Using support vector machines for long-term discharge prediction

Abstract Accurate time- and site-specific forecasts of streamflow and reservoir inflow are important in effective hydropower reservoir management and scheduling. Traditionally, autoregressive moving-average (ARMA) models have been used in modelling water resource time series as a standard representation of stochastic time series. Recently, artificial neural network (ANN) approaches have been proven to be efficient when applied to hydrological prediction. In this paper, the support vector machine (SVM) is presented as a promising method for hydrological prediction. Over-fitting and local optimal solution are unlikely to occur with SVM, which implements the structural risk minimization principle rather than the empirical risk minimization principle. In order to identify appropriate parameters of the SVM prediction model, a shuffled complex evolution algorithm is performed through exponential transformation. The SVM prediction model is tested using the long-term observations of discharges of monthly river flow discharges in the Manwan Hydropower Scheme. Through the comparison of its performance with those of the ARMA and ANN models, it is demonstrated that SVM is a very potential candidate for the prediction of long-term discharges.

[1]  null null,et al.  Artificial Neural Networks in Hydrology. II: Hydrologic Applications , 2000 .

[2]  W. Price Global optimization algorithms for a CAD workstation , 1987 .

[3]  S. Thomas Ng,et al.  A Modified Neural Network for Improving River Flow Prediction/Un Réseau de Neurones Modifié pour Améliorer la Prévision de L'Écoulement Fluvial , 2005 .

[4]  Alexander J. Smola,et al.  Support Vector Method for Function Approximation, Regression Estimation and Signal Processing , 1996, NIPS.

[5]  Martin Fodslette Møller,et al.  A scaled conjugate gradient algorithm for fast supervised learning , 1993, Neural Networks.

[6]  K. Lam,et al.  River flow time series prediction with a range-dependent neural network , 2001 .

[7]  Tiesong Hu,et al.  River flow time series prediction with a range-dependent neural network , 2001 .

[8]  John H. Holland,et al.  Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .

[9]  Gunnar Rätsch,et al.  Using support vector machines for time series prediction , 1999 .

[10]  N. Null Artificial Neural Networks in Hydrology. I: Preliminary Concepts , 2000 .

[11]  Vladimir Vapnik,et al.  Statistical learning theory , 1998 .

[12]  R. Abrahart,et al.  Detection of conceptual model rainfall—runoff processes inside an artificial neural network , 2003 .

[13]  Soroosh Sorooshian,et al.  Optimal use of the SCE-UA global optimization method for calibrating watershed models , 1994 .

[14]  S. Liong,et al.  EC-SVM approach for real-time hydrologic forecasting , 2004 .

[16]  John A. Nelder,et al.  A Simplex Method for Function Minimization , 1965, Comput. J..

[17]  Tiesong Hu,et al.  A Modified Neural Network for Improving River Flow Prediction , 2005 .

[18]  Ping-Feng Pai,et al.  Support Vector Machines with Simulated Annealing Algorithms in Electricity Load Forecasting , 2005 .

[19]  Christian W. Dawson,et al.  An artificial neural network approach to rainfall-runoff modelling , 1998 .

[20]  Armando Freitas da Rocha,et al.  Neural Nets , 1992, Lecture Notes in Computer Science.

[21]  Matthias W. Seeger,et al.  Using the Nyström Method to Speed Up Kernel Machines , 2000, NIPS.

[22]  Katya Scheinberg,et al.  Efficient SVM Training Using Low-Rank Kernel Representations , 2002, J. Mach. Learn. Res..

[23]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1972 .

[24]  Thorsten Joachims,et al.  Making large-scale support vector machine learning practical , 1999 .

[25]  Shie-Yui Liong,et al.  FLOOD STAGE FORECASTING WITH SUPPORT VECTOR MACHINES 1 , 2002 .

[26]  Hahn-Ming Lee,et al.  Model selection of SVMs using GA approach , 2004, 2004 IEEE International Joint Conference on Neural Networks (IEEE Cat. No.04CH37541).

[27]  A. Soldati,et al.  Artificial neural network approach to flood forecasting in the River Arno , 2003 .

[28]  S. Sorooshian,et al.  Effective and efficient global optimization for conceptual rainfall‐runoff models , 1992 .

[29]  Hikmet Kerem Cigizoglu,et al.  Estimation, forecasting and extrapolation of river flows by artificial neural networks , 2003 .

[30]  Hsuan-Tien Lin A Study on Sigmoid Kernels for SVM and the Training of non-PSD Kernels by SMO-type Methods , 2005 .

[31]  Chih-Jen Lin,et al.  A Practical Guide to Support Vector Classication , 2008 .

[32]  S. Sorooshian,et al.  Shuffled complex evolution approach for effective and efficient global minimization , 1993 .

[33]  John H. Holland,et al.  Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .

[34]  Dawei Han,et al.  Identification of Support Vector Machines for Runoff Modelling , 2004 .

[35]  Mac McKee,et al.  Support vectors–based groundwater head observation networks design , 2004 .

[36]  Stan Openshaw,et al.  A hybrid multi-model approach to river level forecasting , 2000 .

[37]  A. Tokar,et al.  Rainfall-Runoff Modeling Using Artificial Neural Networks , 1999 .

[38]  Donath Mrawira,et al.  Shuffled complex evolution algorithms in infrastructure works programming , 2004 .

[39]  K. P. Sudheer,et al.  A data‐driven algorithm for constructing artificial neural network rainfall‐runoff models , 2002 .

[40]  George E. P. Box,et al.  Time Series Analysis: Forecasting and Control , 1977 .

[41]  Francis Eng Hock Tay,et al.  Support vector machine with adaptive parameters in financial time series forecasting , 2003, IEEE Trans. Neural Networks.

[42]  Orazio Giustolisi,et al.  Improving generalization of artificial neural networks in rainfall–runoff modelling / Amélioration de la généralisation de réseaux de neurones artificiels pour la modélisation pluie-débit , 2005 .

[43]  Chih-Jen Lin,et al.  Asymptotic Behaviors of Support Vector Machines with Gaussian Kernel , 2003, Neural Computation.

[44]  Sobri Harun,et al.  Rainfall-Runoff Modeling Using Artificial Neural Network , 2001 .

[45]  Bernhard Schölkopf,et al.  A tutorial on support vector regression , 2004, Stat. Comput..

[46]  Nestor L. Sy,et al.  Modelling the infiltration process with a multi-layer perceptron artificial neural network , 2006 .

[47]  B. Dong,et al.  Applying support vector machines to predict building energy consumption in tropical region , 2005 .