Skip to main content
Erschienen in: Water Resources Management 2/2020

07.01.2020

A Hybrid Model Based on Variational Mode Decomposition and Gradient Boosting Regression Tree for Monthly Runoff Forecasting

verfasst von: Xinxin He, Jungang Luo, Peng Li, Ganggang Zuo, Jiancang Xie

Erschienen in: Water Resources Management | Ausgabe 2/2020

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Accurate and reliable monthly runoff forecasting is of great significance for water resource optimization and management. A neoteric hybrid model based on variational mode decomposition (VMD) and gradient boosting regression (GBRT) called VMD-GBRT was proposed and applied for monthly runoff forecasting. VMD was first employed to decompose the original monthly runoff series into several intrinsic mode functions (IMFs). The optimal number of input variables were then chosen according to the autocorrelation function (ACF) and the partial autocorrelation function (PACF). The trained GBRT model was used as a forecasting instrument to predict the testing set of each normalized subsequence. The ensemble forecasting result was finally generated by aggregating the prediction results of all subsequences. The proposed hybrid model was evaluated using an original monthly runoff series, from 1/1969 to 12/2018, measured at the Huaxian, Lintong and Xianyang hydrological stations in the Wei River Basin (WRB), China. The EEMD-GBRT, the single GBRT, and the single SVM were adopted as comparative forecast models using the same dataset. The results indicated that the VMD-GBRT model exhibited the best forecasting performance among all the peer models in terms of the coefficient of determination (R2 = 0.8840), mean absolute percentage error (MAPE = 19.7451), and normalized root-mean-square error (NRMSE = 0.3468) at Huaxian station. Furthermore, the model forecasting results applied at Lintong and Xianyang stations were consistent with those at Huaxian station. This result further verified the accuracy and stability of the VMD-GBRT model. Thus, the proposed VMD-GBRT model was effective method for forecasting non-stationary and non-linear runoff series, and can be recommended as a promising model for monthly runoff forecasting.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Literatur
Zurück zum Zitat Abbot J, Marohasy J (2012) Application of artificial neural networks to rainfall forecasting in Queensland, Australia. Adv Atmos Sci 29(4):717–730CrossRef Abbot J, Marohasy J (2012) Application of artificial neural networks to rainfall forecasting in Queensland, Australia. Adv Atmos Sci 29(4):717–730CrossRef
Zurück zum Zitat Abdoos AA (2016) A new intelligent method based on combination of VMD and ELM for short term wind power forecasting. Neurocomputing 203:111–120CrossRef Abdoos AA (2016) A new intelligent method based on combination of VMD and ELM for short term wind power forecasting. Neurocomputing 203:111–120CrossRef
Zurück zum Zitat Allawi MF, El-Shafie A (2016) Utilizing RBF-NN and ANFIS methods for multi-lead ahead prediction model of evaporation from reservoir. Water Resour Manag 30(13):4773–4788CrossRef Allawi MF, El-Shafie A (2016) Utilizing RBF-NN and ANFIS methods for multi-lead ahead prediction model of evaporation from reservoir. Water Resour Manag 30(13):4773–4788CrossRef
Zurück zum Zitat Bai Y, Wang P, Xie JJ, Li JT, Li C (2015) Additive model for monthly reservoir inflow forecast. J Hydrologic Eng 20(7):04014079CrossRef Bai Y, Wang P, Xie JJ, Li JT, Li C (2015) Additive model for monthly reservoir inflow forecast. J Hydrologic Eng 20(7):04014079CrossRef
Zurück zum Zitat Bai Y, Chen ZQ, Xie JJ, Li C (2016) Daily reservoir inflow forecasting using multiscale deep feature learning with hybrid models. J Hydrol 532:193–206CrossRef Bai Y, Chen ZQ, Xie JJ, Li C (2016) Daily reservoir inflow forecasting using multiscale deep feature learning with hybrid models. J Hydrol 532:193–206CrossRef
