Analysis of the use of discrete wavelet transforms coupled with ANN for short-term streamflow forecasting

Abstract The use of wavelet transforms to forecast daily streamflows into the Sobradinho Reservoir (Bahia State, Brazil) seven days ahead by a wavelet-artificial neural network (ANN) hybrid system was analyzed in this paper. This work also determined the appropriate mother-wavelet for this type of forecasting with an ANN, performed 1836 simulations with the wavelet-ANN hybrid systems (tested with 54 mother-wavelets) and compared the results with the predictions made without the application of a wavelet transform (henceforth called a stand-alone ANN). Daily data from January 1931 to December 2010 were used. According to the results, the wavelet-ANN hybrid system performed better than the system using the ANN with the raw data. The approximation A 3 from the discrete Meyer mother-wavelet obtained the best results; the root mean square error (RMSE) decreased by approximately 80%, while the R 2 and NASH coefficients increased by more than 5% and 10%, respectively, compared with the stand-alone ANN.

[1]  Michael Y. Hu,et al.  Effect of data standardization on neural network training , 1996 .

[2]  Teresa Bernarda Ludermir,et al.  Monthly stream flow forecasting using an neural fuzzy network model , 2000, Proceedings. Vol.1. Sixth Brazilian Symposium on Neural Networks.

[3]  Celso Augusto Guimarães Santos,et al.  Rainfall data analyzing using moving average (MA) model and wavelet multi-resolution intelligent model for noise evaluation to improve the forecasting accuracy , 2014, Neural Computing and Applications.

[4]  A. Soldati,et al.  River flood forecasting with a neural network model , 1999 .

[5]  O. Kisi Wavelet regression model for short-term streamflow forecasting. , 2010 .

[6]  Bhavna Sharma,et al.  Comparison of Neural Network Training Functions for Hematoma Classification in Brain CT Images , 2014 .

[7]  Martijn J. Booij,et al.  A Comparison of Nonlinear Stochastic Self-Exciting Threshold Autoregressive and Chaotic k-Nearest Neighbour Models in Daily Streamflow Forecasting , 2016, Water Resources Management.

[8]  Adarsh Singh,et al.  Daily river flow forecasting using wavelet ANN hybrid models , 2010 .

[9]  Sungwon Kim,et al.  Daily water level forecasting using wavelet decomposition and artificial intelligence techniques , 2015 .

[10]  Nachimuthu Karunanithi,et al.  Neural Networks for River Flow Prediction , 1994 .

[11]  K. Budu,et al.  Comparison of Wavelet-Based ANN and Regression Models for Reservoir Inflow Forecasting , 2014 .

[12]  M. A. Rodriguez-Hernandez,et al.  Wavelet denoising of ultrasonic A-scans for detection of weak signals , 2012, 2012 19th International Conference on Systems, Signals and Image Processing (IWSSIP).

[13]  Emmanuelle Frenoux,et al.  A 1D wavelet filtering for ultrasound images despeckling , 2010, Medical Imaging.

[14]  N Lauzon,et al.  Real-time daily flow forecasting using black-box models, diffusion processes, and neural networks , 2000 .

[15]  Gustavo Barbosa Lima da Silva,et al.  Daily streamflow forecasting using a wavelet transform and artificial neural network hybrid models , 2014 .

[16]  Jan Adamowski,et al.  Development of a coupled wavelet transform and neural network method for flow forecasting of non-perennial rivers in semi-arid watersheds. , 2010 .

[17]  O. Kisi Neural Networks and Wavelet Conjunction Model for Intermittent Streamflow Forecasting , 2009 .

[18]  Alessandra Fanni,et al.  River flow forecasting using neural networks and wavelet analysis , 2005 .

[19]  Sinan Jasim Hadi,et al.  Forecasting Daily Streamflow for Basins with Different Physical Characteristics through Data-Driven Methods , 2018, Water Resources Management.

[20]  Stéphane Mallat,et al.  A Theory for Multiresolution Signal Decomposition: The Wavelet Representation , 1989, IEEE Trans. Pattern Anal. Mach. Intell..

[21]  Linda See,et al.  Data preprocessing for river flow forecasting using neural networks: Wavelet transforms and data partitioning , 2006 .

[22]  M. Valenca,et al.  Neural networks vs. PARMA modelling: case studies of river flow prediction , 2000, Proceedings. Vol.1. Sixth Brazilian Symposium on Neural Networks.

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

[24]  Y. R. Satyaji Rao,et al.  Time Series Modeling of River Flow Using Wavelet Neural Networks , 2011 .

[25]  Bellie Sivakumar,et al.  River flow forecasting: use of phase-space reconstruction and artificial neural networks approaches , 2002 .

[26]  T. Sathish,et al.  River Flow Forecasting using Recurrent Neural Networks , 2004 .

[27]  Ozgur Kisi,et al.  Flow prediction by three back propagation techniques using k-fold partitioning of neural network training data , 2005 .

[28]  N. Danh,et al.  Neural network models for river flow forecasting , 1999 .

[29]  Ozgur Kisi,et al.  Applications of hybrid wavelet–Artificial Intelligence models in hydrology: A review , 2014 .

[30]  Michael Blumenstein,et al.  Application of artificial neural networks in flow discharge prediction for the Fitzroy River, Australia , 2007 .

[31]  C. L. Wu,et al.  Methods to improve neural network performance in daily flows prediction , 2009 .

[32]  R. Abrahart,et al.  Flood estimation at ungauged sites using artificial neural networks , 2006 .

[33]  R. Maheswaran,et al.  Wavelet–Volterra coupled model for monthly stream flow forecasting , 2012 .

[34]  André Gustavo da Silva Melo Honorato,et al.  Monthly streamflow forecasting using neuro-wavelet techniques and input analysis , 2018, Hydrological Sciences Journal.

[35]  I. Johnstone,et al.  Wavelet Threshold Estimators for Data with Correlated Noise , 1997 .

[36]  Simon Haykin,et al.  Neural Networks: A Comprehensive Foundation , 1998 .

[37]  Wensheng Wang,et al.  Wavelet Network Model and Its Application to the Prediction of Hydrology , 2003 .

[38]  Celso Augusto Guimarães Santos,et al.  Discrete wavelet transform coupled with ANN for daily discharge forecasting into Três Marias reservoir , 2014 .

[39]  Mohammad H. Aminfar,et al.  A combined neural-wavelet model for prediction of Ligvanchai watershed precipitation , 2009, Eng. Appl. Artif. Intell..