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Investigation of Empirical Mode Decomposition in Forecasting of Hydrological Time Series

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  • Ozgur Kisi
  • Levent Latifoğlu
  • Fatma Latifoğlu

Abstract

In this study, a nonparametric technique to set up a river stage forecasting model based on empirical mode decomposition (EMD) is presented. The approach is based on the use of the EMD and artificial neural networks (ANN) to forecast next month’s monthly streamflows. The proposed approach is applied to a real case study. The data from station on the Kizilirmak River in Turkey was used. The mean square errors (MSE), mean absolute errors (MAE) and correlation coefficient (R) statistics were used for evaluating the accuracy of the EMD-ANN model. The accuracy of the EMD-ANN model was then compared to the artificial neural networks (ANN) model. The results showed that EMD-ANN approach performed better than the ANN in predicting stream flows. The most accurate EMD-ANN model had MSE = 0.0132, MAE = 0.0883 and R = 0.8012 statistics, respectively. Copyright Springer Science+Business Media Dordrecht 2014

Suggested Citation

  • Ozgur Kisi & Levent Latifoğlu & Fatma Latifoğlu, 2014. "Investigation of Empirical Mode Decomposition in Forecasting of Hydrological Time Series," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(12), pages 4045-4057, September.
    • Handle: RePEc:spr:waterr:v:28:y:2014:i:12:p:4045-4057
    DOI: 10.1007/s11269-014-0726-8
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    References listed on IDEAS

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    1. Sungwon Kim & Jalal Shiri & Ozgur Kisi & Vijay Singh, 2013. "Estimating Daily Pan Evaporation Using Different Data-Driven Methods and Lag-Time Patterns," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(7), pages 2267-2286, May.
    2. Seema Chauhan & R. Shrivastava, 2009. "Performance Evaluation of Reference Evapotranspiration Estimation Using Climate Based Methods and Artificial Neural Networks," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 23(5), pages 825-837, March.
    3. Lin, Chiun-Sin & Chiu, Sheng-Hsiung & Lin, Tzu-Yu, 2012. "Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting," Economic Modelling, Elsevier, vol. 29(6), pages 2583-2590.
    4. Sungwon Kim & Vijay Singh & Youngmin Seo & Hung Kim, 2014. "Modeling Nonlinear Monthly Evapotranspiration Using Soft Computing and Data Reconstruction Techniques," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(1), pages 185-206, January.
    5. Sungwon Kim & Jalal Shiri & Ozgur Kisi, 2012. "Pan Evaporation Modeling Using Neural Computing Approach for Different Climatic Zones," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 26(11), pages 3231-3249, September.
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    1. Tao XIONG & Chongguang LI & Yukun BAO, 2017. "An improved EEMD-based hybrid approach for the short-term forecasting of hog price in China," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 63(3), pages 136-148.
    2. Bulent Haznedar & Huseyin Cagan Kilinc, 2022. "A Hybrid ANFIS-GA Approach for Estimation of Hydrological Time Series," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(12), pages 4819-4842, September.
    3. Fugang LI & Guangwen MA & Shijun CHEN & Weibin HUANG, 2021. "An Ensemble Modeling Approach to Forecast Daily Reservoir Inflow Using Bidirectional Long- and Short-Term Memory (Bi-LSTM), Variational Mode Decomposition (VMD), and Energy Entropy Method," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(9), pages 2941-2963, July.
    4. 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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