scholarly journals Streamflow forecasting by combining neural networks and fuzzy models using advanced methods of input variable selection

2017 ◽  
Vol 20 (2) ◽  
pp. 520-532 ◽  
Author(s):  
A. B. Dariane ◽  
Sh. Azimi
Keyword(s):  
Wavelet Transform ◽  
Multistep Method ◽  
Test Period ◽  
Fast Method ◽  
Streamflow Forecasting ◽  
Input Selection ◽  
Fuzzy Models ◽  
Monthly Streamflow ◽  
Input Variables ◽  
Learning Machine

Abstract In this paper the performance of extreme learning machine (ELM) training method of radial basis function artificial neural network (RBF-ANN) is evaluated using monthly hydrological data from Ajichai Basin. ELM is a newly introduced fast method and here we show a novel application of this method in monthly streamflow forecasting. ELM may not work well for a large number of input variables. Therefore, an input selection is applied to overcome this problem. The Nash–Sutcliffe efficiency (NSE) of ANN trained by backpropagation (BP) and ELM algorithm using initial input selection was found to be 0.66 and 0.72, respectively, for the test period. However, when wavelet transform, and then genetic algorithm (GA)-based input selection are applied, the test NSE increase to 0.76 and 0.86, respectively, for ANN-BP and ANN-ELM. Similarly, using singular spectral analysis (SSA) instead, the coefficients are found to be 0.88 and 0.90, respectively, for the test period. These results show the importance of input selection and superiority of ELM and SSA over BP and wavelet transform. Finally, a proposed multistep method shows an outstanding NSE value of 0.97, which is near perfect and well above the performance of the previous methods.

Wavelet and neuro-fuzzy conjunction model for streamflow forecasting

2011 ◽  
Vol 42 (6) ◽  
pp. 447-456 ◽  
Author(s):  
Özgür Kişi ◽  
Turgay Partal
Keyword(s):  
Wavelet Transform ◽  
Fuzzy Model ◽  
Discrete Wavelet ◽  
Streamflow Forecasting ◽  
Fuzzy Models ◽  
Neuro Fuzzy ◽  
Comparison Results ◽  
Monthly Streamflow ◽  
Models Comparison ◽  
Streamflow Data

In this study the wavelet-neuro-fuzzy model, which combines the wavelet transform and the neuro-fuzzy technique, has been employed to forecast monthly streamflows. The observed monthly streamflow data are decomposed into some sub-series (components) by discrete wavelet transform and then appropriate sub-series are used as inputs to the neuro-fuzzy models for forecasting monthly streamflows. The data from two stations, Durucasu and Tanir, in Turkey are used as case studies. The wavelet-neuro-fuzzy forecasts are compared with those of the single neuro-fuzzy models. Comparison results indicate that the wavelet-neuro-fuzzy model is superior to the classical neuro-fuzzy method especially for the peak values. For the Durucasu and Tanir stations, it was found that the wavelet-neuro-fuzzy models are superior in forecasting monthly streamflows than the optimal neuro-fuzzy models.

scholarly journals Spot Energy Price Forecasting Using Wavelet Transform and Extreme Learning Machine

2021 ◽  
Author(s):  
Lucas Barth Silva ◽  
Roberto Zanetti Freire ◽  
Osíris Canciglieri Junior
Keyword(s):  
Wavelet Transform ◽  
Learning Algorithm ◽  
Spot Markets ◽  
Energy Prices ◽  
The Sustainable Development ◽  
The Social ◽  
Input Variables ◽  
Learning Machine ◽  
Social Importance ◽  
The Garch Model

Given the social importance of energy, there is a concern to promote the sustainable development of the sector. Aiming at this evolution, from the 90s onwards, a wave of liberalization in the sector began to emerge in various parts of the world. These measures promoted an increase in the dynamism of commercial transactions and the transformation of electricity into a commodity. Consequently, futures, short-term, and spot markets were created. In this context, and due to the volatility of energy prices, the forecast of monetary values has become strategic for traders. This work aims to apply a computational intelligence model using Wavelet Transform on input values and the Extreme Machine Learning algorithm for training and prediction (W-ELM). The macro parameters were optimized using the Particle Swarm Optimization algorithm and for the selection of the input variables, a model based on Mutual Information (MI) was used. In the end, the methodology was compared with the traditional methods: Autoregressive Moving Averages (ARIMA) and General Autoregressive Conditional Heteroskedasticity (GARCH) models. Results showed that the W-ELM had better performance for forecasting 1 to 4 weeks of when compared to ARIMA. When the GARCH model results were considered, the proposed method provided worse performance only for 1 step ahead forecasting.

