Evaluation of Time Series Models in Simulating Different Monthly Scales of Drought Index for Improving Their Forecast Accuracy

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • Shahab S. Band - , National Yunlin University of Science and Technology (Author)
  • Hojat Karami - , Semnan University (Author)
  • Yong Wook Jeong - , Sejong University (Author)
  • Mohsen Moslemzadeh - , Semnan University (Author)
  • Saeed Farzin - , Semnan University (Author)
  • Kwok Wing Chau - , Hong Kong Polytechnic University (Author)
  • Sayed M. Bateni - , University of Hawai'i at Mānoa (Author)
  • Amir Mosavi - , TUD Dresden University of Technology, Óbuda University, University of Public Service, Slovak University of Technology (Author)

Abstract

Drought is regarded as one of the most intangible and creeping natural disasters, which occurs in almost all climates, and its characteristics vary from region to region. The present study aims to investigate the effect of differentiation operations on improving the static and modeling accuracy of the drought index time series and after selecting the best selected model, evaluate drought severity and duration, as well as predict future drought behavior, in Semnan city. During this process, the effect of time series on modeling different monthly scales of drought index was analyzed, as well as the effect of differencing approach on stationarity improvement and prediction accuracy of the models. First, the stationarity of time series data related to a one-month drought index is investigated. By using seasonal, non-seasonal, and hybrid differencing, new time series are created to examine the improvement of the stationarity of these series through analyzing the ACF diagram and generalized Dickey–Fuller test. Based on the results, hybrid differencing indicates the best degree of stability. Then, the type and number of states required to evaluate the models are determined, and finally, the best prediction model is selected by applying assessment criteria. In the following, the same stages are analyzed for the drought index time series data derived from 6-month rainfall data. The results reveal that the SARIMA (2,0,2) (1,1,1)6 model with calibration assessment criteria of MAE = 0.510, RMSE = 0.752, and R = 0.218 is the best model for one-month data from seasonal differencing series. In addition to identifying and introducing the best time series model related to the six-month drought index data (SARIMA (3,0,5) (1,1,1)6 seasonal model with assessment criteria of MAE = 0.430, RMSE = 0.588, and R = 0.812), the results highlight the increased prediction accuracy of the six-month time series model by 4 times the correlation coefficient in the calibration section and 8 times that in the validation section, respectively, relative to the one-month state. After modeling and comparing the results of the drought index between the selected model and the reality of the event, the severity and duration of the drought were also examined, and the results indicated a high agreement. Finally by applying the best six-month drought index model, a predicted series of the SPI drought index for the next 24 months is created.

Details

Original languageEnglish
Article number839527
Number of pages15
JournalFrontiers in earth science
Volume10
Publication statusPublished - 28 Feb 2022
Peer-reviewedYes

Keywords

ASJC Scopus subject areas

Keywords

  • differencing, drought index, forecasting, standard precipitation, time series

Library keywords