Novel hybrid linear stochastic with non-linear extreme learning machine methods for forecasting monthly rainfall a tropical climate

Abstract

A novel hybrid approach is presented that can more accurately predict monthly rainfall in a tropical climate by integrating a linear stochastic model with a powerful non-linear extreme learning machine method. This new hybrid method was then evaluated by considering four general scenarios. In the first scenario, the modeling process is initiated without preprocessing input data as a base case. While in other three scenarios, the one-step and two-step procedures are utilized to make the model predictions more precise. The mentioned scenarios are based on a combination of stationarization techniques (i.e., differencing, seasonal and non-seasonal standardization and spectral analysis), and normality transforms (i.e., Box-Cox, John and Draper, Yeo and Johnson, Johnson, Box-Cox-Mod, log, log standard, and Manly). In scenario 2, which is a one-step scenario, the stationarization methods are employed as preprocessing approaches. In scenario 3 and 4, different combinations of normality transform, and stationarization methods are considered as preprocessing techniques. In total, 61 sub-scenarios are evaluated resulting 11013 models (10785 linear methods, 4 nonlinear models, and 224 hybrid models are evaluated). The uncertainty of the linear, nonlinear and hybrid models are examined by Monte Carlo technique. The best preprocessing technique is the utilization of Johnson normality transform and seasonal standardization (respectively) (R² = 0.99; RMSE = 0.6; MAE = 0.38; RMSRE = 0.1, MARE = 0.06, UI = 0.03 &UII = 0.05). The results of uncertainty analysis indicated the good performance of proposed technique (d-factor = 0.27; 95PPU = 83.57). Moreover, the results of the proposed methodology in this study were compared with an evolutionary hybrid of adaptive neuro fuzzy inference system (ANFIS) with firefly algorithm (ANFIS-FFA) demonstrating that the new hybrid methods outperformed ANFIS-FFA method.

Keywords: Forecast; Hybrid model; Rainfall; Spectral analysis; Tropical climate; Uncertainty.