Skip to main content
Erschienen in: Neural Computing and Applications 7/2015

01.10.2015 | Original Article

Importance of hybrid models for forecasting of hydrological variable

verfasst von: Levent Latifoğlu, Özgür Kişi, Fatma Latifoğlu

Erschienen in: Neural Computing and Applications | Ausgabe 7/2015

Einloggen

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

search-config
loading …

Abstract

In this study, a forecasting model for nonlinear and non-stationary hydrological data based on singular spectrum analysis (SSA) and artificial neural networks (ANN) is presented. The stream flow data were decomposed into its independent components using SSA. These sub-bands representing the trend and oscillatory behavior of hydrological data were forecasted 1 month ahead using ANN. The forecasted data were obtained with summation of each forecasted sub-bands. The mean square errors (MSE), mean absolute errors (MAE) and correlation coefficient (R) statistics were used for evaluating the performance of the proposed model. According to statistical parameters, the hybrid SSA–ANN model was a very promising approach for forecasting of hydrological data. The statistical performance parameters were obtained as MSE = 0.00088, MAE = 0.0217 and R = 0.986. Also, hydrological data were forecasted using single ANN model for the comparison. Results were compared with the SSA–ANN model and showed that the SSA–ANN model was much more accurate than the ANN model for the prediction of 1 month ahead stream flow data. To demonstrate the practical utility of the proposed method, SSA–ANN and ANN models were used from 1 to 6 months ahead for forecasting of hydrological data.

