Singular Spectrum Analysis and ARIMA Hybrid Model for Annual Runoff Forecasting

Qiang Zhang (), Ben- De Wang, Bin He, Yong Peng and Ming-Lei Ren

Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), 2011, vol. 25, issue 11, 2683-2703

Abstract: High accuracy forecasting of medium and long-term hydrological runoff is beneficial to reservoir operation and management. A hybrid model is proposed for medium and long-term hydrological forecasting in this paper. The hybrid model consists of two methods, Singular Spectrum Analysis (SSA) and Auto Regressive Integrated Moving Average (ARIMA). In this model, the time series of annual runoff are first decomposed into several sub-series corresponding to some tendentious and periodic motions by using SSA and then each sub-series is predicted, respectively, through an appropriate ARIMA model, and lastly a correction procedure is conducted for the sum of the prediction results to ensure the superposed residual to be a pure random series. The annual runoff data of two reservoirs in China are analyzed as case studies. The results have been compared with the predictions made by ARIMA and Singular Spectrum Analysis-Linear Recurrent Formulae (SSA-LRF). It is shown that hybrid model has the best performance. Copyright Springer Science+Business Media B.V. 2011

Keywords: SSA; ARIMA; Medium and long-term hydrological forecasting; Biliuhe reservoir; Dahuofang reservoir (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (14)

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DOI: 10.1007/s11269-011-9833-y

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