Improving Forecasting Accuracy of Annual Runoff Time Series Using ARIMA Based on EEMD Decomposition

Wen-chuan Wang (), Kwok-wing Chau (), Dong-mei Xu () and Xiao-Yun Chen ()

Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), 2015, vol. 29, issue 8, 2655-2675

Abstract: Hydrological time series forecasting is one of the most important applications in modern hydrology, especially for effective reservoir management. In this research, the auto-regressive integrated moving average (ARIMA) model coupled with the ensemble empirical mode decomposition (EEMD) is presented for forecasting annual runoff time series. First, the original annual runoff time series is decomposed into a finite and often small number of intrinsic mode functions (IMFs) and one residual series using EEMD technique for a deep insight into the data characteristics. Then each IMF component and residue is forecasted, respectively, through an appropriate ARIMA model. Finally, the forecasted results of the modeled IMFs and residual series are summed to formulate an ensemble forecast for the original annual runoff series. Three annual runoff series from Biuliuhe reservoir, Dahuofang reservoir and Mopanshan reservoir, in China, are investigated using developed model based on the four standard statistical performance evaluation measures (RMSE, MAPE, R and NSEC). The results obtained in this work indicate that EEMD can effectively enhance forecasting accuracy and that the proposed EEMD-ARIMA model can significantly improve ARIMA time series approaches for annual runoff time series forecasting. Copyright Springer Science+Business Media Dordrecht 2015

Keywords: Annual runoff forecasting; Hydrologic time series; Auto-regressive integrated moving average (ARIMA); Ensemble empirical mode decomposition (EEMD); Decomposition and ensemble (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (67)

Downloads: (external link)
http://hdl.handle.net/10.1007/s11269-015-0962-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:waterr:v:29:y:2015:i:8:p:2655-2675

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/11269

DOI: 10.1007/s11269-015-0962-6

Access Statistics for this article

Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) is currently edited by G. Tsakiris

More articles in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) from Springer, European Water Resources Association (EWRA)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().