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Singular Spectrum Analysis and ARIMA Hybrid Model for Annual Runoff Forecasting

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  • Qiang Zhang
  • Ben-De Wang
  • Bin He
  • Yong Peng
  • Ming-Lei Ren

Abstract

High accuracy forecasting of medium and long-term hydrological runoff is beneficial to reservoir operation and management. A hybrid model is proposed for medium and long-term hydrological forecasting in this paper. The hybrid model consists of two methods, Singular Spectrum Analysis (SSA) and Auto Regressive Integrated Moving Average (ARIMA). In this model, the time series of annual runoff are first decomposed into several sub-series corresponding to some tendentious and periodic motions by using SSA and then each sub-series is predicted, respectively, through an appropriate ARIMA model, and lastly a correction procedure is conducted for the sum of the prediction results to ensure the superposed residual to be a pure random series. The annual runoff data of two reservoirs in China are analyzed as case studies. The results have been compared with the predictions made by ARIMA and Singular Spectrum Analysis-Linear Recurrent Formulae (SSA-LRF). It is shown that hybrid model has the best performance. Copyright Springer Science+Business Media B.V. 2011

Suggested Citation

  • Qiang Zhang & Ben-De Wang & Bin He & Yong Peng & Ming-Lei Ren, 2011. "Singular Spectrum Analysis and ARIMA Hybrid Model for Annual Runoff Forecasting," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(11), pages 2683-2703, September.
    • Handle: RePEc:spr:waterr:v:25:y:2011:i:11:p:2683-2703
    DOI: 10.1007/s11269-011-9833-y
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    2. Fajar, Muhammad & Hartini, Sri, 2020. "Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting," MPRA Paper 105045, University Library of Munich, Germany, revised 16 Jun 2020.
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    5. Jiang Wu & Jianzhong Zhou & Lu Chen & Lei Ye, 2015. "Coupling Forecast Methods of Multiple Rainfall–Runoff Models for Improving the Precision of Hydrological Forecasting," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(14), pages 5091-5108, November.
    6. Fajar, Muhammad & Hartini, Sri, 2017. "Inflation forecasting by hybrid singular spectrum analysis – multilayer perceptrons neural network method, case of Indonesia," MPRA Paper 105100, University Library of Munich, Germany, revised 11 May 2018.
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    8. Milan Stojković & Srđan Kostić & Stevan Prohaska & Jasna Plavšić & Vesna Tripković, 2017. "A New Approach for Trend Assessment of Annual Streamflows: a Case Study of Hydropower Plants in Serbia," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(4), pages 1089-1103, March.
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    10. Wen-chuan Wang & Kwok-wing Chau & Dong-mei Xu & Xiao-Yun Chen, 2015. "Improving Forecasting Accuracy of Annual Runoff Time Series Using ARIMA Based on EEMD Decomposition," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(8), pages 2655-2675, June.
    11. Y. Liu & B. Wang & H. Zhan & Y. Fan & Y. Zha & Y. Hao, 2017. "Simulation of Nonstationary Spring Discharge Using Time Series Models," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(15), pages 4875-4890, December.
    12. Xue-hua Zhao & Xu Chen, 2015. "Auto Regressive and Ensemble Empirical Mode Decomposition Hybrid Model for Annual Runoff Forecasting," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(8), pages 2913-2926, June.
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