scholarly journals Two-stage variational mode decomposition and support vector regression for streamflow forecasting

2020 ◽  
Vol 24 (11) ◽  
pp. 5491-5518
Author(s):  
Ganggang Zuo ◽  
Jungang Luo ◽  
Ni Wang ◽  
Yani Lian ◽  
Xinxin He

Abstract. Streamflow forecasting is a crucial component in the management and control of water resources. Decomposition-based approaches have particularly demonstrated improved forecasting performance. However, direct decomposition of entire streamflow data with calibration and validation subsets is not practical for signal component prediction. This impracticality is due to the fact that the calibration process uses some validation information that is not available in practical streamflow forecasting. Unfortunately, independent decomposition of calibration and validation sets leads to undesirable boundary effects and less accurate forecasting. To alleviate such boundary effects and improve the forecasting performance in basins lacking meteorological observations, we propose a two-stage decomposition prediction (TSDP) framework. We realize this framework using variational mode decomposition (VMD) and support vector regression (SVR) and refer to this realization as VMD-SVR. We demonstrate experimentally the effectiveness, efficiency and accuracy of the TSDP framework and its VMD-SVR realization in terms of the boundary effect reduction, computational cost, and overfitting, in addition to decomposition and forecasting outcomes for different lead times. Specifically, four comparative experiments were conducted based on the ensemble empirical mode decomposition (EEMD), singular spectrum analysis (SSA), discrete wavelet transform (DWT), boundary-corrected maximal overlap discrete wavelet transform (BCMODWT), autoregressive integrated moving average (ARIMA), SVR, backpropagation neural network (BPNN) and long short-term memory (LSTM). The TSDP framework was also compared with the wavelet data-driven forecasting framework (WDDFF). Results of experiments on monthly runoff data collected from three stations at the Wei River show the superiority of the VMD-SVR model compared to benchmark models.

2019 ◽  
Author(s):  
Ganggang Zuo ◽  
Jungang Luo ◽  
Ni Wang ◽  
Yani Lian ◽  
Xinxin He

Abstract. Streamflow forecasting is a crucial component in the management and control of water resources. Decomposition-based approaches have particularly demonstrated improved streamflow forecasting performance. However, it is not practical to firstly decompose the entire streamflow into several signal components and then divide the data samples of each component into training and validation sets for signal component prediction. This impracticality is due to the fact that some validation information, that is not available in practical streamflow forecasting, is used in that training process. Unfortunately, firstly dividing the entire streamflow into training and validation sets and then decomposing each set separately lead to undesirable boundary effects and complicated forecasting. Moreover, establishing a model for each signal component is quite laborious and summing the component predictions may lead to error accumulation. In addition, summing the decomposition results may sometimes lead to inaccurate reconstruction of the original streamflow. In order to address these shortcomings of decomposition-based models and improve the forecasting performance in basins lacking meteorological observations (e.g., precipitation and temperature), we propose a two-stage decomposition prediction (TSDP) framework, realize this framework using variational mode decomposition (VMD) and support vector machines (SVR), and refer to this realization as VMD-SVR. In the first stage of the TSDP framework, the entire streamflow data was divided into training and validation sets, each of which was then separately decomposed to avoid the influence of validation information on training. In the second stage, a single model for streamflow prediction was established using a set of mixed shuffled samples. This scheme saves the modelling time and reduces the influence of the boundary effects. We demonstrate experimentally the effectiveness, efficiency and reliability of the TSDP framework and its VMD-SVR realization in terms of the boundary effect reduction, decomposition performance, prediction outcomes, time consumption, overfitting, and forecasting capability for long leading times. Specifically, five comparative experiments were conducted based on the ensemble empirical mode decomposition (EEMD), singular spectrum analysis (SSA), discrete wavelet transform (DWT) and SVR. The experimental results on monthly runoff collected from three stations at the Wei River show the superiority of the TSDP framework compared to benchmark models.


Sign in / Sign up

Export Citation Format

Share Document