Wavelet based deseasonalization for modelling and forecasting of daily discharge series considering long range dependence

Title:

Wavelet based deseasonalization for modelling and forecasting of daily discharge series considering long range dependence

Creator:

Szolgayová, Elena, Arlt, Josef, Blöschl, Günter, and Szolgay, Ján

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:2fd02574-5c5b-452f-bce2-8f74ef4d62b1
uuid:2fd02574-5c5b-452f-bce2-8f74ef4d62b1
doi:10.2478/johh-2014-0011

Subject:

daily streamflow, wavelets, ARFIMA, deseasonalization, long range dependence, and forecasting

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

Short term streamflow forecasting is important for operational control and risk management in hydrology. Despite a wide range of models available, the impact of long range dependence is often neglected when considering short term forecasting. In this paper, the forecasting performance of a new model combining a long range dependent autoregressive fractionally integrated moving average (ARFIMA) model with a wavelet transform used as a method of deseasonalization is examined. It is analysed, whether applying wavelets in order to model the seasonal component in a hydrological time series, is an alternative to moving average deseasonalization in combination with an ARFIMA model. The one-to-ten-steps-ahead forecasting performance of this model is compared with two other models, an ARFIMA model with moving average deseasonalization, and a multiresolution wavelet based model. All models are applied to a time series of mean daily discharge exhibiting long range dependence. For one and two day forecasting horizons, the combined wavelet - ARFIMA approach shows a similar performance as the other models tested. However, for longer forecasting horizons, the wavelet deseasonalization - ARFIMA combination outperforms the other two models. The results show that the wavelets provide an attractive alternative to the moving average deseasonalization.

Language:

Slovak

Rights:

http://creativecommons.org/licenses/by-nc-sa/4.0/
policy:public

Coverage:

24-32

Source:

Journal of hydrology and hydromechanics | 2014 Volume:62 | Number:1

Harvested from:

CDK

Metadata only:

false