Monthly streamflow forecasting based on hidden Markov model and Gaussian Mixture Regression

By Yongqi Liu, L. Ye, Hui Qin, X. Hong, Jiajun Ye, Xingli Yin. Journal of Hydrology, 2018

78 citations recorded by the source corpus.

Abstract Reliable streamflow forecasts can be highly valuable for water resources planning and management. In this study, we combined a hidden Markov model (HMM) and Gaussian Mixture Regression (GMR) for probabilistic monthly streamflow forecasting. The HMM is initialized using a kernelized K-medoids clustering method, and the Baum–Welch algorithm is then executed to learn the model parameters. GMR derives a conditional probability distribution for the predictand given covariate information, including the antecedent flow at a local station and two surrounding stations. The performance of HMM–GMR was verified based on the mean square error and continuous ranked probability score skill scores. The reliability of the forecasts was assessed by examining the uniformity of the probability integral transform values. The results show that HMM–GMR obtained reasonably high skill scores and the uncertainty spread was appropriate. Different HMM states were assumed to be different climate conditions, which would lead to different types of observed values. We demonstrated that the HMM–GMR approach can handle multimodal and heteroscedastic data.

Subfields: Civil and Structural Engineering, Environmental Engineering, Water Science and Technology

View Paper: https://www.semanticscholar.org/paper/a375dc9f62f1bf03a18c9f2de0456ed94dd219d3