streamflow forecasting often produces a timing lag between observed and simulated time series. In addition, ANNs under- or overestimate a number of peak flows. In this paper, we proposed three data-processing techniques to improve ANN prediction and deal with its weaknesses. The Wilson-Hilferty transformation (WH) and two methods of baseflow separation (one parameter digital filter, OPDF, and recursive digital filter, RDF) were coupled with ANNs to build three hybrid models: ANN-WH, ANN-OPDF and ANN-RDF. The network behaviour was quantitatively evaluated by examining the differences between model output and observed variables. The results show that even following the guidelines of the Wilson-Hilferty transformation, which significantly reduces the effect of local variations, it was found that the ANN-WH model has shown no significant improvement of peak flow estimation or of timing error. However, combining baseflow with streamflow and rainfall provides important information to ANN models concerning the flow process operating in the aquifer and the watershed systems. The model produced excellent performance in terms of various statistical indices where timing error was totally eradicated and peak flow estimation significantly improved.

Editor D. Koutsoyiannis; Associate editor Y. Gyasi-Agyei     

A hybrid approach of artificial neural network and multiple regression to forecast typhoon rainfall and groundwater-level change

ABSTRACT

A forecasting model is developed using a hybrid approach of artificial neural network (ANN) and multiple regression analysis (MRA) to predict the total typhoon rainfall and groundwater-level change in the Zhuoshui River basin. We used information from the raingauge stations in eastern Taiwan and open source typhoon data to build the ANN model for forecasting the total rainfall and the groundwater level during a typhoon event; then we revised the predictive values using MRA. As a result, the average accuracy improved up to 80% when the hybrid model of ANN and MRA was applied, even where insufficient data were available for model training. The outcome of this research can be applied to forecasts of total rainfall and groundwater-level change before a typhoon event reaches the Zhuoshui River basin once the typhoon has made landfall on the east coast of Taiwan.     

Evaluation of nonlinear models for precipitation forecasting

Prediction of factors affecting water resources systems is important for their design and operation. In hydrology, wavelet analysis (WA) is known as a new method for time series analysis. In this study, WA was combined with an artificial neural network (ANN) for prediction of precipitation at Varayeneh station, western Iran. The results obtained were compared with the adaptive neural fuzzy inference system (ANFIS) and ANN. Moreover, data on relative humidity and temperature were employed in addition to rainfall data to examine their influence on precipitation forecasting. Overall, this study concluded that the hybrid WANN model outperformed the other models in the estimation of maxima and minima, and is the best at forecasting precipitation. Furthermore, training and transfer functions are recommended for similar studies of precipitation forecasting.     

Wavelet regression model as an alternative to neural networks for monthly streamflow forecasting

The accuracy of the wavelet regression (WR) model in monthly streamflow forecasting is investigated in the study. The WR model is improved combining the two methods—the discrete wavelet transform (DWT) model and the linear regression (LR) model—for 1‐month‐ahead streamflow forecasting. In the first part of the study, the results of the WR model are compared with those of the single LR model. Monthly flow data from two stations, Gerdelli Station on Canakdere River and Isakoy Station on Goksudere River, in Eastern Black Sea region of Turkey are used in the study. The comparison results reveal that the WR model could increase the forecast accuracy of the LR model. In the second part of the study, the accuracy of the WR model is compared with those of the artificial neural networks (ANN) and auto‐regressive (AR) models. On the basis of the results, the WR is found to be better than the ANN and AR models in monthly streamflow forecasting. Copyright © 2009 John Wiley & Sons, Ltd.     

Comparison of data-driven modelling techniques for river flow forecasting

Abstract

Accurate forecasting of streamflow is essential for the efficient operation of water resources systems. The streamflow process is complex and highly nonlinear. Therefore, researchers try to devise alterative techniques to forecast streamflow with relative ease and reasonable accuracy, although traditional deterministic and conceptual models are available. The present work uses three data-driven techniques, namely artificial neural networks (ANN), genetic programming (GP) and model trees (MT) to forecast river flow one day in advance at two stations in the Narmada catchment of India, and the results are compared. All the models performed reasonably well as far as accuracy of prediction is concerned. It was found that the ANN and MT techniques performed almost equally well, but GP performed better than both these techniques, although only marginally in terms of prediction accuracy in normal and extreme events.

Citation Londhe, S. & Charhate, S. (2010) Comparison of data-driven modelling techniques for river flow forecasting. Hydrol. Sci. J. 55(7), 1163–1174.     

