IDEAS home Printed from https://ideas.repec.org/a/spr/waterr/v32y2018i2d10.1007_s11269-017-1825-0.html
   My bibliography  Save this article

New Approaches for Estimation of Monthly Rainfall Based on GEP-ARCH and ANN-ARCH Hybrid Models

Author

Listed:
  • Saeid Mehdizadeh

    (Urmia University)

  • Javad Behmanesh

    (Urmia University)

  • Keivan Khalili

    (Urmia University)

Abstract

Accurate estimation of rainfall has an important role in the optimal water resources management, as well as hydrological and climatological studies. In the present study, two novel types of hybrid models, namely gene expression programming-autoregressive conditional heteroscedasticity (GEP-ARCH) and artificial neural networks-autoregressive conditional heteroscedasticity (ANN-ARCH) are introduced to estimate monthly rainfall time series. To fulfill this purpose, five stations with various climatic conditions were selected in Iran. The lagged monthly rainfall data was utilized to develop the different GEP and ANN scenarios. The performance of proposed hybrid models was compared to the GEP and ANN models using root mean square error (RMSE) and coefficient of determination (R2). The results show that the proposed GEP-ARCH and ANN-ARCH models give a much better performance than the GEP and ANN in all of the studied stations with various climates. Furthermore, the ANN-ARCH model generally presents better performance in comparison with the GEP-ARCH model.

Suggested Citation

  • Saeid Mehdizadeh & Javad Behmanesh & Keivan Khalili, 2018. "New Approaches for Estimation of Monthly Rainfall Based on GEP-ARCH and ANN-ARCH Hybrid Models," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(2), pages 527-545, January.
  • Handle: RePEc:spr:waterr:v:32:y:2018:i:2:d:10.1007_s11269-017-1825-0
    DOI: 10.1007/s11269-017-1825-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11269-017-1825-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11269-017-1825-0?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. 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. R. Venkata Ramana & B. Krishna & S. Kumar & N. Pandey, 2013. "Monthly Rainfall Prediction Using Wavelet Neural Network Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(10), pages 3697-3711, August.
    3. 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.
    4. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    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. Alireza Farrokhi & Saeed Farzin & Sayed-Farhad Mousavi, 2020. "A New Framework for Evaluation of Rainfall Temporal Variability through Principal Component Analysis, Hybrid Adaptive Neuro-Fuzzy Inference System, and Innovative Trend Analysis Methodology," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(10), pages 3363-3385, August.
    2. Ahmadi, Farshad & Mehdizadeh, Saeid & Mohammadi, Babak & Pham, Quoc Bao & DOAN, Thi Ngoc Canh & Vo, Ngoc Duong, 2021. "Application of an artificial intelligence technique enhanced with intelligent water drops for monthly reference evapotranspiration estimation," Agricultural Water Management, Elsevier, vol. 244(C).
    3. Saeid Mehdizadeh, 2020. "Using AR, MA, and ARMA Time Series Models to Improve the Performance of MARS and KNN Approaches in Monthly Precipitation Modeling under Limited Climatic Data," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(1), pages 263-282, January.
    4. Saeid Mehdizadeh & Ali Kozekalani Sales, 2018. "A Comparative Study of Autoregressive, Autoregressive Moving Average, Gene Expression Programming and Bayesian Networks for Estimating Monthly Streamflow," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(9), pages 3001-3022, July.
    5. Babak Mohammadi & Farshad Ahmadi & Saeid Mehdizadeh & Yiqing Guan & Quoc Bao Pham & Nguyen Thi Thuy Linh & Doan Quang Tri, 2020. "Developing Novel Robust Models to Improve the Accuracy of Daily Streamflow Modeling," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(10), pages 3387-3409, August.

    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. Lamine Diop & Saeed Samadianfard & Ansoumana Bodian & Zaher Mundher Yaseen & Mohammad Ali Ghorbani & Hana Salimi, 2020. "Annual Rainfall Forecasting Using Hybrid Artificial Intelligence Model: Integration of Multilayer Perceptron with Whale Optimization Algorithm," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(2), pages 733-746, January.
    3. Zaher Mundher Yaseen & Mazen Ismaeel Ghareb & Isa Ebtehaj & Hossein Bonakdari & Ridwan Siddique & Salim Heddam & Ali A. Yusif & Ravinesh Deo, 2018. "Rainfall Pattern Forecasting Using Novel Hybrid Intelligent Model Based ANFIS-FFA," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(1), pages 105-122, January.
    4. Emeka Nkoro & Aham Kelvin Uko, 2016. "Exchange Rate and Inflation Volatility and Stock Prices Volatility: Evidence from Nigeria, 1986-2012," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-4.
    5. Minot, Nicholas, 2014. "Food price volatility in sub-Saharan Africa: Has it really increased?," Food Policy, Elsevier, vol. 45(C), pages 45-56.
    6. Shively, Gerald E., 2001. "Price thresholds, price volatility, and the private costs of investment in a developing country grain market," Economic Modelling, Elsevier, vol. 18(3), pages 399-414, August.
    7. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
    8. Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
    9. Marfatia, Hardik A., 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, vol. 34(C), pages 33-49.
    10. Tomanova, Lucie, 2013. "Exchange Rate Volatility and the Foreign Trade in CEEC," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey 267, Ekonomik Yaklasim Association.
    11. Coudert, Virginie & Mignon, Valérie, 2013. "The “forward premium puzzle” and the sovereign default risk," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 491-511.
    12. Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007. "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, vol. 141(2), pages 1219-1244, December.
    13. Chang, Chia-Lin, 2015. "Modelling a latent daily Tourism Financial Conditions Index," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 113-126.
    14. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    15. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    16. Adugna Lemi & Sisay Asefa, 2009. "Differential Impacts of Economic Volatility and Governance on Manufacturing and Non-Manufacturing Foreign Direct Investments: The Case of US Multinationals in Africa," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 35(3), pages 367-395.
    17. Zia-Ur- Rahman, 2019. "Influence of Excessive Expenditure of the Government in Perspective of Interest Rate and Money Circulation Which in Turn Affects the Growing Process in Pakistan," Asian Journal of Economics and Empirical Research, Asian Online Journal Publishing Group, vol. 6(2), pages 120-129.
    18. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    19. Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2024. "Testing Granger non-causality in expectiles," Econometric Reviews, Taylor & Francis Journals, vol. 43(1), pages 30-51, January.
    20. Li, Yuming, 1998. "Expected stock returns, risk premiums and volatilities of economic factors1," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 69-97, June.

    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:32:y:2018:i:2:d:10.1007_s11269-017-1825-0. 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.