CEEMDAN hybridized with LSTM model for forecasting monthly rainfall

Abstract

The risks of severe weather events due to climate changes, including droughts and floods require accurate and timely forecasting of rainfall. But, the rainfall time series contains nonlinear and non-stationary data which lowers the model performance. This paper attempts to solve the nonlinear and non-stationary challenges imposed by the rainfall forecasting models by building a hybrid model based on complete ensemble empirical mode decomposition with Adaptive Noise(CEEMDAN) combined with long short-term memory (LSTM) for forecasting All India monthly rainfall. For monthly rainfall forecasting, homogeneous Indian monthly rainfall time series dataset (1871–2016) is used. Complete ensemble empirical mode decomposition decomposes the rainfall time series data into Intrinsic Mode Functions (IMF) and residual element. Each IMF and residual is forecasted using the LSTM after determining the significant lags. The forecasted intrinsic mode functions and the residual elements are reconstructed to obtain the forecasted rainfall value. The proposed model performance has been verified against existing models. Compared with single LSTM model, the forecasted values prove that the model achieves good performance in predicting monthly rainfall time series.