Impact of complexity on daily and multi-step forecasting of streamflow with chaotic,stochastic, and black-box models

Despite significant research advances achieved during the last decades, seemingly inconsistent forecasting results related to stochastic, chaotic, and black-box approaches have been reported. Herein, we attempt to address the entropy/complexity resulting from hydrological and climatological conditions. Accordingly, mutual information function, correlation dimension, averaged false nearest neighbor with E1 and E2 quantities, and complexity analysis that uses sample entropy coupled with iterative amplitude adjusted Fourier transform were employed as nonlinear deterministic identification tools. We investigated forecasting of daily streamflow for three climatologically different Swedish rivers, Helge, Ljusnan, and Kalix Rivers using self-exciting threshold autoregressive (SETAR), k-nearest neighbor (k-nn), and artificial neural networks (ANN). The results suggest that the streamflow in these rivers during the 1957–2012 period exhibited dynamics from low to high complexity. Specifically, (1) lower complexity lead to higher predictability at all lead-times and the models’ worst performances were obtained for the most complex streamflow (Ljusnan River), (2) ANN was the best model for 1-day ahead forecasting independent of complexity, (3) SETAR was the best model for 7-day ahead forecasting by means of performance indices, especially for less complexity, (4) the largest error propagation was obtained with the k-nn and ANN and thus these models should be carefully used beyond 2-day forecasting, and (5) higher number input variables except for the dominant variables made insignificant impact on forecasting performances for ANN and k-nn models.     

Comparison of local and global approximators in multivariate chaotic forecasting of daily streamflow

ABSTRACT

Although it is conceptually assumed that global models are relatively ineffective in modelling the highly unstable structure of chaotic hydrologic dynamics, there is not a detailed study of comparing the performances of local and global models in a hydrological context, especially with new emerging machine learning models. In this study, the performance of a local model (k-nearest neighbour, k-nn) and, as global models, several recent machine learning models – artificial neural network (ANN), least square-support vector regression (LS-SVR), random forest (RF), M5 model tree (M5), multivariate adaptive regression splines (MARS) – was analysed in multivariate chaotic forecasting of streamflow. The models were developed for Australia’s largest river, the River Murray. The results indicate that the k-nn model was more successful than the global models in capturing the streamflow dynamics. Furthermore, coupled with the multivariate phase-space, it was shown that the global models can be successfully used for obtaining reliable uncertainty estimates for streamflow.     

Long-range forecasting of suspended sediment

This study examines the employment of two methods, multiple linear regression (MLR) and an artificial neural network (ANN), for multistep ahead forecasting of suspended sediment. The autoregressive integrated moving average (ARIMA) model is considered for one-step ahead forecasting of sediment series in order to provide a comparison with the MLR and ANN methods. For one- and two-step ahead forecasting, the ANN model performance is superior to that of the MLR model. For longer ranges, MLR models provide better accuracy, but there is an important assumption violation. The Durbin-Watson statistics of the MLR models show a noticeable decrease from 1.3 to 0.5, indicating that the residuals are not dependent over time. The scatterplots of the three methods (MLR, ARIMA and ANN) for one-step ahead forecasting for the validation period illustrate close fits with the regression line, with the ANN configuration having a slightly higher R² value.     

Spatial variability of precipitation regimes over Turkey

Abstract

This study aims to predict the daily precipitation from meteorological data from Turkey using the wavelet—neural network method, which combines two methods: discrete wavelet transform (DWT) and artificial neural networks (ANN). The wavelet—ANN model provides a good fit with the observed data, in particular for zero precipitation in the summer months, and for the peaks in the testing period. The results indicate that wavelet—ANN model estimations are significantly superior to those obtained by either a conventional ANN model or a multi linear regression model. In particular, the improvement provided by the new approach in estimating the peak values had a noticeably high positive effect on the performance evaluation criteria. Inclusion of the summed sub-series in the ANN input layer brings a new perspective to the discussions related to the physics involved in the ANN structure.     

Adjusting wavelet‐based multiresolution analysis boundary conditions for long‐term streamflow forecasting

We propose a novel technique for improving a long‐term multi‐step‐ahead streamflow forecast. A model based on wavelet decomposition and a multivariate Bayesian machine learning approach is developed for forecasting the streamflow 3, 6, 9, and 12 months ahead simultaneously. The inputs of the model utilize only the past monthly streamflow records. They are decomposed into components formulated in terms of wavelet multiresolution analysis. It is shown that the model accuracy can be increased by using the wavelet boundary rule introduced in this study. A simulation study is performed to evaluate the effects of different wavelet boundary rules using synthetic and real streamflow data from the Yellowstone River in the Uinta Basin in Utah. The model based on the combination of wavelet and Bayesian machine learning regression techniques is compared with that of the wavelet and artificial neural networks‐based model. The robustness of the models is evaluated. Copyright © 2015 John Wiley & Sons, Ltd.     

