Monthly Rainfall Forecasting Using Echo State Networks Coupled with Data Preprocessing Methods

Qi Ouyang and Wenxi Lu ()
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Qi Ouyang: Jilin University
Wenxi Lu: Jilin University

Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), 2018, vol. 32, issue 2, No 17, 659-674

Abstract: Abstract In this paper, two novel methods, echo state networks (ESN) and multi-gene genetic programming (MGGP), are proposed for forecasting monthly rainfall. Support vector regression (SVR) was taken as a reference to compare with these methods. To improve the accuracy of predictions, data preprocessing methods were adopted to decompose the raw rainfall data into subseries. Here, wavelet transform (WT), singular spectrum analysis (SSA) and ensemble empirical mode decomposition (EEMD) were applied as data preprocessing methods, and the performances of these methods were compared. Predictive performance of the models was evaluated based on multiple criteria. The results indicate that ESN is the most favorable method among the three evaluated, which makes it a promising alternative method for forecasting monthly rainfall. Although the performances of MGGP and SVR are less favorable, they are nevertheless good forecasting methods. Furthermore, in most cases, MGGP is inferior to SVR in monthly rainfall forecasting. WT and SSA are both favorable data preprocessing methods. WT is preferable for short-term forecasting, whereas SSA is excellent for long-term forecasting. However, EEMD tends to show inferior performance in monthly rainfall forecasting.

Keywords: Ensemble empirical mode decomposition; Multi-gene genetic programming; Singular spectrum analysis; Support vector regression; Wavelet transform (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s11269-017-1832-1

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