Application of a Hybrid ARIMA and Neural Network Model to Water Quality Time Series Forecasting

نویسندگان

  • Han Yan
  • Zhihong Zou
چکیده

In this paper the water quality forecasting at the Nanjinguan water quality monitoring station of Yangtze River, China, is presented. The time series data used are weekly water quality data obtained directly from Nanjinguan station measurements over the course of five years. In order to forecast water quality, hybrid models consisting of Autoregressive Integrated Moving Average (ARIMA) models and Artificial Neural Network (ANNs) models were developed. The ARIMA models were first used to do water quality forecasting of the time series data and then with the obtained errors ANNs were built taking into account the nonlinear patterns that the ARIMA technique could not capture, in order to reduce potential errors. Once the hybrid models were developed 38 samples out of the data for the station were used to do the water quality forecasting and the results were compared with the ARIMA and the ANNs models worked separately. Statistical error measures such as the root mean square error (RMSE), the mean absolute percentage error (MAPE) and correlation coefficient (R) were calculated to compare the three methods. The results showed that the hybrid models predict the water quality with a higher accuracy than the ARIMA and ANNs models in the examined station.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Which Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?

Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...

متن کامل

Performance Evaluation of ARIMA Hybrid Models in the Prediction of Daily Electrical Conductivity (A Case Study of Telazang Hydrometric Station)

In this study, we used the ARIMA time series model, the fuzzy-neural inference network, multi-layer perceptron artificial neural network, and ARIMA-ANN, ARIMA-ANFIS hybrid models for the modeling and prediction of the daily electrical conductivity parameter of daily teleZang hydrometric station over the statistical period of 49 years. For this purpose, the daily data for the 1996-2004 period we...

متن کامل

A Three-phase Hybrid Times Series Modeling Framework for Improved Hospital Inventory Demand Forecast

Background and Objectives: Efficient cost management in hospitals’ pharmaceutical inventories have the potential to remarkably contribute to optimization of overall hospital expenditures. To this end, reliable forecasting models for accurate prediction of future pharmaceutical demands are instrumental. While the linear methods are frequently used for forecasting purposes chiefly due to their si...

متن کامل

AN EXTENDED FUZZY ARTIFICIAL NEURAL NETWORKS MODEL FOR TIME SERIES FORECASTING

Improving time series forecastingaccuracy is an important yet often difficult task.Both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. In this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

متن کامل

Forecasting Stock Price using Hybrid Model based on Wavelet Transform in Tehran and New York Stock Market

Forecasting financial markets is an important issue in finance area and research studies. On one hand, the importance of prediction, and on the other hand, its complexity, have led to huge number of researches which have proposed many forecasting methods in this area. In this study, we propose a hybrid model including Wavelet Transform, ARMA-GARCH and Artificial Neural Network (ANN) for single-...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013