Zurück zum Zitat Barge JT, Sharif HO (2016) An ensemble empirical mode decomposition, self-organizing map, and linear genetic programming approach for forecasting river streamflow. Water 8(2):247CrossRef Barge JT, Sharif HO (2016) An ensemble empirical mode decomposition, self-organizing map, and linear genetic programming approach for forecasting river streamflow. Water 8(2):247CrossRef
Zurück zum Zitat Bittelli M, Tomei F, Pistocchi A, Flury M, Boll J, Brooks ES, Antolini G (2010) Development and testing of a physically based, three-dimensional model of surface and subsurface hydrology. Adv Water Resour 33(1):106–122CrossRef Bittelli M, Tomei F, Pistocchi A, Flury M, Boll J, Brooks ES, Antolini G (2010) Development and testing of a physically based, three-dimensional model of surface and subsurface hydrology. Adv Water Resour 33(1):106–122CrossRef
Zurück zum Zitat Box GE, Jenkins GM, Reinsel GC, Ljung GM (2015) Time series analysis: forecasting and control. John Wiley & Sons Box GE, Jenkins GM, Reinsel GC, Ljung GM (2015) Time series analysis: forecasting and control. John Wiley & Sons
Zurück zum Zitat Chang JX, Wang YM, Istanbulluoglu E, Bai T, Huang Q, Yang DW, Huang SZ (2015) Impact of climate change and human activities on runoff in the Weihe River basin, China. Quat Int 380:169–179CrossRef Chang JX, Wang YM, Istanbulluoglu E, Bai T, Huang Q, Yang DW, Huang SZ (2015) Impact of climate change and human activities on runoff in the Weihe River basin, China. Quat Int 380:169–179CrossRef
Zurück zum Zitat Chang JX, Zhang HX, Wang YM, Zhu YL (2016) Assessing the impact of climate variability and human activities on streamflow variation. Hydrol Earth Syst Sci 20(4):1547–1560CrossRef Chang JX, Zhang HX, Wang YM, Zhu YL (2016) Assessing the impact of climate variability and human activities on streamflow variation. Hydrol Earth Syst Sci 20(4):1547–1560CrossRef
Zurück zum Zitat Cheng CT, Chau K, Sun YG, Lin JY (2005) Long-term prediction of discharges in Manwan reservoir using artificial neural network models. Lect Notes Comput Sci 3498:1040–1045CrossRef Cheng CT, Chau K, Sun YG, Lin JY (2005) Long-term prediction of discharges in Manwan reservoir using artificial neural network models. Lect Notes Comput Sci 3498:1040–1045CrossRef
Zurück zum Zitat Cheng CT, Feng ZK, Niu WJ, Liao SL (2015) Heuristic methods for reservoir monthly inflow forecasting: a case study of Xinfengjiang reservoir in Pearl River, China. Water 7(8):4477–4495CrossRef Cheng CT, Feng ZK, Niu WJ, Liao SL (2015) Heuristic methods for reservoir monthly inflow forecasting: a case study of Xinfengjiang reservoir in Pearl River, China. Water 7(8):4477–4495CrossRef
Zurück zum Zitat Di CL, Yang XH, Wang XC (2014) A four-stage hybrid model for hydrological time series forecasting. PLoS One 9(8):e104663CrossRef Di CL, Yang XH, Wang XC (2014) A four-stage hybrid model for hydrological time series forecasting. PLoS One 9(8):e104663CrossRef
Zurück zum Zitat Dragomiretskiy K, Zosso D (2014) Variational mode decomposition. IEEE Trans Signal Process 62(3):531–544CrossRef Dragomiretskiy K, Zosso D (2014) Variational mode decomposition. IEEE Trans Signal Process 62(3):531–544CrossRef
Zurück zum Zitat Elith J, Leathwick JR, Hastie T (2008) A working guide to boosted regression trees. J Anim Ecol 77(4):802–813CrossRef Elith J, Leathwick JR, Hastie T (2008) A working guide to boosted regression trees. J Anim Ecol 77(4):802–813CrossRef
Zurück zum Zitat Feng Q, Wen XH, Li JG (2015) Wavelet analysis-support vector machine coupled models for monthly rainfall forecasting in arid regions. Water Resour Manag 29(4):1049–1065CrossRef Feng Q, Wen XH, Li JG (2015) Wavelet analysis-support vector machine coupled models for monthly rainfall forecasting in arid regions. Water Resour Manag 29(4):1049–1065CrossRef
Zurück zum Zitat Friedman JH (2001) Greedy function approximation: a gradient boosting machine. Annal Stat 29(5):1189–1232CrossRef Friedman JH (2001) Greedy function approximation: a gradient boosting machine. Annal Stat 29(5):1189–1232CrossRef