Enhancing streamflow forecasting using the augmenting ensemble procedure coupled machine learning models: case study of Aswan High Dam

ABSTRACT

The potential of the most recent pre-processing tool, namely, complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), is examined for providing AI models (artificial neural network, ANN; M5-model tree, M5-MT; and multivariate adaptive regression spline, MARS) with more informative input–output data and, thence, evaluate their forecasting accuracy. A 130-year inflow dataset for Aswan High Dam, Egypt, is considered for training, validating and testing the proposed models to forecast the reservoir inflow up to six months ahead. The results show that, after the pre-processing analysis, there is a significant enhancement in the forecasting accuracy. The MARS model combined with CEEMDAN gave superior performance compared to the other models – CEEMDAN-ANN and CEEMDAN-M5-MT – with an increase in accuracy of, respectively, about 13–25% and 6–20% in terms of the root mean square error.     

A wavelet-neural network hybrid modelling approach for estimating and predicting river monthly flows

Abstract

A wavelet-neural network (WNN) hybrid modelling approach for monthly river flow estimation and prediction is developed. This approach integrates discrete wavelet multi-resolution decomposition and a back-propagation (BP) feed-forward multilayer perceptron (FFML) artificial neural network (ANN). The Levenberg-Marquardt (LM) algorithm and the Bayesian regularization (BR) algorithm were employed to perform the network modelling. Monthly flow data from three gauges in the Weihe River in China were used for network training and testing for 48-month-ahead prediction. The comparison of results of the WNN hybrid model with those of the single ANN model show that the former is able to significantly increase the prediction accuracy.

Editor D. Koutsoyiannis; Associate editor H. Aksoy

Citation Wei, S., Yang, H., Song, J.X., Abbaspour, K., and Xu, Z.X., 2013. A wavelet-neural network hybrid modelling approach for estimating and predicting river monthly flows. Hydrological Sciences Journal, 58 (2), 374–389.     

Artificial neural networks and empirical equations to estimate daily evaporation: application to Lake Vegoritis,Greece

ABSTRACT

Evaporation is one of the most important components in the energy and water budgets of lakes and is a primary process of water loss from their surfaces. An artificial neural network (ANN) technique is used in this study to estimate daily evaporation from Lake Vegoritis in northern Greece and is compared with the classical empirical methods of Penman, Priestley-Taylor and the mass transfer method. Estimation of the evaporation over the lake is based on the energy budget method in combination with a mathematical model of water temperature distribution in the lake. Daily datasets of air temperature, relative humidity, wind velocity, sunshine hours and evaporation are used for training and testing of ANN models. Several input combinations and different ANN architectures are tested to detect the most suitable model for predicting lake evaporation. The best structure obtained for the ANN evaporation model is 4-4-1, with root mean square error (RMSE) from 0.69 to 1.35 mm d^?1 and correlation coefficient from 0.79 to 0.92.

EDITOR M.C. Acreman

ASSOCIATE EDITOR not assigned     

Development of a short-term river flood forecasting method for snowmelt driven floods based on wavelet and cross-wavelet analysis

In this study, a new method of stand-alone short-term spring snowmelt river flood forecasting was developed based on wavelet and cross-wavelet analysis. Wavelet and cross-wavelet analysis were used to decompose flow and meteorological time series data and to develop wavelet based constituent components which were then used to forecast floods 1, 2, and 6 days ahead. The newly developed wavelet forecasting method (WT) was compared to multiple linear regression analysis (MLR), autoregressive integrated moving average analysis (ARIMA), and artificial neural network analysis (ANN) for forecasting daily stream flows with lead-times equal to 1, 2, and 6 days. This comparison was done using data from the Rideau River watershed in Ontario, Canada. Numerical analysis was performed on daily maximum stream flow data from the Rideau River station and on meteorological data (rainfall, snowfall, and snow on ground) from the Ottawa Airport weather station. Data from 1970 to 1997 were used to train the models while data from 1998 to 2001 were used to test the models. The most significant finding of this research was that it was demonstrated that the proposed wavelet based forecasting method can be used with great accuracy as a stand-alone forecasting method for 1 and 2 days lead-time river flood forecasting, assuming that there are no significant trends in the amplitude for the same Julian day year-to-year, and that there is a relatively stable phase shift between the flow and meteorological time series. The best forecasting model for 1 day lead-time was a wavelet analysis model. In testing, it had the lowest RMSE value (13.8229), the highest R² value (0.9753), and the highest EI value (0.9744). The best forecasting model for 2 days lead-time was also a wavelet analysis model. In testing, it had the lowest RMSE value (31.7985), the highest R² value (0.8461), and the second highest EI value (0.8410). It was also shown that the proposed wavelet based forecasting method is not particularly accurate for longer lead-time forecasting such as 6 days, with the ANN method providing more accurate results. The best forecasting model for 6 days lead-time was an ANN model, with the wavelet model not performing as well. In testing, the wavelet model had an RMSE of 57.6917, an R² of 0.4835, and an EI of 0.4366.     