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

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

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
1.
Zurück zum Zitat McCuen RH (1997) Hydrologic analysis and design, 2nd edn. Prentice-Hall, Englewood Cliffs, NJ McCuen RH (1997) Hydrologic analysis and design, 2nd edn. Prentice-Hall, Englewood Cliffs, NJ
2.
Zurück zum Zitat Machiwal D, Jha MK (2012) hydrological time series analysis: theory and practice. Springer, BerlinCrossRef Machiwal D, Jha MK (2012) hydrological time series analysis: theory and practice. Springer, BerlinCrossRef
3.
Zurück zum Zitat Carlson RF, MacCormick AJA, Watts DG (1970) Application of linear random models to four annual stream flow series. Water Resour Res 6(4):1070–1078CrossRef Carlson RF, MacCormick AJA, Watts DG (1970) Application of linear random models to four annual stream flow series. Water Resour Res 6(4):1070–1078CrossRef
4.
Zurück zum Zitat Brillinger DR, Krishnaiah PR (1983) Handbook of statistics: time series, time series in the frequency domain. North Holland, Amsterdam Brillinger DR, Krishnaiah PR (1983) Handbook of statistics: time series, time series in the frequency domain. North Holland, Amsterdam
5.
Zurück zum Zitat Salas JD, TabiosIII GQ, Bartolini P (1985) Approaches to multivariate modeling of water resources time series. J Am Water Resour Assoc 21(4):683–708CrossRef Salas JD, TabiosIII GQ, Bartolini P (1985) Approaches to multivariate modeling of water resources time series. J Am Water Resour Assoc 21(4):683–708CrossRef
6.
Zurück zum Zitat Haltiner JP, Salas JD (1988) Short-term forecasting of snowmelt runoff discharge using ARMAX models. J Am Water Resour Assoc 24(5):1083–1089CrossRef Haltiner JP, Salas JD (1988) Short-term forecasting of snowmelt runoff discharge using ARMAX models. J Am Water Resour Assoc 24(5):1083–1089CrossRef
7.
Zurück zum Zitat Yu PS, Tseng TY (1996) A model to forecast flow with uncertainty analysis. Hydrol Sci J 41(3):327–344CrossRef Yu PS, Tseng TY (1996) A model to forecast flow with uncertainty analysis. Hydrol Sci J 41(3):327–344CrossRef
8.
Zurück zum Zitat Grimaldi S (2004) Linear parametric models applied to daily hydrological series. J Hydrol Eng 9(5):383–391CrossRef Grimaldi S (2004) Linear parametric models applied to daily hydrological series. J Hydrol Eng 9(5):383–391CrossRef
9.
Zurück zum Zitat Kisi O (2004) Multi-layer perceptrons with Levenberg–Marquardt training algorithm for suspended sediment concentration prediction and estimation. Hydrol Sci J 49(6):1025–1040CrossRef Kisi O (2004) Multi-layer perceptrons with Levenberg–Marquardt training algorithm for suspended sediment concentration prediction and estimation. Hydrol Sci J 49(6):1025–1040CrossRef
10.
Zurück zum Zitat Kisi O (2008) River flow forecasting and estimation using different artificial neural network techniques. Hydrol Res 39(1):27–40CrossRef Kisi O (2008) River flow forecasting and estimation using different artificial neural network techniques. Hydrol Res 39(1):27–40CrossRef
11.
Zurück zum Zitat Wang W, Van Gelder P, Vrijling JK, Ma J (2006) Forecasting daily stream flow using hybrid ANN models. J Hydrol 324:383–399CrossRef Wang W, Van Gelder P, Vrijling JK, Ma J (2006) Forecasting daily stream flow using hybrid ANN models. J Hydrol 324:383–399CrossRef
12.
Zurück zum Zitat Wang W, Ding J (2003) Wavelet network model and its application to the prediction of hydrology. Nat Sci 1:67–71 Wang W, Ding J (2003) Wavelet network model and its application to the prediction of hydrology. Nat Sci 1:67–71
13.
Zurück zum Zitat Kisi O (2004) River flow modeling using artificial neural networks. J Hydrol Eng 9(1):60–63CrossRef Kisi O (2004) River flow modeling using artificial neural networks. J Hydrol Eng 9(1):60–63CrossRef
14.
Zurück zum Zitat Haykin S (1999) Neural networks: a comprehensive foundation. Prentice-Hall, Englewood Cliffs, NJMATH Haykin S (1999) Neural networks: a comprehensive foundation. Prentice-Hall, Englewood Cliffs, NJMATH
15.
Zurück zum Zitat Kisi O (2008) Stream flow forecasting using neuro-wavelet technique. Hydrol Process 22(20):4142–4152CrossRef Kisi O (2008) Stream flow forecasting using neuro-wavelet technique. Hydrol Process 22(20):4142–4152CrossRef
16.
Zurück zum Zitat Kisi O, Partal T (2011) Wavelet and neuro-fuzzy conjunction model for stream flow forecasting. Hydrol Res 42(6):447–456CrossRef Kisi O, Partal T (2011) Wavelet and neuro-fuzzy conjunction model for stream flow forecasting. Hydrol Res 42(6):447–456CrossRef
17.
Zurück zum Zitat Napolitano G, Serinaldi F, See L (2011) Impact of EMD decomposition and random initialisation of weights in ANN hindcasting of daily stream flow series: an empirical examination. J Hydrol 406:199–214CrossRef Napolitano G, Serinaldi F, See L (2011) Impact of EMD decomposition and random initialisation of weights in ANN hindcasting of daily stream flow series: an empirical examination. J Hydrol 406:199–214CrossRef
18.
