IDEAS home Printed from https://ideas.repec.org/a/spr/waterr/v28y2014i12p4045-4057.html
   My bibliography  Save this article

Investigation of Empirical Mode Decomposition in Forecasting of Hydrological Time Series

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11269-014-0726-8
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11269-014-0726-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    4. 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.
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.

    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. Yanhu He & Kairong Lin & Xiaohong Chen & Changqing Ye & Lei Cheng, 2015. "Classification-Based Spatiotemporal Variations of Pan Evaporation Across the Guangdong Province, South China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(3), pages 901-912, February.
    2. Youngmin Seo & Sungwon Kim & Vijay Singh, 2015. "Estimating Spatial Precipitation Using Regression Kriging and Artificial Neural Network Residual Kriging (RKNNRK) Hybrid Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(7), pages 2189-2204, May.
    3. Ozgur Kisi & Taner Cengiz, 2013. "Fuzzy Genetic Approach for Estimating Reference Evapotranspiration of Turkey: Mediterranean Region," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(10), pages 3541-3553, August.
    4. Ozgur Kisi & Mohammad Zounemat-Kermani, 2014. "Comparison of Two Different Adaptive Neuro-Fuzzy Inference Systems in Modelling Daily Reference Evapotranspiration," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(9), pages 2655-2675, July.
    5. Kaijian He & Rui Zha & Jun Wu & Kin Keung Lai, 2016. "Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price," Sustainability, MDPI, vol. 8(4), pages 1-11, April.
    6. Sun, Shaolong & Wang, Shouyang & Wei, Yunjie, 2019. "A new multiscale decomposition ensemble approach for forecasting exchange rates," Economic Modelling, Elsevier, vol. 81(C), pages 49-58.
    7. Xianming Dou & Yongguo Yang & Jinhui Luo, 2018. "Estimating Forest Carbon Fluxes Using Machine Learning Techniques Based on Eddy Covariance Measurements," Sustainability, MDPI, vol. 10(1), pages 1-26, January.
    8. Latha Sreeram & Samie Ahmed Sayed, 2024. "Short-term Forecasting Ability of Hybrid Models for BRIC Currencies," Global Business Review, International Management Institute, vol. 25(3), pages 585-605, June.
    9. Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022. ""An application of deep learning for exchange rate forecasting"," IREA Working Papers 202201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2022.
    10. Noemi Nava & Tiziana Di Matteo & Tomaso Aste, 2018. "Financial Time Series Forecasting Using Empirical Mode Decomposition and Support Vector Regression," Risks, MDPI, vol. 6(1), pages 1-21, February.
    11. Tasadduq Imam, 2021. "Model selection for one‐day‐ahead AUD/USD, AUD/EUR forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1808-1824, April.
    12. Safar Marofi & Hossein Tabari & Hamid Abyaneh, 2011. "Predicting Spatial Distribution of Snow Water Equivalent Using Multivariate Non-linear Regression and Computational Intelligence Methods," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(5), pages 1417-1435, March.
    13. Ali Rahimikhoob, 2014. "Comparison between M5 Model Tree and Neural Networks for Estimating Reference Evapotranspiration in an Arid Environment," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(3), pages 657-669, February.
    14. Nava, Noemi & Di Matteo, Tiziana & Aste, Tomaso, 2018. "Financial time series forecasting using empirical mode decomposition and support vector regression," LSE Research Online Documents on Economics 91028, London School of Economics and Political Science, LSE Library.
    15. He, Kaijian & Chen, Yanhui & Tso, Geoffrey K.F., 2018. "Forecasting exchange rate using Variational Mode Decomposition and entropy theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 15-25.
    16. 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.
    17. Li Xiangfei & Zhang Zaisheng & Huang Chao, 2014. "An EPC Forecasting Method for Stock Index Based on Integrating Empirical Mode Decomposition, SVM and Cuckoo Search Algorithm," Journal of Systems Science and Information, De Gruyter, vol. 2(6), pages 481-504, December.
    18. 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.
    19. Ali Rahimikhoob & Maryam Asadi & Mahmood Mashal, 2013. "A Comparison Between Conventional and M5 Model Tree Methods for Converting Pan Evaporation to Reference Evapotranspiration for Semi-Arid Region," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(14), pages 4815-4826, November.
    20. Wenjuan Liu & Yang Hong & Sadiq Khan & Mingbin Huang & Trevor Grout & Pradeep Adhikari, 2011. "Evaluation of Global Daily Reference ET Using Oklahoma’s Environmental Monitoring Network—MESONET," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(6), pages 1601-1613, April.

    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:spr:waterr:v:28:y:2014:i:12:p:4045-4057. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.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.