Skip to main content

A Robustness Analysis of Different Nonlinear Autoregressive Networks Using Monte Carlo Simulations for Predicting High Fluctuation Rainfall

  • Conference paper
  • First Online:
Micro-Electronics and Telecommunication Engineering

Part of the book series: Lecture Notes in Networks and Systems ((LNNS,volume 106))

Abstract

In this study, the main objective is to carry out the robustness analysis of an artificial intelligence (AI) approach, namely nonlinear autoregressive neural networks (NAR) using Monte Carlo simulations for predicting the high fluctuation rainfall. Various algorithms of the NAR including Levenberg–Marquardt (LM), Bayesian regularization (BR) and scaled conjugate gradient (SCG) were developed. Statistical criteria, namely coefficient of determination (R2), root mean squared error (RMSE) and mean absolute error (MAE), were used to quantify the impact of fluctuations on the prediction output. Results showed that SCG algorithm was not sufficiently robust, while LM and BR methods exposed a strong capability in forecasting daily rainfall. In addition, prediction using BR was slightly better than LM, especially in terms of standard deviation of R2, RMSE and MAE distributions over 500 Monte Carlo realizations.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 219.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 279.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 279.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Dash Y, Mishra SK, Sahany S, Panigrahi BK (2018) Indian summer monsoon rainfall prediction: a comparison of iterative and non-iterative approaches. Appl Soft Comput 70:1122–1134. https://doi.org/10.1016/j.asoc.2017.08.055

    Article  Google Scholar 

  2. Hartmann H, Snow JA, Stein S, Su B, Zhai J, Jiang T, Krysanova V, Kundzewicz ZW (2016) Predictors of precipitation for improved water resources management in the Tarim River basin: creating a seasonal forecast model. J Arid Environ 125:31–42. https://doi.org/10.1016/j.jaridenv.2015.09.010

    Article  Google Scholar 

  3. Haddad MS (2011) Capacity choice and water management in hydroelectricity systems. Energy Econ 33:168–177. https://doi.org/10.1016/j.eneco.2010.05.005

    Article  Google Scholar 

  4. Toda K (2007) Urban flooding and measures. J Disaster Res 2:143–152. https://doi.org/10.20965/jdr.2007.p0143

    Article  Google Scholar 

  5. Pham BT, Bui DT, Prakash I, Dholakia MB (2017) Hybrid integration of multilayer perceptron neural networks and machine learning ensembles for landslide susceptibility assessment at Himalayan area (India) using GIS. CATENA 149:52–63. https://doi.org/10.1016/j.catena.2016.09.007

    Article  Google Scholar 

  6. Villarini G, Seo B-C, Serinaldi F, Krajewski WF (2014) Spatial and temporal modeling of radar rainfall uncertainties. Atmos Res 135–136:91–101. https://doi.org/10.1016/j.atmosres.2013.09.007

    Article  Google Scholar 

  7. Sang XL, Su YZ, Xiao HJ, Wang H, Xu JX (2013) Prediction of rainfall in Da-Dong-Yong hydrologic station based on wavelet neural network. https://www.scientific.net/AMR.726-731.3279

  8. Darji MP, Dabhi VK, Prajapati HB (2015) Rainfall forecasting using neural network: a survey. In: 2015 international conference on advances in computer engineering and applications, pp 706–713

    Google Scholar 

  9. Abbot J, Marohasy J (2017) Skilful rainfall forecasts from artificial neural networks with long duration series and single-month optimization. Atmos Res 197:289–299. https://doi.org/10.1016/j.atmosres.2017.07.015

    Article  Google Scholar 

  10. Haviluddin M, Hardwinarto S., Sumaryono Aipassa M (2015) Rainfall monthly prediction based on artificial neural network: a case study in Tenggarong Station, East Kalimantan—Indonesia. Procedia Comput Sci 59:142–151. https://doi.org/10.1016/j.procs.2015.07.528

  11. Chattopadhyay S (2006) Anticipation of summer monsoon rainfall over India by artificial neural network with conjugate gradient descent learning. arXiv:nlin/0611010

  12. Chand RV (2006) Modelling and prediction of rainfall using artificial neural network and ARIMA techniques. J Ind Geophys Union 10(2):141–151

    Google Scholar 

  13. Dabhi VK, Chaudhary S Hybrid wavelet-postfix-GP model for rainfall prediction of Anand Region of India. https://www.hindawi.com/journals/aai/2014/717803/

  14. Guhathakurta P (2008) Long lead monsoon rainfall prediction for meteorological sub-divisions of India using deterministic artificial neural network model. Meteorol Atmos Phys 101:93–108

    Article  Google Scholar 

  15. Billings SA (2013) Nonlinear system identification: NARMAX methods in the time, frequency, and spatio-temporal domains. Wiley