Zurück zum Zitat Gholami V, Chau KW, Fadaee F, Torkaman J, Ghaffari A (2015) Modeling of groundwater level fluctuations using dendrochronology in alluvial aquifers. J Hydrol 529(3):1060–1069CrossRef Gholami V, Chau KW, Fadaee F, Torkaman J, Ghaffari A (2015) Modeling of groundwater level fluctuations using dendrochronology in alluvial aquifers. J Hydrol 529(3):1060–1069CrossRef
Zurück zum Zitat Guo J, Zhou JZ, Qin H, Zou Q, Li QQ (2011) Monthly streamflow forecasting based on improved support vector machine model. Expert Syst Appl 38(10):13073–13081CrossRef Guo J, Zhou JZ, Qin H, Zou Q, Li QQ (2011) Monthly streamflow forecasting based on improved support vector machine model. Expert Syst Appl 38(10):13073–13081CrossRef
Zurück zum Zitat He ZB, Wen XH, Liu H, Du J (2014) A comparative study of artificial neural network, adaptive neuro fuzzy inference system and support vector machine for forecasting river flow in the semiarid mountain region. J Hydrol 509:379–386CrossRef He ZB, Wen XH, Liu H, Du J (2014) A comparative study of artificial neural network, adaptive neuro fuzzy inference system and support vector machine for forecasting river flow in the semiarid mountain region. J Hydrol 509:379–386CrossRef
Zurück zum Zitat Huang NE, Shen Z, Long SR, Wu MC, Shih HH, Zheng QA, Yen NC, Tung CC, Liu HH (1998) The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. Proc R Soc Lond A 454:903–995CrossRef Huang NE, Shen Z, Long SR, Wu MC, Shih HH, Zheng QA, Yen NC, Tung CC, Liu HH (1998) The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. Proc R Soc Lond A 454:903–995CrossRef
Zurück zum Zitat Huang SZ, Chang JX, Huang Q, Chen YT (2014) Monthly streamflow prediction using modified EMD-based support vector machine. J Hydrol 511:764–775CrossRef Huang SZ, Chang JX, Huang Q, Chen YT (2014) Monthly streamflow prediction using modified EMD-based support vector machine. J Hydrol 511:764–775CrossRef
Zurück zum Zitat Jang J-SR (1993) ANFIS: adaptive-network-based fuzzy inference system. IEEE Trans Syst Man Cy 23(3):665–685CrossRef Jang J-SR (1993) ANFIS: adaptive-network-based fuzzy inference system. IEEE Trans Syst Man Cy 23(3):665–685CrossRef
Zurück zum Zitat Jiang RG, Wang YP, Xie JC, Zhao Y, Li FW, Wang XJ (2019) Assessment of extreme precipitation events and their teleconnections to El Nino southern oscillation, a case study in the Wei River basin of China. Atmos Res 218:372–384CrossRef Jiang RG, Wang YP, Xie JC, Zhao Y, Li FW, Wang XJ (2019) Assessment of extreme precipitation events and their teleconnections to El Nino southern oscillation, a case study in the Wei River basin of China. Atmos Res 218:372–384CrossRef
Zurück zum Zitat Kim TW, Valdes JB (2003) Nonlinear model for drought forecasting based on a conjunction of wavelet transforms and neural networks. J Hydrol Eng 8:319–328CrossRef Kim TW, Valdes JB (2003) Nonlinear model for drought forecasting based on a conjunction of wavelet transforms and neural networks. J Hydrol Eng 8:319–328CrossRef
Zurück zum Zitat Lahmiri S (2015) Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis. Phys. A, stat. Mech. Appl 437:130–138 Lahmiri S (2015) Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis. Phys. A, stat. Mech. Appl 437:130–138
Zurück zum Zitat Lahmiri S (2017) Comparing variational and empirical mode decomposition in forecasting day-ahead energy prices. IEEE Syst J 11(3):1907–1910CrossRef Lahmiri S (2017) Comparing variational and empirical mode decomposition in forecasting day-ahead energy prices. IEEE Syst J 11(3):1907–1910CrossRef
Zurück zum Zitat Lahmiri S, Boukadoum M (2014) Biomedical image denoising using variational mode decomposition. IEEE BIOCAS:340–343 Lahmiri S, Boukadoum M (2014) Biomedical image denoising using variational mode decomposition. IEEE BIOCAS:340–343
Zurück zum Zitat Landry M, Erlinger TP, Patschke D, Varrichio C (2016) Probabilistic gradient boosting machines for GEFCom2014 wind forecasting. Int J Forecast 32(3):1061–1066CrossRef Landry M, Erlinger TP, Patschke D, Varrichio C (2016) Probabilistic gradient boosting machines for GEFCom2014 wind forecasting. Int J Forecast 32(3):1061–1066CrossRef