Zurück zum Zitat Marques CAF, Ferreira JA, Rocha A, Castanheira JM, Melo-Gonçalves P, Vaz N, Dias JM (2006) Singular spectrum analysis and forecasting of hydrological time series. Phys Chem Earth 31:1172–1179CrossRef Marques CAF, Ferreira JA, Rocha A, Castanheira JM, Melo-Gonçalves P, Vaz N, Dias JM (2006) Singular spectrum analysis and forecasting of hydrological time series. Phys Chem Earth 31:1172–1179CrossRef
19.
Zurück zum Zitat Rocco CM (2013) Singular spectrum analysis and forecasting of failure time series. Reliab Eng Syst Saf 114:126–136CrossRef Rocco CM (2013) Singular spectrum analysis and forecasting of failure time series. Reliab Eng Syst Saf 114:126–136CrossRef
20.
Zurück zum Zitat Vahabie AH, Rezaei Yousefi MM, Babak NA, Lucas C, Barghinia S (2007) Combination of singular spectrum analysis and autoregressive model for short term load forecasting. In: Power Tech IEEE Lausanne, pp 1090–1093 Vahabie AH, Rezaei Yousefi MM, Babak NA, Lucas C, Barghinia S (2007) Combination of singular spectrum analysis and autoregressive model for short term load forecasting. In: Power Tech IEEE Lausanne, pp 1090–1093
22.
Zurück zum Zitat Lisi F, Nicolis O, Sandri M (1995) Combining singular-spectrum analysis and neural networks for time series forecasting. Neural Process Lett 2(4):6–10CrossRef Lisi F, Nicolis O, Sandri M (1995) Combining singular-spectrum analysis and neural networks for time series forecasting. Neural Process Lett 2(4):6–10CrossRef
23.
Zurück zum Zitat Hsieh WW, Hamilton K (2003) Nonlinear singular spectrum analysis of the tropical stratospheric wind. Q J R Meteorol Soc 129:2367–2382CrossRef Hsieh WW, Hamilton K (2003) Nonlinear singular spectrum analysis of the tropical stratospheric wind. Q J R Meteorol Soc 129:2367–2382CrossRef
24.
Zurück zum Zitat Marques CAF, Ferreira JA, Rocha A, Castanheira JM, Melo-Gonçalves P, Vaz N, Dias JM (2006) Singular spectrum analysis and forecasting of hydrological time series. Phys Chem Earth 31:1172–1179CrossRef Marques CAF, Ferreira JA, Rocha A, Castanheira JM, Melo-Gonçalves P, Vaz N, Dias JM (2006) Singular spectrum analysis and forecasting of hydrological time series. Phys Chem Earth 31:1172–1179CrossRef
25.
Zurück zum Zitat Chau KW, Wu CL (2010) A hybrid model coupled with singular spectrum analysis for daily rainfall prediction. J Hydroinform 12:458–473CrossRef Chau KW, Wu CL (2010) A hybrid model coupled with singular spectrum analysis for daily rainfall prediction. J Hydroinform 12:458–473CrossRef
26.
Zurück zum Zitat Wu CL, Chau KW (2011) Rainfall–runoff modeling using artificial neural network coupled with singular spectrum analysis. J Hydrol 399:394–409CrossRef Wu CL, Chau KW (2011) Rainfall–runoff modeling using artificial neural network coupled with singular spectrum analysis. J Hydrol 399:394–409CrossRef
27.
Zurück zum Zitat Abdollahzade M, Miranian A, Hassani H, Iranmanesh H (2015) A new hybrid enhanced local linear neuro-fuzzy model based on the optimized singular spectrum analysis and its application for nonlinear and chaotic time series forecasting. Inf Sci 295:107–125CrossRef Abdollahzade M, Miranian A, Hassani H, Iranmanesh H (2015) A new hybrid enhanced local linear neuro-fuzzy model based on the optimized singular spectrum analysis and its application for nonlinear and chaotic time series forecasting. Inf Sci 295:107–125CrossRef
28.
Zurück zum Zitat Elsner JB, Tsonis AA (1996) Singular spectrum analysis. A new tool in time series analysis. Plenum Press, New YorkCrossRef Elsner JB, Tsonis AA (1996) Singular spectrum analysis. A new tool in time series analysis. Plenum Press, New YorkCrossRef
29.
Zurück zum Zitat Golyandina N, Nekrutkin V, Zhigljavsky A (2001) Analysis of time series structure—SSA and related techniques. Chapman & Hall/CRC, BocaRaton, FLCrossRefMATH Golyandina N, Nekrutkin V, Zhigljavsky A (2001) Analysis of time series structure—SSA and related techniques. Chapman & Hall/CRC, BocaRaton, FLCrossRefMATH
30.
Zurück zum Zitat Hassani H (2007) Singular spectrum analysis: methodology and comparison. J Data Sci 5:239–257 Hassani H (2007) Singular spectrum analysis: methodology and comparison. J Data Sci 5:239–257
31.
Zurück zum Zitat Haykin S (1999) Neural network: a comprehensive foundation. Prentice-Hall, Englewood Cliffs, NJMATH Haykin S (1999) Neural network: a comprehensive foundation. Prentice-Hall, Englewood Cliffs, NJMATH
32.
Zurück zum Zitat Yegnanarayana B (2006) Artificial neural networks. Prentice Hall, New Delhi Yegnanarayana B (2006) Artificial neural networks. Prentice Hall, New Delhi
33.
Zurück zum Zitat Karunanithi N, Grenney WJ, Whitley D, Bovee K (1994) Neural networks for river flow prediction. J Comput Civ Eng ASCE 8(2):201–220CrossRef Karunanithi N, Grenney WJ, Whitley D, Bovee K (1994) Neural networks for river flow prediction. J Comput Civ Eng ASCE 8(2):201–220CrossRef
Metadaten
Titel
Importance of hybrid models for forecasting of hydrological variable
verfasst von
Levent Latifoğlu
Özgür Kişi
Fatma Latifoğlu
Publikationsdatum
01.10.2015
Verlag
Springer London
Erschienen in
Neural Computing and Applications / Ausgabe 7/2015
Print ISSN: 0941-0643
Elektronische ISSN: 1433-3058
DOI
https://doi.org/10.1007/s00521-015-1831-1

Weitere Artikel der Ausgabe 7/2015

Neural Computing and Applications 7/2015 Zur Ausgabe

Premium Partner