    Google Scholar 

  16. Wu CL, Chau KW, Fan C (2010) Prediction of rainfall time series using modular artificial neural networks coupled with data-preprocessing techniques. J Hydrol 389:146–167

    Article  Google Scholar 

  17. Potdar K, Kinnerkar R (2017) A non-linear autoregressive neural network model for forecasting Indian index of industrial production. In: 2017 IEEE region 10 symposium (TENSYMP), pp 1–5

    Google Scholar 

  18. Islam MP, Morimoto T (2017) Non-linear autoregressive neural network approach for inside air temperature prediction of a pillar cooler. Int J Green Energy 14:141–149. https://doi.org/10.1080/15435075.2016.1251925

    Article  Google Scholar 

  19. Willmott CJ, Matsuura K (2005) Advantages of the mean absolute error (MAE) over the root mean square error (RMSE) in assessing average model performance. Climate Res 30:79–82. https://doi.org/10.3354/cr030079

    Article  Google Scholar 

  20. Hagan MT, Menhaj MB (1994) Training feedforward networks with the Marquardt algorithm. IEEE Trans Neural Netw 5:989–993. https://doi.org/10.1109/72.329697

    Article  Google Scholar 

  21. Sharma A, Goyal MK (2017) A comparison of three soft computing techniques, Bayesian regression, support vector regression, and wavelet regression, for monthly rainfall forecast. J Intell Syst 26:641–655. https://doi.org/10.1515/jisys-2016-0065

    Article  Google Scholar 

  22. Møller MF (1993) A scaled conjugate gradient algorithm for fast supervised learning. Neural Netw. 6:525–533. https://doi.org/10.1016/S0893-6080(05)80056-5

    Article  Google Scholar 

  23. Mordechai S (2011) Applications of Monte Carlo method in science and engineering

    Google Scholar 

  24. Soize C (2005) Random matrix theory for modeling uncertainties in computational mechanics. Comput Methods Appl Mech Eng 194:1333–1366. https://doi.org/10.1016/j.cma.2004.06.038

    Article  MathSciNet  MATH  Google Scholar 

  25. Kayri M (2016) Predictive abilities of Bayesian regularization and Levenberg–Marquardt algorithms in artificial neural networks: a comparative empirical study on social data. Math Comput Appl 21:20. https://doi.org/10.3390/mca21020020

    Article  MathSciNet  Google Scholar 

  26. Okut H, Gianola D, Rosa GJM, Weigel KA (2011) Prediction of body mass index in mice using dense molecular markers and a regularized neural network. Genet Res (Camb) 93:189–201. https://doi.org/10.1017/S0016672310000662

    Article  Google Scholar 

  27. Okut H, Wu X-L, Rosa GJ, Bauck S, Woodward BW, Schnabel RD, Taylor JF, Gianola D (2013) Predicting expected progeny difference for marbling score in Angus cattle using artificial neural networks and Bayesian regression models. Genet Sel Evol 45:34. https://doi.org/10.1186/1297-9686-45-34

    Article  Google Scholar 

  28. Bruneau P, McElroy NR (2006) logD7.4 modeling using Bayesian regularized neural networks. Assessment and correction of the errors of prediction. J Chem Inf Model 46:1379–1387. https://doi.org/10.1021/ci0504014

  29. Saini LM (2008) Peak load forecasting using Bayesian regularization, resilient and adaptive backpropagation learning based artificial neural networks. Electr Power Syst Res 78:1302–1310. https://doi.org/10.1016/j.epsr.2007.11.003

    Article  Google Scholar 

  30. Lauret P, Fock E, Randrianarivony RN, Manicom-Ramsamy J-F (2008) Bayesian neural network approach to short time load forecasting. Energy Convers Manag 49:1156–1166. https://doi.org/10.1016/j.enconman.2007.09.009

    Article  Google Scholar 

  31. Ticknor JL (2013) A Bayesian regularized artificial neural network for stock market forecasting. Expert Syst Appl 40:5501–5506. https://doi.org/10.1016/j.eswa.2013.04.013

    Article  Google Scholar 

Download references

Conflict of Interest

The author declares no conflict of interest.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Binh Thai Pham .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2020 Springer Nature Singapore Pte Ltd.

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Le, TT., Pham, B.T., Le, V.M., Ly, HB., Le, L.M. (2020). A Robustness Analysis of Different Nonlinear Autoregressive Networks Using Monte Carlo Simulations for Predicting High Fluctuation Rainfall. In: Sharma, D.K., Balas, V.E., Son, L.H., Sharma, R., Cengiz, K. (eds) Micro-Electronics and Telecommunication Engineering. Lecture Notes in Networks and Systems, vol 106. Springer, Singapore. https://doi.org/10.1007/978-981-15-2329-8_21

Download citation

  • DOI: https://doi.org/10.1007/978-981-15-2329-8_21

  • Published:

  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-15-2328-1

  • Online ISBN: 978-981-15-2329-8

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics