IDEAS home Printed from https://ideas.repec.org/a/gam/jsusta/v14y2022i11p6690-d828036.html
   My bibliography  Save this article

Characterization and Prediction of Water Stress Using Time Series and Artificial Intelligence Models

Author

Listed:
  • Amuktamalyada Gorlapalli

    (College of Agriculture, Professor Jayashankar Telangana State Agricultural University, Hyderabad 500030, India
    These authors contributed equally to this work.)

  • Supriya Kallakuri

    (College of Agriculture, Professor Jayashankar Telangana State Agricultural University, Hyderabad 500030, India
    These authors contributed equally to this work.)

  • Pagadala Damodaram Sreekanth

    (ICAR—National Academy of Agricultural Research Management, Hyderabad 500030, India)

  • Rahul Patil

    (College of Agricultural Engineering, University of Agricultural Sciences, Raichur 584104, India)

  • Nirmala Bandumula

    (ICAR—Indian Institute of Rice Research, Hyderabad 500030, India)

  • Gabrijel Ondrasek

    (Faculty of Agriculture, University of Zagreb, 10000 Zagreb, Croatia)

  • Meena Admala

    (College of Agriculture, Professor Jayashankar Telangana State Agricultural University, Hyderabad 500030, India)

  • Channappa Gireesh

    (ICAR—Indian Institute of Rice Research, Hyderabad 500030, India)

  • Madhyavenkatapura Siddaiah Anantha

    (ICAR—Indian Institute of Rice Research, Hyderabad 500030, India)

  • Brajendra Parmar

    (ICAR—Indian Institute of Rice Research, Hyderabad 500030, India)

  • Brahamdeo Kumar Yadav

    (Krishi Vigyan Kendra, Balumath, Latehar 829202, India)

  • Raman Meenakshi Sundaram

    (ICAR—Indian Institute of Rice Research, Hyderabad 500030, India)

  • Santosha Rathod

    (ICAR—Indian Institute of Rice Research, Hyderabad 500030, India
    These authors contributed equally to this work.)

Abstract

In agroecosystems, drought is a critical climatic phenomenon that affects evapotranspiration and induces water stress in plants. The objective in this study was to characterize and forecast water stress in the Hyderabad region of India using artificial intelligence models. The monthly precipitation data for the period 1982–2021 was characterized by the standardized precipitation index (SPI) and modeled using the classical autoregressive integrated moving average (ARIMA) model and artificial intelligence (AI), i.e., artificial neural network (ANN) and support vector regression (SVR) model. The results show that on the short-term SPI3 time scale the studied region experienced extreme water deficit in 1983, 1992, 1993, 2007, 2015, and 2018, while on the mid-term SPI6 time scale, 1983, 1991, 2011, and 2016 were extremely dry. In addition, the prediction of drought at both SPI3 and SPI6 time scales by AI models outperformed the classical ARIMA models in both, training and validation data sets. Among applied models, the SVR model performed better than other models in modeling and predicting drought (confirmed by root mean square error—RMSE), while the Diebold–Mariano test confirmed that SVR output was significantly superior. A reduction in the prediction error of SVR by 48% and 32% (vs. ARIMA), and by 21% and 26% (vs. ANN) was observed in the test data sets for both SPI3 and SPI6 time scales. These results may be due to the ability of the SVR model to account for the nonlinear and complex patterns in the input data sets against the classical linear ARIMA model. These results may contribute to more sustainable and efficient management of water resources/stress in cropping systems.

Suggested Citation

  • Amuktamalyada Gorlapalli & Supriya Kallakuri & Pagadala Damodaram Sreekanth & Rahul Patil & Nirmala Bandumula & Gabrijel Ondrasek & Meena Admala & Channappa Gireesh & Madhyavenkatapura Siddaiah Ananth, 2022. "Characterization and Prediction of Water Stress Using Time Series and Artificial Intelligence Models," Sustainability, MDPI, vol. 14(11), pages 1-18, May.
  • Handle: RePEc:gam:jsusta:v:14:y:2022:i:11:p:6690-:d:828036
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2071-1050/14/11/6690/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2071-1050/14/11/6690/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
    2. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    3. Hao Guo & Anming Bao & Tie Liu & Felix Ndayisaba & Daming He & Alishir Kurban & Philippe De Maeyer, 2017. "Meteorological Drought Analysis in the Lower Mekong Basin Using Satellite-Based Long-Term CHIRPS Product," Sustainability, MDPI, vol. 9(6), pages 1-21, May.
    4. Kaiwen Li & Ming Wang & Kai Liu, 2021. "The Study on Compound Drought and Heatwave Events in China Using Complex Networks," Sustainability, MDPI, vol. 13(22), pages 1-15, November.
    5. Farzana Raihan & Gabrijel Ondrasek & Mohammad Shahidul Islam & Joseph M. Maina & Linda J. Beaumont, 2021. "Combined Impacts of Climate and Land Use Changes on Long-Term Streamflow in the Upper Halda Basin, Bangladesh," Sustainability, MDPI, vol. 13(21), pages 1-15, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
    2. Ghiassi, M. & Saidane, H. & Zimbra, D.K., 2005. "A dynamic artificial neural network model for forecasting time series events," International Journal of Forecasting, Elsevier, vol. 21(2), pages 341-362.
    3. Oscar Claveria & Salvador Torra, 2013. "“Forecasting Business surveys indicators: neural networks vs. time series models”," AQR Working Papers 201312, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2013.
    4. Christian Fieberg & Daniel Metko & Thorsten Poddig & Thomas Loy, 2023. "Machine learning techniques for cross-sectional equity returns’ prediction," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(1), pages 289-323, March.
    5. Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
    6. Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez, 2018. "Forecasting International Tourism Demand Using a Non-Linear Autoregressive Neural Network and Genetic Programming," Forecasting, MDPI, vol. 1(1), pages 1-17, September.
    7. Zhenni Ding & Huayou Chen & Ligang Zhou, 2023. "Using shapely values to define subgroups of forecasts for combining," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 905-923, July.
    8. Carlo Fezzi & Luca Mosetti, 2018. "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers 2018/10, Department of Economics and Management.
    9. Jin, Feng & Li, Yongwu & Sun, Shaolong & Li, Hongtao, 2020. "Forecasting air passenger demand with a new hybrid ensemble approach," Journal of Air Transport Management, Elsevier, vol. 83(C).
    10. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 383-406, November.
    11. Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
    12. Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2022. "Neural forecasting of the Italian sovereign bond market with economic news," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 197-224, December.
    13. Oscar Claveria & Enric Monte & Salvador Torra, 2016. "Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(3), pages 341-357, August.
    14. Longo, Luigi & Riccaboni, Massimo & Rungi, Armando, 2022. "A neural network ensemble approach for GDP forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    15. Fu, Sibao & Li, Yongwu & Sun, Shaolong & Li, Hongtao, 2019. "Evolutionary support vector machine for RMB exchange rate forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 692-704.
    16. Javier Arroyo & Rosa Espínola & Carlos Maté, 2011. "Different Approaches to Forecast Interval Time Series: A Comparison in Finance," Computational Economics, Springer;Society for Computational Economics, vol. 37(2), pages 169-191, February.
    17. Christos Katris & Manolis G. Kavussanos, 2021. "Time series forecasting methods for the Baltic dry index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1540-1565, December.
    18. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
    19. Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian, 2014. "Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 21-54.
    20. Rakesh K. Bissoondeeal & Michail Karoglou & Alicia M. Gazely, 2011. "Forecasting The Uk/Us Exchange Rate With Divisia Monetary Models And Neural Networks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 127-152, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jsusta:v:14:y:2022:i:11:p:6690-:d:828036. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.