Massive feature extraction for explaining and foretelling hydroclimatic time series forecastability at the global scale

TL;DR

This study investigates the relationship between descriptive features of hydroclimatic time series and their forecastability, using a large global dataset and a comprehensive set of methods to improve understanding of hydroclimatic predictability patterns.

Contribution

It introduces a systematic framework combining new descriptive features and diverse forecasting methods to analyze hydroclimatic forecastability at the global scale.

Findings

Identified key features linked to forecastability patterns.

Demonstrated the framework's effectiveness across diverse hydroclimatic regimes.

Provided global-scale insights into hydroclimatic predictability.

Abstract

Statistical analyses and descriptive characterizations are sometimes assumed to be offering information on time series forecastability. Despite the scientific interest suggested by such assumptions, the relationships between descriptive time series features (e.g., temporal dependence, entropy, seasonality, trend and linearity features) and actual time series forecastability (quantified by issuing and assessing forecasts for the past) are scarcely studied and quantified in the literature. In this work, we aim to fill in this gap by investigating such relationships, and the way that they can be exploited for understanding hydroclimatic forecastability and its patterns. To this end, we follow a systematic framework bringing together a variety of -- mostly new for hydrology -- concepts and methods, including 57 descriptive features and nine seasonal time series forecasting methods (i.e., one simple, five exponential smoothing, two state space and one automated autoregressive fractionally integrated moving average methods). We apply this framework to three global datasets originating from the larger Global Historical Climatology Network (GHCN) and Global Streamflow Indices and Metadata (GSIM) archives. As these datasets comprise over 13 000 monthly temperature, precipitation and river flow time series from several continents and hydroclimatic regimes, they allow us to provide trustable characterizations and interpretations of 12-month ahead hydroclimatic forecastability at the global scale...