scholarly journals A Conjunction Method of Wavelet Transform-Particle Swarm Optimization-Support Vector Machine for Streamflow Forecasting

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Fanping Zhang ◽  
Huichao Dai ◽  
Deshan Tang
Keyword(s):  
Time Series ◽  
Support Vector Machine ◽  
Particle Swarm Optimization ◽  
Wavelet Transform ◽  
Correlation Coefficients ◽  
Support Vector ◽  
Streamflow Forecasting ◽  
Swarm Optimization ◽  
Svm Model ◽  
Monthly Streamflow

Streamflow forecasting has an important role in water resource management and reservoir operation. Support vector machine (SVM) is an appropriate and suitable method for streamflow prediction due to its best versatility, robustness, and effectiveness. In this study, a wavelet transform particle swarm optimization support vector machine (WT-PSO-SVM) model is proposed and applied for streamflow time series prediction. Firstly, the streamflow time series were decomposed into various details (Ds) and an approximation (A3) at three resolution levels (21-22-23) using Daubechies (db3) discrete wavelet. Correlation coefficients between eachDsubtime series and original monthly streamflow time series are calculated.Dscomponents with high correlation coefficients (D3) are added to the approximation (A3) as the input values of the SVM model. Secondly, the PSO is employed to select the optimal parameters,C,ε, andσ, of the SVM model. Finally, the WT-PSO-SVM models are trained and tested by the monthly streamflow time series of Tangnaihai Station located in Yellow River upper stream from January 1956 to December 2008. The test results indicate that the WT-PSO-SVM approach provide a superior alternative to the single SVM model for forecasting monthly streamflow in situations without formulating models for internal structure of the watershed.

scholarly journals Streamflow Prediction Improvement using Deterministic and Stochastic Wavelet-based Methods Coupled with Extreme Learning Machine

2021 ◽  
Author(s):  
Jiayu Hu ◽  
Bingjun Liu
Keyword(s):  
Extreme Learning Machine ◽  
Streamflow Forecasting ◽  
Streamflow Prediction ◽  
East River ◽  
Comparison Results ◽  
Monthly Streamflow ◽  
Probability Prediction ◽  
Stochastic Forecasting ◽  
Learning Machine ◽  
The One

Abstract Accurate and reliable streamflow forecasting is important in hydrology and water resources planning and management. In the present work, wavelet-based direct (DF) and multi-component (MF) forecast methods performed by the à trous algorithm (AT) are proposed for both deterministic and stochastic monthly streamflow prediction improvement. They are developed in the case of the one-month lead streamflow prediction of the East River basin in China, and then compared with the benchmarks that are implemented without wavelet transform so as to evaluate the effectiveness for forecasting accuracy improvement. An existing blueprint that is flexible and practical to incorporate various sources of forecast uncertainty is extended to generate the stochastic probability prediction of streamflow. Partial mutual information is adopted for predictors selection, and six kinds of Extreme learning machine (i.e. one linear ELM and five common nonlinear kinds) are separately used as the learning algorithms coupled with the wavelet-based forecast methods to conduct a comprehensive performance evaluation. The comparison results indicate that both DF and MF can effectively increase the point prediction accuracy of monthly streamflow under deterministic and stochastic forecasting conditions, while MF performs better than DF. For stochastic prediction, it is much more reasonable to consider both parameter and model error uncertainties than just to consider only parameter uncertainty, and with the reasonable setting MF method can significantly improve the probabilistic interval prediction by greatly improving the forecast sharpness. It can be concluded that the approach using AT wavelet-based DF or MF could provide a feasible way for streamflow prediction improvement.

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