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Implementing a new fully stepwise decomposition-based sampling technique for the hybrid water level forecasting model in real-world application (2309.10658v1)

Published 19 Sep 2023 in cs.LG and physics.geo-ph

Abstract: Various time variant non-stationary signals need to be pre-processed properly in hydrological time series forecasting in real world, for example, predictions of water level. Decomposition method is a good candidate and widely used in such a pre-processing problem. However, decomposition methods with an inappropriate sampling technique may introduce future data which is not available in practical applications, and result in incorrect decomposition-based forecasting models. In this work, a novel Fully Stepwise Decomposition-Based (FSDB) sampling technique is well designed for the decomposition-based forecasting model, strictly avoiding introducing future information. This sampling technique with decomposition methods, such as Variational Mode Decomposition (VMD) and Singular spectrum analysis (SSA), is applied to predict water level time series in three different stations of Guoyang and Chaohu basins in China. Results of VMD-based hybrid model using FSDB sampling technique show that Nash-Sutcliffe Efficiency (NSE) coefficient is increased by 6.4%, 28.8% and 7.0% in three stations respectively, compared with those obtained from the currently most advanced sampling technique. In the meantime, for series of SSA-based experiments, NSE is increased by 3.2%, 3.1% and 1.1% respectively. We conclude that the newly developed FSDB sampling technique can be used to enhance the performance of decomposition-based hybrid model in water level time series forecasting in real world.

Summary

  • The paper demonstrates that the FSDB sampling technique significantly improves forecasting performance by eliminating future data leakage.
  • It integrates advanced decomposition methods like SSA and VMD to tackle non-stationary and nonlinear hydrological time series.
  • Empirical tests show enhanced Nash-Sutcliffe Efficiency across multiple stations, affirming the technique's robust real-world applicability.

Advancements in Hybrid Water Level Forecasting Models Through FSDB Sampling Technique

Introduction

Hybrid water level forecasting models have attracted significant attention for their potential to mitigate the complexities involved in hydrological time series forecasting. The impetus for such models arises from the need for accurate water management strategies in the face of climate change and varying human activities, which have rendered water level time series increasingly nonlinear and complex. Traditional physical and data-driven models, while beneficial in certain contexts, have struggled with the nonlinear and non-stationary characteristics of hydrological signals. This has prompted researchers to explore the efficacy of decomposition-based hybrid models, which leverage ML algorithms and signal decomposition techniques like Singular Spectrum Analysis (SSA) and Variational Mode Decomposition (VMD) to improve forecasting accuracy.

Development of FSDB Sampling Technique

A critical aspect of these hybrid models is the sampling technique used in the decomposition process. Previous studies have identified that improper sampling techniques, such as the Overall Decomposition-Based (ODB) and Stepwise Decomposition-Based (SDB) methods, may inadvertently introduce future data, leading to an overestimation of the model's forecasting capability. To address these issues, this paper proposes a Fully Stepwise Decomposition-Based (FSDB) sampling technique aimed at avoiding the introduction of future information during the decomposition process. This technique is meticulously designed to enhance the performance of decomposition-based forecasting models, significantly outperforming existing approaches in terms of accuracy and reliability.

Empirical Validation and Findings

The proposed FSDB sampling technique was empirically validated using water level time series from three different stations in the Guoyang and Chaohu basins in China. By applying the technique to hybrid models that incorporate SSA and VMD for decomposition, significant improvements in forecasting performance were observed. Specifically, for VMD-based hybrid models, the Nash-Sutcliffe Efficiency (NSE) coefficient showed notable increases across all stations when compared to models employing the previously advanced sampling techniques. Moreover, the paper highlighted the potential shortcomings of existing signal decomposition methods like VMD and SSA, particularly in handling non-stationary hydrological time series with pronounced fluctuations.

Implications and Future Directions

The introduction of the FSDB sampling technique represents a significant step forward in the development of more accurate and reliable water level forecasting models. By addressing the critical issue of information leakage and misleading forecasting targets that plagued earlier sampling methodologies, FSDB paves the way for the application of hybrid models in real-world scenarios. Looking ahead, there is a clear need for the development of advanced decomposition methods that can better handle the inherent non-stationarity and complexity of hydrological signals. Moreover, further research into optimizing model parameters and exploring the integration of other data-driven models could yield additional improvements in forecasting performance.

Conclusion

The paper's findings underscore the importance of employing sophisticated sampling techniques in the pre-processing phase of hydrological forecasting. The FSDB sampling technique emerges as a robust solution to the longstanding challenges of information leakage and overestimated model performance. By reliably preventing the inadvertent introduction of future data into the model training process, FSDB enhances the practical utility of hybrid water level forecasting models. Consequently, this advancement holds considerable promise for the fields of hydrology and water resource management, offering a more solid foundation for decision-making processes related to flood mitigation, water supply planning, and hydropower generation.

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