IDEAS home Printed from https://ideas.repec.org/a/spr/nathaz/v116y2023i2d10.1007_s11069-022-05781-2.html
   My bibliography  Save this article

Comparison of LSTM network, neural network and support vector regression coupled with wavelet decomposition for drought forecasting in the western area of the DPRK

Author

Listed:
  • Yong-Sik Ham

    (Kim Il Sung University)

  • Kyong-Bok Sonu

    (Kim Il Sung University)

  • Un-Sim Paek

    (Kim Il Sung University)

  • Kum-Chol Om

    (Kim Il Sung University)

  • Sang-Il Jong

    (Kim Il Sung University)

  • Kum-Ryong Jo

    (Kim Il Sung University)

Abstract

Drought forecasting is very important in reducing the drought damage and optimizing water resources. This paper focuses on confirming the advantage of wavelet long short-term memory network (WLSTMN) through comparison with wavelet artificial neural network (WANN) and wavelet support vector regression (WSVR) for drought forecasting in the west area of the Democratic People’s Republic of Korea. The standardized precipitation index with 6 and 12-month timescales (SPI-6 and SPI-12) was used in this study. In order to increase the number of training samples for the development of data-driven models, SPIs were calculated at ten days’ intervals and input data was lagged combinations of time series that decomposed using Haar wavelet mother function at 1–10 decomposition levels. The performances of the three models with several decomposition levels and lags at 1-month lead time were estimated with determination coefficient (R2), Lin's concordance correlation coefficient (LCCC), root-mean-square error (RMSE) and mean absolute error (MAE). Area-averaged performance measures of optimal models show that R2, LCCC, RMSE and MAE of WLSTMN for SPI-6 were 0.709, 0.806, 0.572 and 0.427, respectively, better than those of other models. And R2, LCCC, RMSE and MAE of WLSTMN for SPI-12 were 0.919, 0.950, 0.296 and 0.190, respectively. It has a better performance compared to the other models. Consequently, WLSTMN model for drought indices with two timescales outperformed traditional WANN and WSVR, which have smaller R2 and LCCC, larger RMSE and MAE.

Suggested Citation

  • Yong-Sik Ham & Kyong-Bok Sonu & Un-Sim Paek & Kum-Chol Om & Sang-Il Jong & Kum-Ryong Jo, 2023. "Comparison of LSTM network, neural network and support vector regression coupled with wavelet decomposition for drought forecasting in the western area of the DPRK," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 116(2), pages 2619-2643, March.
  • Handle: RePEc:spr:nathaz:v:116:y:2023:i:2:d:10.1007_s11069-022-05781-2
    DOI: 10.1007/s11069-022-05781-2
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11069-022-05781-2
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11069-022-05781-2?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. Salim Djerbouai & Doudja Souag-Gamane, 2016. "Drought Forecasting Using Neural Networks, Wavelet Neural Networks, and Stochastic Models: Case of the Algerois Basin in North Algeria," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(7), pages 2445-2464, May.
    2. Nason, G.P. & von Sachs, R., 1999. "Wavelets in Time Series Analysis," Papers 9901, Catholique de Louvain - Institut de statistique.
    3. Anshuka Anshuka & Floris F. van Ogtrop & R. Willem Vervoort, 2019. "Drought forecasting through statistical models using standardised precipitation index: a systematic review and meta-regression analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 97(2), pages 955-977, June.
    Full references (including those not matched with items on IDEAS)

    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. Djerbouai Salim & Souag-Gamane Doudja & Ferhati Ahmed & Djoukbala Omar & Dougha Mostafa & Benselama Oussama & Hasbaia Mahmoud, 2023. "Comparative Study of Different Discrete Wavelet Based Neural Network Models for long term Drought Forecasting," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(3), pages 1401-1420, February.
    2. Christian M. Hafner, 2012. "Cross-correlating wavelet coefficients with applications to high-frequency financial time series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(6), pages 1363-1379, December.
    3. Ali Barzkar & Mohammad Najafzadeh & Farshad Homaei, 2022. "Evaluation of drought events in various climatic conditions using data-driven models and a reliability-based probabilistic model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 110(3), pages 1931-1952, February.
    4. Guy Nason & Kara Stevens, 2015. "Bayesian Wavelet Shrinkage of the Haar-Fisz Transformed Wavelet Periodogram," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-24, September.
    5. Anshuka Anshuka & Floris F. Ogtrop & David Sanderson & Simone Z. Leao, 2022. "A systematic review of agent-based model for flood risk management and assessment using the ODD protocol," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 112(3), pages 2739-2771, July.
    6. Ben Moews & J. Michael Herrmann & Gbenga Ibikunle, 2018. "Lagged correlation-based deep learning for directional trend change prediction in financial time series," Papers 1811.11287, arXiv.org, revised Nov 2018.
    7. Jammazi, Rania & Aloui, Chaker, 2012. "Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling," Energy Economics, Elsevier, vol. 34(3), pages 828-841.
    8. Sajjad Abdollahi & Jalil Raeisi & Mohammadreza Khalilianpour & Farshad Ahmadi & Ozgur Kisi, 2017. "Daily Mean Streamflow Prediction in Perennial and Non-Perennial Rivers Using Four Data Driven Techniques," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(15), pages 4855-4874, December.
    9. Bambo Bayo & Shakeel Mahmood, 2023. "Geo-spatial analysis of drought in The Gambia using multiple models," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 117(3), pages 2751-2770, July.
    10. Okan Mert Katipoğlu, 2023. "Prediction of Streamflow Drought Index for Short-Term Hydrological Drought in the Semi-Arid Yesilirmak Basin Using Wavelet Transform and Artificial Intelligence Techniques," Sustainability, MDPI, vol. 15(2), pages 1-24, January.
    11. Alex Dunne & Yuriy Kuleshov, 2023. "Drought risk assessment and mapping for the Murray–Darling Basin, Australia," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 115(1), pages 839-863, January.
    12. Zhao, Xin & Ghaemi Asl, Mahdi & Rashidi, Muhammad Mahdi & Vasa, László & Shahzad, Umer, 2023. "Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 112-131.
    13. Lei Zhang & Wei Song & Wen Song, 2020. "Assessment of Agricultural Drought Risk in the Lancang-Mekong Region, South East Asia," IJERPH, MDPI, vol. 17(17), pages 1-24, August.
    14. Belkhiri, Lazhar, 2021. "Spatial and temporal variability of water stress risk in the Kebir Rhumel Basin, Algeria," Agricultural Water Management, Elsevier, vol. 253(C).
    15. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    16. Stephen Pollock & Iolanda Lo Cascio, 2005. "Orthogonality Conditions for Non-Dyadic Wavelet Analysis," Working Papers 529, Queen Mary University of London, School of Economics and Finance.
    17. Anshuka Anshuka & Floris F. van Ogtrop & R. Willem Vervoort, 2019. "Drought forecasting through statistical models using standardised precipitation index: a systematic review and meta-regression analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 97(2), pages 955-977, June.
    18. Fatemeh Barzegari Banadkooki & Vijay P. Singh & Mohammad Ehteram, 2021. "Multi-timescale drought prediction using new hybrid artificial neural network models," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 106(3), pages 2461-2478, April.
    19. Amato, U. & Antoniadis, A. & De Feis, I., 2006. "Dimension reduction in functional regression with applications," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2422-2446, May.
    20. Kawka, Rafael, 2022. "Convergence of spectral density estimators in the locally stationary framework," Econometrics and Statistics, Elsevier, vol. 24(C), pages 94-115.

    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:spr:nathaz:v:116:y:2023:i:2:d:10.1007_s11069-022-05781-2. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.