Zurück zum Zitat Lin YH, Chiu CC, Lee PC, Lin YJ (2012) Applying fuzzy grey modification model on inflow forecasting. Eng Appl Artif Intell 25(4):734–743CrossRef Lin YH, Chiu CC, Lee PC, Lin YJ (2012) Applying fuzzy grey modification model on inflow forecasting. Eng Appl Artif Intell 25(4):734–743CrossRef
Zurück zum Zitat Maity R, Bhagwat PP, Bhatnagar A (2010) Potential of support vector regression for prediction of monthly streamflow using endogenous property. Hydrol Process 24(7):917–923CrossRef Maity R, Bhagwat PP, Bhatnagar A (2010) Potential of support vector regression for prediction of monthly streamflow using endogenous property. Hydrol Process 24(7):917–923CrossRef
Zurück zum Zitat Naik J, Satapathy P, Dash PK (2018) Short-term wind speed and wind power prediction using hybrid empirical mode decomposition and kernel ridge regression. Appl Soft Comput 70(1):1167–1188CrossRef Naik J, Satapathy P, Dash PK (2018) Short-term wind speed and wind power prediction using hybrid empirical mode decomposition and kernel ridge regression. Appl Soft Comput 70(1):1167–1188CrossRef
Zurück zum Zitat Natekin A, Knoll A (2013) Gradient boosting machines, a tutorial. Front. Neurorob 7:UNSP21CrossRef Natekin A, Knoll A (2013) Gradient boosting machines, a tutorial. Front. Neurorob 7:UNSP21CrossRef
Zurück zum Zitat Okkan U, Serbes ZA (2012) Rainfall-runoff modeling using least squares support vector machines. Environmetrics 23(6):549–564CrossRef Okkan U, Serbes ZA (2012) Rainfall-runoff modeling using least squares support vector machines. Environmetrics 23(6):549–564CrossRef
Zurück zum Zitat Pedregosa F, Varoquaux G, Gramfort A, Michel V, Thirion B, Grisel O, Blondel M, Prettenhofer P, Weiss R, Dubourg V, Vanderplas J, Passos A, Cournapeau D, Brucher M, Perrot M, Duchesnay E (2011) Scikit-learn: machine learning in python. J Mach Learn Res 12:2825–2830 Pedregosa F, Varoquaux G, Gramfort A, Michel V, Thirion B, Grisel O, Blondel M, Prettenhofer P, Weiss R, Dubourg V, Vanderplas J, Passos A, Cournapeau D, Brucher M, Perrot M, Duchesnay E (2011) Scikit-learn: machine learning in python. J Mach Learn Res 12:2825–2830
Zurück zum Zitat Persson C, Bacher P, Shiga T, Madsen H (2017) Multi-site solar power forecasting using gradient boosted regression trees. Sol Energy 150:423–436CrossRef Persson C, Bacher P, Shiga T, Madsen H (2017) Multi-site solar power forecasting using gradient boosted regression trees. Sol Energy 150:423–436CrossRef
Zurück zum Zitat Su JQ, Wang X, Liang Y, Chen B (2014) GA-based support vector machine model for the prediction of monthly reservoir storage. J Hydrol Eng 19(7):1430–1437CrossRef Su JQ, Wang X, Liang Y, Chen B (2014) GA-based support vector machine model for the prediction of monthly reservoir storage. J Hydrol Eng 19(7):1430–1437CrossRef
Zurück zum Zitat Suryanarayana C, Sudheer C, Mahammood V, Panigrahi BK (2014) An integrated wavelet-support vector machine for groundwater level prediction in Visakhapatnam, India. Neurocomputing 145:324–335CrossRef Suryanarayana C, Sudheer C, Mahammood V, Panigrahi BK (2014) An integrated wavelet-support vector machine for groundwater level prediction in Visakhapatnam, India. Neurocomputing 145:324–335CrossRef
Zurück zum Zitat Talei A, Chua LHC, Wong TS (2010) Evaluation of rainfall and discharge inputs used by adaptive network-based fuzzy inference systems (ANFIS) in rainfall-runoff modeling. J Hydrol 391(3):248–262CrossRef Talei A, Chua LHC, Wong TS (2010) Evaluation of rainfall and discharge inputs used by adaptive network-based fuzzy inference systems (ANFIS) in rainfall-runoff modeling. J Hydrol 391(3):248–262CrossRef
Zurück zum Zitat Wang WC, Chau KW, Cheng CT, Qiu L (2009) A comparison of performance of several artificial intelligence methods for forecasting monthly discharge time series. J Hydrol 374(3–4):294–306CrossRef Wang WC, Chau KW, Cheng CT, Qiu L (2009) A comparison of performance of several artificial intelligence methods for forecasting monthly discharge time series. J Hydrol 374(3–4):294–306CrossRef
