Improving long-range hydrological forecasts with extended Kalman filters

Abstract

There is a continuing effort to advance the skill of long-range hydrological forecasts to support water resources decision making. The present study investigates the potential of an extended Kalman filter approach to perform supervised training of a recurrent multilayer perceptron (RMLP) to forecast up to 12-month-ahead lake water levels and streamflows in Canada. The performance of the RMLP was compared with the conventional multilayer perceptron (MLP) using suites of diagnostic measures. The results of the forecasting experiment showed that the RMLP model was able to provide a robust modelling framework capable of describing complex dynamics of the hydrological processes, thereby yielding more accurate and realistic forecasts than the MLP model. The performance of the method in the present study is very promising; however, further investigation is required to ascertain the versatility of the approach in characterizing different water resources and environmental problems. Citation Muluye, G. Y. (2011) Improving long-range hydrological forecasts with extended Kalman filters. Hydrol. Sci. J. 56(7), 1118–1128.