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Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models

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  • Lima, L.M. Marangon
  • Popova, E.
  • Damien, P.

Abstract

This work focuses on developing a forecasting model for the water inflow at an hydroelectric plant’s reservoir for operations planning. The planning horizon is 5 years in monthly steps. Due to the complex behavior of the monthly inflow time series we use a Bayesian dynamic linear model that incorporates seasonal and autoregressive components. We also use climate variables like monthly precipitation, El Niño and other indices as predictor variables when relevant. The Brazilian power system has 140 hydroelectric plants. Based on geographical considerations, these plants are collated by basin and classified into 15 groups that correspond to the major river basins, in order to reduce the dimension of the problem. The model is then tested for these 15 groups. Each group will have a different forecasting model that can best describe its unique seasonality and characteristics. The results show that the forecasting approach taken in this paper produces substantially better predictions than the current model adopted in Brazil (see Maceira & Damazio, 2006), leading to superior operations planning.

Suggested Citation

  • Lima, L.M. Marangon & Popova, E. & Damien, P., 2014. "Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models," International Journal of Forecasting, Elsevier, vol. 30(3), pages 464-476.
    • Handle: RePEc:eee:intfor:v:30:y:2014:i:3:p:464-476
    DOI: 10.1016/j.ijforecast.2013.12.009
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    1. John Marriott & Paul Newbold, 1998. "Bayesian Comparison of ARIMA and Stationary ARMA Models," International Statistical Review, International Statistical Institute, vol. 66(3), pages 323-336, December.
    2. Chen, Chunhang, 1997. "Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study," International Journal of Forecasting, Elsevier, vol. 13(2), pages 269-280, June.
    3. Noakes, Donald J. & McLeod, A. Ian & Hipel, Keith W., 1985. "Forecasting monthly riverflow time series," International Journal of Forecasting, Elsevier, vol. 1(2), pages 179-190.
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    3. Pedram Pishgah Hadiyan & Ramtin Moeini & Eghbal Ehsanzadeh & Monire Karvanpour, 2022. "Trend Analysis of Water Inflow Into the Dam Reservoirs Under Future Conditions Predicted By Dynamic NAR and NARX Models," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(8), pages 2703-2723, June.
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      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
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    6. M. Rajesh & Sachdeva Anishka & Pansari Satyam Viksit & Srivastav Arohi & S. Rehana, 2023. "Improving Short-range Reservoir Inflow Forecasts with Machine Learning Model Combination," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(1), pages 75-90, January.
    7. Lohmann, Timo & Hering, Amanda S. & Rebennack, Steffen, 2016. "Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling," European Journal of Operational Research, Elsevier, vol. 255(1), pages 243-258.
    8. Mohammad Babaei & Ramtin Moeini & Eghbal Ehsanzadeh, 2019. "Artificial Neural Network and Support Vector Machine Models for Inflow Prediction of Dam Reservoir (Case Study: Zayandehroud Dam Reservoir)," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(6), pages 2203-2218, April.
    9. Huang, Xu & Maçaira, Paula Medina & Hassani, Hossein & Cyrino Oliveira, Fernando Luiz & Dhesi, Gurjeet, 2019. "Hydrological natural inflow and climate variables: Time and frequency causality analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 480-495.

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