IDEAS home Printed from https://ideas.repec.org/a/spr/waterr/v33y2019i1d10.1007_s11269-018-2094-2.html
   My bibliography  Save this article

Auto-Regressive Neural-Network Models for Long Lead-Time Forecasting of Daily Flow

Author

Listed:
  • Mohammad Ebrahim Banihabib

    (College Aburaihan, University of Tehran)

  • Reihaneh Bandari

    (College Aburaihan, University of Tehran)

  • Richard C. Peralta

    (Utah State University)

Abstract

Accurate reservoir-inflow forecasting is especially important for optimizing operation of multi-propose reservoirs that provide hydropower generation, flood control, and water for domestic use and irrigation. There are no previous reports of successful daily flow prediction using a 1-year lead-time. This paper reports successful daily stream flow predictions for that extended lead-time. It presents the first NARX (Nonlinear Auto Regressive model with eXogenous inputs)-type recurrent neural network (NARX-RNN) model used to forecast daily reservoir inflow for a long lead-time. It is the first use of dynamic memory to extend the forecast lead-time beyond the previously reported 1-week lead-times. For new nonlinear NARX-RNN models, we present and test 1600 alternative structures, differing in transfer functions (2), and numbers of inputs (2 to 5), neurons per hidden layer (1 to 20), input delays and output delays. For predicting inflow to the reservoir of the multi-purpose Dez Dam, we contrast accuracies of forecasts from the new models, and from a conventional auto-regressive linear ARIMA model. Based upon normalized root-mean-square error RMSE / Q ¯ obs $$ \mathrm{RMSE}/{\overline{Q}}_{obs} $$ the best NARX-RNN has log-sigmoid transfer functions, three inputs, one hidden layers, four neurons in the hidden layer, two input delays, and 10 output delays. That NARX-RNN structure yields RMSE / Q ¯ obs $$ \mathrm{RMSE}/{\overline{Q}}_{obs} $$ values of 0.616 in training and 0.678 in forecasting. The proposed model’s forecasting RMSE / Q ¯ obs $$ \mathrm{RMSE}/{\overline{Q}}_{obs} $$ is 20% lower than that of the ARIMA model.

Suggested Citation

  • Mohammad Ebrahim Banihabib & Reihaneh Bandari & Richard C. Peralta, 2019. "Auto-Regressive Neural-Network Models for Long Lead-Time Forecasting of Daily Flow," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(1), pages 159-172, January.
  • Handle: RePEc:spr:waterr:v:33:y:2019:i:1:d:10.1007_s11269-018-2094-2
    DOI: 10.1007/s11269-018-2094-2
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11269-018-2094-2
    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/s11269-018-2094-2?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. Noakes, Donald J. & McLeod, A. Ian & Hipel, Keith W., 1985. "Forecasting monthly riverflow time series," International Journal of Forecasting, Elsevier, vol. 1(2), pages 179-190.
    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. Zhennan Liu & Qiongfang Li & Jingnan Zhou & Weiguo Jiao & Xiaoyu Wang, 2021. "Runoff Prediction Using a Novel Hybrid ANFIS Model Based on Variable Screening," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(9), pages 2921-2940, July.
    2. Mingxiang Yang & Hao Wang & Yunzhong Jiang & Xing Lu & Zhao Xu & Guangdong Sun, 2020. "GECA Proposed Ensemble–KNN Method for Improved Monthly Runoff Forecasting," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(2), pages 849-863, January.
    3. Mustafa Ozguven & Chong Yan Gao & Mohamed Yacine Si Tayeb, 2021. "The Utilization of Autoregressive Forecasting Models in Strategic Management," International Journal of Science and Business, IJSAB International, vol. 5(7), pages 170-185.

    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. Konrad Bogner & Katharina Liechti & Luzi Bernhard & Samuel Monhart & Massimiliano Zappa, 2018. "Skill of Hydrological Extended Range Forecasts for Water Resources Management in Switzerland," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(3), pages 969-984, February.
    2. PEREAU Jean-Christophe & URSU Eugen, 2015. "Application of periodic autoregressive process to the modeling of the Garonne river flows," Cahiers du GREThA (2007-2019) 2015-14, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    3. Paulo Vitor Larroyd & Renata Pedrini & Felipe Beltrán & Gabriel Teixeira & Erlon Cristian Finardi & Lucas Borges Picarelli, 2022. "Dealing with Negative Inflows in the Long-Term Hydrothermal Scheduling Problem," Energies, MDPI, vol. 15(3), pages 1-19, February.
    4. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers EI 9842, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Ferreira, R.S. & Barroso, L.A. & Carvalho, M.M., 2012. "Demand response models with correlated price data: A robust optimization approach," Applied Energy, Elsevier, vol. 96(C), pages 133-149.
    6. T. Manouchehri & A. R. Nematollahi, 2019. "Periodic autoregressive models with closed skew-normal innovations," Computational Statistics, Springer, vol. 34(3), pages 1183-1213, September.
    7. Lima, L.M. Marangon & Popova, E. & Damien, P., 2014. "Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models," International Journal of Forecasting, Elsevier, vol. 30(3), pages 464-476.
    8. Felipe Nazaré & Luiz Barroso & Bernardo Bezerra, 2021. "A Probabilistic and Value-Based Planning Approach to Assess the Competitiveness between Gas-Fired and Renewables in Hydro-Dominated Systems: A Brazilian Case Study," Energies, MDPI, vol. 14(21), pages 1-21, November.
    9. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    10. Lohmann, Timo & Hering, Amanda S. & Rebennack, Steffen, 2016. "Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling," European Journal of Operational Research, Elsevier, vol. 255(1), pages 243-258.
    11. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    12. Eugen Ursu & Pierre Duchesne, 2009. "Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 183-212, May.

    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:33:y:2019:i:1:d:10.1007_s11269-018-2094-2. 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.