A two‐step‐ahead recurrent neural network for stream‐flow forecasting

Abstract

AbstractIn many engineering problems, such as flood warning systems, accurate multistep‐ahead prediction is critically important. The main purpose of this study was to derive an algorithm for two‐step‐ahead forecasting based on a real‐time recurrent learning (RTRL) neural network that has been demonstrated as best suited for real‐time application in various problems. To evaluate the properties of the developed two‐step‐ahead RTRL algorithm, we first compared its predictive ability with least‐square estimated autoregressive moving average with exogenous inputs (ARMAX) models on several synthetic time‐series. Our results demonstrate that the developed two‐step‐ahead RTRL network has efficient ability to learn and has comparable accuracy for time‐series prediction as the refitted ARMAX models. We then investigated the two‐step‐ahead RTRL network by using the rainfall–runoff data of the Da‐Chia River in Taiwan. The results show that the developed algorithm can be successfully applied with high accuracy for two‐step‐ahead real‐time stream‐flow forecasting. Copyright © 2003 John Wiley & Sons, Ltd.