IDEAS home Printed from https://ideas.repec.org/a/eee/ecomod/v211y2008i3p292-300.html
   My bibliography  Save this article

Non-linear autoregressive modelling by Temporal Recurrent Neural Networks for the prediction of freshwater phytoplankton dynamics

Author

Listed:
  • Jeong, Kwang-Seuk
  • Kim, Dong-Kyun
  • Jung, Jong-Mun
  • Kim, Myoung-Chul
  • Joo, Gea-Jae

Abstract

This study was aimed at developing a Temporal Autoregressive Recurrent Neural Network (TARNN) model that could predict time-series changes of phytoplankton dynamics in a regulated river ecosystem in South Korea. In recent years, a large quantity of ecological data has been globally accumulated in habitats monitored by Long-Term Ecological Research (LTER), and that data enabled ecologists to apply non-linear data-driven ecological modelling algorithms to their systems. Numerous studies have reported that empirical modelling algorithms such as Artificial Neural Networks (ANNs) were superior to conventional models in applicability, especially for systems where underlying ecological relationship was not fully understood. However, in order to process sufficient information from the target ecosystem or entity, the size of empirical models tended to become larger by applying diverse state variables or forcing functions to the models. Despite the fact that the developed models empirically had accurate performance in prediction or classification of target data, they are occasionally not free from complex structures (e.g., large number of input variables). The TARNN algorithm used in this study can be an alternative solution to overcome the increasing size and structural complexity of the models, based on model performance, which is hardly found in freshwater ecology. In this study, the performance of TARNN for freshwater ecological data was evaluated by being applied to two types of data sets of phytoplankton dynamics. The first data encompassed intensive seasonality (monthly averaged biovolume of Stephanodiscus hantzschii) which proliferated and dominated the algal assemblage (ca. 90%) annually in the lower Nakdong River during winters. The other data was daily sampled phytoplankton biomass (chlorophyll a) in which significant seasonality did not reside. The predictability of two TARNN models was compared with appropriate statistical models, i.e., data with seasonality was modelled by Seasonal Auto-Regressive Integrated Moving Average (SARIMA), and the other data with Simple Exponential Smoothing. In both cases of data sets, the TARNN models outperformed the statistical methods in accuracy of prediction (TARNN, r2>0.9 for both seasonal and non-seasonal testing data sets; both statistical models, r2<0.3 for the testing data sets). Especially, the capacity of prediction using the TARNN algorithm was not decreased by the absence of seasonality. Through the presented results, it can be assumed that TARNN can process non-linear autoregressive analysis successfully for ecological data. The development of non-linear autoregressive models for phytoplankton prediction can suggest more efficient direction for water quality management approaches of freshwater systems with long-term database. A real-time forecasting system for algal proliferation, one of the state-of-the-art predicting systems, can be identified using the linkage between the modelling technique and telemetry.

Suggested Citation

  • Jeong, Kwang-Seuk & Kim, Dong-Kyun & Jung, Jong-Mun & Kim, Myoung-Chul & Joo, Gea-Jae, 2008. "Non-linear autoregressive modelling by Temporal Recurrent Neural Networks for the prediction of freshwater phytoplankton dynamics," Ecological Modelling, Elsevier, vol. 211(3), pages 292-300.
  • Handle: RePEc:eee:ecomod:v:211:y:2008:i:3:p:292-300
    DOI: 10.1016/j.ecolmodel.2007.09.029
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304380007004516
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ecolmodel.2007.09.029?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Pai, Ping-Feng & Lin, Chih-Sheng, 2005. "A hybrid ARIMA and support vector machines model in stock price forecasting," Omega, Elsevier, vol. 33(6), pages 497-505, December.
    2. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Huang, Jiacong & Gao, Junfeng & Liu, Jutao & Zhang, Yinjun, 2013. "State and parameter update of a hydrodynamic-phytoplankton model using ensemble Kalman filter," Ecological Modelling, Elsevier, vol. 263(C), pages 81-91.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Muneeb Ahmad & Yousaf Ali Khan & Chonghui Jiang & Syed Jawad Haider Kazmi & Syed Zaheer Abbas, 2023. "The impact of COVID‐19 on unemployment rate: An intelligent based unemployment rate prediction in selected countries of Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 528-543, January.
    2. Tanujit Chakraborty & Ashis Kumar Chakraborty & Munmun Biswas & Sayak Banerjee & Shramana Bhattacharya, 2021. "Unemployment Rate Forecasting: A Hybrid Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 183-201, January.
    3. Aslanidis, Nektarios & Christiansen, Charlotte, 2012. "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
    4. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
    5. Kamaladdin Fataliyev & Aneesh Chivukula & Mukesh Prasad & Wei Liu, 2021. "Stock Market Analysis with Text Data: A Review," Papers 2106.12985, arXiv.org, revised Jul 2021.
    6. Kurmaş Akdoğan, 2017. "Unemployment hysteresis and structural change in Europe," Empirical Economics, Springer, vol. 53(4), pages 1415-1440, December.
    7. Gomes, Orlando, 2009. "Stability under learning: The endogenous growth problem," Economic Modelling, Elsevier, vol. 26(5), pages 807-816, September.
    8. Alessandra Canepa, & Karanasos, Menelaos & Paraskevopoulos, Athanasios & Chini, Emilio Zanetti, 2022. "Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202212, University of Turin.
    9. Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2021. "Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 11(1), pages 49-60.
    10. Cheng, Che-Hui & Wu, Po-Chin, 2013. "Nonlinear earnings persistence," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 156-168.
    11. Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CREATES Research Papers 2013-32, Department of Economics and Business Economics, Aarhus University.
    12. Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
    13. Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan, 2013. "Forecasting Stock Market Volatility: A Forecast Combination Approach," MPRA Paper 46786, University Library of Munich, Germany.
    14. Crone, Sven F. & Hibon, Michèle & Nikolopoulos, Konstantinos, 2011. "Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction," International Journal of Forecasting, Elsevier, vol. 27(3), pages 635-660.
    15. Tej Bahadur Shahi & Ashish Shrestha & Arjun Neupane & William Guo, 2020. "Stock Price Forecasting with Deep Learning: A Comparative Study," Mathematics, MDPI, vol. 8(9), pages 1-15, August.
    16. Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017. "Macro-financial linkages: the role of liquidity dependence," Bank of Russia Working Paper Series wps24, Bank of Russia.
    17. Dat Thanh Tran & Martin Magris & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2017. "Tensor Representation in High-Frequency Financial Data for Price Change Prediction," Papers 1709.01268, arXiv.org, revised Nov 2017.
    18. Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
    19. Zuzanna Karolak, 2021. "Energy prices forecasting using nonlinear univariate models," Bank i Kredyt, Narodowy Bank Polski, vol. 52(6), pages 577-598.
    20. Vito Polito & Yunyi Zhang, 2021. "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series 9395, CESifo.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecomod:v:211:y:2008:i:3:p:292-300. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/ecological-modelling .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.