Crisp discharge forecasts and grey uncertainty bands using data-driven models

Abstract

A data-driven artificial neural network (ANN) model and a data-driven evolutionary polynomial regression (EPR) model are here used to set up two real-time crisp discharge forecasting models whose crisp parameters are estimated through the least-square criterion. In order to represent the total uncertainty of each model in performing the forecast, their parameters are then considered as grey numbers. Comparison of the results obtained through the application of the two models to a real case study shows that the crisp models based on ANN and EPR provide similar accuracy for short forecasting lead times; for long forecasting lead times, the performance of the EPR model deteriorates with respect to that of the ANN model. As regards the uncertainty bands produced by the grey formulation of the two data-driven models, it is shown that, in the ANN case, these bands are on average narrower than those obtained by using a standard technique such as the Box–Cox transformation of the errors; in the EPR case, these bands are on average larger. These results therefore suggest that the performance of a grey data-driven model depends on its inner structure and that, for the specific models here considered, the ANN is to be preferred.