Zurück zum Zitat Xie T, Zhang G, Hou JW, Xie JC, Lv M, Liu FC (2019) Hybrid forecasting model for non-stationary daily runoff series: a case study in the Han River basin, China. J Hydrol 577:UNSP 123915CrossRef Xie T, Zhang G, Hou JW, Xie JC, Lv M, Liu FC (2019) Hybrid forecasting model for non-stationary daily runoff series: a case study in the Han River basin, China. J Hydrol 577:UNSP 123915CrossRef
Zurück zum Zitat Yang TT, Asanjan AA, Welles E, Gao XG, Sorooshian S, Liu XM (2017) Developing reservoir monthly inflow forecasts using artificial intelligence and climate phenomenon information. Water Resour Res 53(4):2786–2812CrossRef Yang TT, Asanjan AA, Welles E, Gao XG, Sorooshian S, Liu XM (2017) Developing reservoir monthly inflow forecasts using artificial intelligence and climate phenomenon information. Water Resour Res 53(4):2786–2812CrossRef
Zurück zum Zitat Yaseen ZM, Kisi O, Demir V (2016) Enhancing long-term streamflow forecasting and predicting using periodicity data component: application of artificial intelligence. Water Resour Manag 30(12):4125–4151CrossRef Yaseen ZM, Kisi O, Demir V (2016) Enhancing long-term streamflow forecasting and predicting using periodicity data component: application of artificial intelligence. Water Resour Manag 30(12):4125–4151CrossRef
Zurück zum Zitat Yu PS, Chen ST, Chang IF (2006) Support vector regression for real-time flood stage forecasting. J Hydrol 328:704–716CrossRef Yu PS, Chen ST, Chang IF (2006) Support vector regression for real-time flood stage forecasting. J Hydrol 328:704–716CrossRef
Zurück zum Zitat Yu X, Zhang XQ, Qin H (2018) A data-driven model based on Fourier transform and support vector regression for monthly reservoir inflow forecasting. J Hydro Environ Res 18:12–24CrossRef Yu X, Zhang XQ, Qin H (2018) A data-driven model based on Fourier transform and support vector regression for monthly reservoir inflow forecasting. J Hydro Environ Res 18:12–24CrossRef
Zurück zum Zitat Zhang YR, Haghani A (2015) A gradient boosting method to improve travel time prediction. Transportation Research Part C-Emerging Technologies 58(B):308–324CrossRef Zhang YR, Haghani A (2015) A gradient boosting method to improve travel time prediction. Transportation Research Part C-Emerging Technologies 58(B):308–324CrossRef
Zurück zum Zitat Zhang XY, Zhou JZ (2013) Multi-fault diagnosis for rolling element bearings based on ensemble empirical mode decomposition and optimized support vector machines. Mech Syst Signal Process 41(1–2):127–140CrossRef Zhang XY, Zhou JZ (2013) Multi-fault diagnosis for rolling element bearings based on ensemble empirical mode decomposition and optimized support vector machines. Mech Syst Signal Process 41(1–2):127–140CrossRef
Zurück zum Zitat Zhang FM, Zhu XY, Hu T, Guo W, Chen C, Liu LJ (2016) Urban link travel time prediction based on a gradient boosting method considering spatiotemporal correlations. ISPRS Int Geo-Inf 5(11):201–225CrossRef Zhang FM, Zhu XY, Hu T, Guo W, Chen C, Liu LJ (2016) Urban link travel time prediction based on a gradient boosting method considering spatiotemporal correlations. ISPRS Int Geo-Inf 5(11):201–225CrossRef
Zurück zum Zitat Zou L, Xia J, She DX (2018) Analysis of impacts of climate change and human activities on hydrological drought: a case study in the Wei River basin, China. Water Resour Manag 32(4):1421–1438CrossRef Zou L, Xia J, She DX (2018) Analysis of impacts of climate change and human activities on hydrological drought: a case study in the Wei River basin, China. Water Resour Manag 32(4):1421–1438CrossRef
Metadaten
Titel
A Hybrid Model Based on Variational Mode Decomposition and Gradient Boosting Regression Tree for Monthly Runoff Forecasting
verfasst von
Xinxin He
Jungang Luo
Peng Li
Ganggang Zuo
Jiancang Xie
Publikationsdatum
07.01.2020
Verlag
Springer Netherlands
Erschienen in
Water Resources Management / Ausgabe 2/2020
Print ISSN: 0920-4741
Elektronische ISSN: 1573-1650
DOI
https://doi.org/10.1007/s11269-020-02483-x

Weitere Artikel der Ausgabe 2/2020

Water Resources Management 2/2020 Zur Ausgabe