IDEAS home Printed from https://ideas.repec.org/a/spr/waterr/v28y2014i15p5411-5431.html
   My bibliography  Save this article

A Wavelet-Based Second Order Nonlinear Model for Forecasting Monthly Rainfall

Author

Listed:
  • R Maheswaran
  • Rakesh Khosa

Abstract

In this article, a rainfall forecasting model using monthly historical rainfall data and climate indices is developed by incorporating wavelet analysis (WA) and second order volterra nonlinear model. The monthly rainfall time series and large-scale climate index time series are decomposed using wavelets into a certain number of component subseries at different temporal scales. The lag relationship between the rainfall anomaly and each potential predictor is identified by cross correlation analysis with a lag time of at least 1 month at different temporal scales. The components of predictor variables with known lag times are then integrated using a second order Volterra model. Further, orthogonal least squares method is used to reduce the redundant variables and select the significant variables to be included into the final forecast model. The proposed multivariate wavelet nonlinear rainfall forecasting method is examined with over three places in India, and compared to the traditional ANN model based on the original time series and linear wavelet regression model. The models are trained with data from the 1916 to 1968 period and then tested in the 1968–1989 period. The results show that the proposed wavelet nonlinear model provides considerably more accurate monthly rainfall forecasts for the three selected places in India than the traditional regression model, neural networks model and the wavelet based linear model. It was seen that for the proposed models and other models also, both the past rainfall and the large-scale climate signals were useful in forecasting the future. Copyright Springer Science+Business Media Dordrecht 2014

Suggested Citation

  • R Maheswaran & Rakesh Khosa, 2014. "A Wavelet-Based Second Order Nonlinear Model for Forecasting Monthly Rainfall," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(15), pages 5411-5431, December.
  • Handle: RePEc:spr:waterr:v:28:y:2014:i:15:p:5411-5431
    DOI: 10.1007/s11269-014-0809-6
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11269-014-0809-6
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11269-014-0809-6?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. Unknown, 2005. "Forward," 2005 Conference: Slovenia in the EU - Challenges for Agriculture, Food Science and Rural Affairs, November 10-11, 2005, Moravske Toplice, Slovenia 183804, Slovenian Association of Agricultural Economists (DAES).
    2. Kostas Moustris & Ioanna Larissi & Panagiotis Nastos & Athanasios Paliatsos, 2011. "Precipitation Forecast Using Artificial Neural Networks in Specific Regions of Greece," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(8), pages 1979-1993, June.
    3. Changsam Jeong & Ju-Young Shin & Taesoon Kim & Jun-Haneg Heo, 2012. "Monthly Precipitation Forecasting with a Neuro-Fuzzy Model," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 26(15), pages 4467-4483, December.
    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. Yan-Fang Sang & Zhonggen Wang & Changming Liu, 2015. "Wavelet Neural Modeling for Hydrologic Time Series Forecasting with Uncertainty Evaluation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(6), pages 1789-1801, April.

    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. Mohamed Shenify & Amir Danesh & Milan Gocić & Ros Taher & Ainuddin Abdul Wahab & Abdullah Gani & Shahaboddin Shamshirband & Dalibor Petković, 2016. "Precipitation Estimation Using Support Vector Machine with Discrete Wavelet Transform," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 641-652, January.
    2. Yan-Fang Sang, 2013. "Improved Wavelet Modeling Framework for Hydrologic Time Series Forecasting," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(8), pages 2807-2821, June.
    3. Pilar Lopez-Llompart & G. Mathias Kondolf, 2016. "Encroachments in floodways of the Mississippi River and Tributaries Project," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(1), pages 513-542, March.
    4. Cheng, Jianquan & Bertolini, Luca, 2013. "Measuring urban job accessibility with distance decay, competition and diversity," Journal of Transport Geography, Elsevier, vol. 30(C), pages 100-109.
    5. M. De Donno & M. Pratelli, 2006. "A theory of stochastic integration for bond markets," Papers math/0602532, arXiv.org.
    6. Prilly Oktoviany & Robert Knobloch & Ralf Korn, 2021. "A machine learning-based price state prediction model for agricultural commodities using external factors," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1063-1085, December.
    7. Michelle Sheran Sylvester, 2007. "The Career and Family Choices of Women: A Dynamic Analysis of Labor Force Participation, Schooling, Marriage and Fertility Decisions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(3), pages 367-399, July.
    8. Henrekson, Magnus & Johansson, Dan, 2010. "Firm Growth, Institutions and Structural Transformation," Ratio Working Papers 150, The Ratio Institute.
    9. Karen K. Lewis, 2011. "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
    10. DAVID M. BLAU & WILBERT van der KLAAUW, 2013. "What Determines Family Structure?," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 579-604, January.
    11. Panagiota DIONYSOPOULOU & Georgios SVARNIAS & Theodore PAPAILIAS, 2021. "Total Quality Management In Public Sector, Case Study: Customs Service," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 153-168, June.
    12. Afanasyev, Dmitriy O. & Fedorova, Elena A. & Popov, Viktor U., 2015. "Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis," Energy Economics, Elsevier, vol. 51(C), pages 215-226.
    13. Peter Viggo Jakobsen, 2009. "Small States, Big Influence: The Overlooked Nordic Influence on the Civilian ESDP," Journal of Common Market Studies, Wiley Blackwell, vol. 47(1), pages 81-102, January.
    14. Julie Holland Mortimer, 2007. "Price Discrimination, Copyright Law, and Technological Innovation: Evidence from the Introduction of DVDs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(3), pages 1307-1350.
    15. Suwan Shen & Xi Feng & Zhong Ren Peng, 2016. "A framework to analyze vulnerability of critical infrastructure to climate change: the case of a coastal community in Florida," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 84(1), pages 589-609, October.
    16. Jean-Bernard Chatelain & Kirsten Ralf, 2017. "Can We Identify the Fed's Preferences?," Working Papers halshs-01549908, HAL.
    17. Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016. "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 37-57.
    18. Jan Babecký & Fabrizio Coricelli & Roman Horváth, 2009. "Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(2), pages 102-127, June.
    19. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
    20. Fischer, Andreas M. & Ranaldo, Angelo, 2011. "Does FOMC news increase global FX trading?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2965-2973, November.

    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:15:p:5411-5431. 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.