Binary Grey Wolf Optimization-Regularized Extreme Learning Machine Wrapper Coupled with the Boruta Algorithm for Monthly Streamflow Forecasting

Input variable selection plays a key role in data-driven streamflow forecasting models. In this study, we propose a two-stage wrapper model to drive one-month-ahead streamflow forecasting in the context of high-dimensional candidate input variables. Initially, the Boruta algorithm, a feature selection method, was applied to select all the relevant input variables for the streamflow series. Then, a novel binary grey wolf optimizer (BGWO)-regularized extreme learning machine (RELM) wrapper was derived. We carried out experiments on two US catchments with 132 candidate input variables, including local meteorological information, global climatic indices, and lags of the streamflow series. Furthermore, the sensitivities of the proposed model in terms of the optimal objective function were compared. The results indicate two important findings. First, the proposed model outperformed commonly used models in terms of four error evaluation criteria. Second, for the proposed model, the root mean square error is a more suitable criterion than the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) for the optimal objective function. These findings are of great reference value for developing ELM models for streamflow forecasting.