Uncertain time series forecasting method for the water demand prediction in Beijing

Water demand prediction is crucial for effectively planning and management of water supply systems to handle the problem of water scarcity. Taking into account the uncertainties and imprecisions within the framework of water demand forecasting, the uncertain time series prediction method is introduced for the water demand prediction. Uncertain time series is a sequence of imprecisely observed values that are characterized by uncertain variables and the corresponding uncertain autoregressive model is employed to describe it for predicting the future values. The main contributions of this paper are shown as follows. Firstly, by defining the auto-similarity of uncertain time series, the identification algorithm of uncertain autoregressive model order is proposed. Secondly, a new parameter estimation method based on the uncertain programming is developed. Thirdly, the imprecisely observed values are assumed as the linear uncertain variables and a ratio-based method is presented for constructing the uncertain time series. Finally, the proposed methodologies are applied to model and forecast the Beijing's water demand under different confidence levels and compared with the traditional time series, i.e., ARIMA method. The experimental results are evaluated on the basis of performance criteria, which shows that the proposed method outperforms over the ARIMA method for water demand prediction.