Simulating and predicting river discharge time series using a wavelet‐neural network hybrid modelling approach

Accurate simulation and prediction of the dynamic behaviour of a river discharge over any time interval is essential for good watershed management. It is difficult to capture the high‐frequency characteristics of a river discharge using traditional time series linear and nonlinear model approaches. Therefore, this study developed a wavelet‐neural network (WNN) hybrid modelling approach for the predication of river discharge using monthly time series data. A discrete wavelet multiresolution method was employed to decompose the time series data of river discharge into sub‐series with low (approximation) and high (details) frequency, and these sub‐series were then used as input data for the artificial neural network (ANN). WNN models with different wavelet decomposition levels were employed to predict river discharge 48 months ahead of time. Comparison of results from the WNN models with those of the ANN models alone indicated that WNN models performed a more accurate prediction. Copyright © 2011 John Wiley & Sons, Ltd.     

River flow modelling: comparison of performance and evaluation of uncertainty using data-driven models and conceptual hydrological model

Hydrological and statistical models are playing an increasing role in hydrological forecasting, particularly for river basins with data of different temporal scales. In this study, statistical models, e.g. artificial neural networks, adaptive network-based fuzzy inference system, genetic programming, least squares support vector machine, multiple linear regression, were developed, based on parametric optimization methods such as particle swarm optimization (PSO), genetic algorithm (GA), and data-preprocessing techniques such as wavelet decomposition (WD) for river flow modelling using daily streamflow data from four hydrological stations for a period of 1954–2009. These models were used for 1-, 3- and 5-day streamflow forecasting and the better model was used for uncertainty evaluation using bootstrap resampling method. Meanwhile, a simple conceptual hydrological model GR4J was used to evaluate parametric uncertainty based on generalized likelihood uncertainty estimation method. Results indicated that: (1) GA and PSO did not help improve the forecast performance of the model. However, the hybrid model with WD significantly improved the forecast performance; (2) the hybrid model with WD as a data preprocessing procedure can clarify hydrological effects of water reservoirs and can capture peak high/low flow changes; (3) Forecast accuracy of data-driven models is significantly influenced by the availability of streamflow data. More human interferences from the upper to the lower East River basin can help to introduce greater uncertainty in streamflow forecasts; (4) The structure of GR4J may introduce larger parametric uncertainty at the Longchuan station than at the Boluo station in the East river basin. This study provides a theoretical background for data-driven model-based streamflow forecasting and a comprehensive view about data and parametric uncertainty in data-scarce river basins.     

River flow forecasting using wavelet and cross‐wavelet transform models

In this study, short‐term river flood forecasting models based on wavelet and cross‐wavelet constituent components were developed and evaluated for forecasting daily stream flows with lead times equal to 1, 3, and 7 days. These wavelet and cross‐wavelet models were compared with artificial neural network models and simple perseverance models. This was done using data from the Skrwa Prawa River watershed in Poland. Numerical analysis was performed on daily maximum stream flow data from the Parzen station and on meteorological data from the Plock weather station in Poland. Data from 1951 to 1979 was used to train the models while data from 1980 to 1983 was used to test the models. The study showed that forecasting models based on wavelet and cross‐wavelet constituent components can be used with great accuracy as a stand‐alone forecasting method for 1 and 3 days lead time river flood forecasting, assuming that there are no significant trends in the amplitude for the same Julian day year‐to‐year, and that there is a relatively stable phase shift between the flow and meteorological time series. It was also shown that forecasting models based on wavelet and cross‐wavelet constituent components for forecasting river floods are not accurate for longer lead time forecasting such as 7 days, with the artificial neural network models providing more accurate results. Copyright © 2008 John Wiley & Sons, Ltd.