Data-driven models for monthly streamflow time series prediction

C. L. Wu, Kwok Wing Chau

Research output: Journal article publicationJournal articleAcademic researchpeer-review

152 Citations (Scopus)


Data-driven techniques such as Auto-Regressive Moving Average (ARMA), K-Nearest-Neighbors (KNN), and Artificial Neural Networks (ANN), are widely applied to hydrologic time series prediction. This paper investigates different data-driven models to determine the optimal approach of predicting monthly streamflow time series. Four sets of data from different locations of People's Republic of China (Xiangjiaba, Cuntan, Manwan, and Danjiangkou) are applied for the investigation process. Correlation integral and False Nearest Neighbors (FNN) are first employed for Phase Space Reconstruction (PSR). Four models, ARMA, ANN, KNN, and Phase Space Reconstruction-based Artificial Neural Networks (ANN-PSR) are then compared by one-month-ahead forecast using Cuntan and Danjiangkou data. The KNN model performs the best among the four models, but only exhibits weak superiority to ARMA. Further analysis demonstrates that a low correlation between model inputs and outputs could be the main reason to restrict the power of ANN. A Moving Average Artificial Neural Networks (MA-ANN), using the moving average of streamflow series as inputs, is also proposed in this study. The results show that the MA-ANN has a significant improvement on the forecast accuracy compared with the original four models. This is mainly due to the improvement of correlation between inputs and outputs depending on the moving average operation. The optimal memory lengths of the moving average were three and six for Cuntan and Danjiangkou, respectively, when the optimal model inputs are recognized as the previous twelve months.
Original languageEnglish
Pages (from-to)1350-1367
Number of pages18
JournalEngineering Applications of Artificial Intelligence
Issue number8
Publication statusPublished - 1 Dec 2010


  • Artificial neural networks
  • Auto-regressive moving average
  • Dynamics of chaos
  • False nearest neighbors
  • Hydrologic time series
  • K-nearest-neighbors
  • Phase space reconstruction

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Artificial Intelligence
  • Electrical and Electronic Engineering


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