Implementing a new fully stepwise decomposition-based sampling technique for the hybrid water level forecasting model in real-world application

TL;DR

This paper introduces a novel Fully Stepwise Decomposition-Based sampling technique that improves water level forecasting accuracy by preventing future data leakage in decomposition methods like VMD and SSA.

Contribution

The paper presents a new FSDB sampling method that enhances decomposition-based water level forecasting models without introducing future information.

Findings

NSE increased by up to 28.8% with VMD using FSDB.

NSE improved by up to 3.2% with SSA using FSDB.

FSDB technique outperforms existing sampling methods in real-world water level prediction.

Abstract

Various time variant non-stationary signals need to be pre-processed properly in hydrological time series forecasting in real world, for example, predictions of water level. Decomposition method is a good candidate and widely used in such a pre-processing problem. However, decomposition methods with an inappropriate sampling technique may introduce future data which is not available in practical applications, and result in incorrect decomposition-based forecasting models. In this work, a novel Fully Stepwise Decomposition-Based (FSDB) sampling technique is well designed for the decomposition-based forecasting model, strictly avoiding introducing future information. This sampling technique with decomposition methods, such as Variational Mode Decomposition (VMD) and Singular spectrum analysis (SSA), is applied to predict water level time series in three different stations of Guoyang and Chaohu basins in China. Results of VMD-based hybrid model using FSDB sampling technique show that Nash-Sutcliffe Efficiency (NSE) coefficient is increased by 6.4%, 28.8% and 7.0% in three stations respectively, compared with those obtained from the currently most advanced sampling technique. In the meantime, for series of SSA-based experiments, NSE is increased by 3.2%, 3.1% and 1.1% respectively. We conclude that the newly developed FSDB sampling technique can be used to enhance the performance of decomposition-based hybrid model in water level time series forecasting in real world.