A hybrid neural network and ARIMA model for water quality time series prediction

Accurate predictions of time series data have motivated the researchers to develop innovative models for water resources management. Time series data often contain both linear and nonlinear patterns. Therefore, neither ARIMA nor neural networks can be adequate in modeling and predicting time series data. The ARIMA model cannot deal with nonlinear relationships while the neural network model alone is not able to handle both linear and nonlinear patterns equally well. In the present study, a hybrid ARIMA and neural network model is proposed that is capable of exploiting the strengths of traditional time series approaches and artificial neural networks. The proposed approach consists of an ARIMA methodology and feed-forward, backpropagation network structure with an optimized conjugated training algorithm. The hybrid approach for time series prediction is tested using 108-month observations of water quality data, including water temperature, boron and dissolved oxygen, during 1996-2004 at Buyuk Menderes river, Turkey. Specifically, the results from the hybrid model provide a robust modeling framework capable of capturing the nonlinear nature of the complex time series and thus producing more accurate predictions. The correlation coefficients between the hybrid model predicted values and observed data for boron, dissolved oxygen and water temperature are 0.902, 0.893, and 0.909, respectively, which are satisfactory in common model applications. Predicted water quality data from the hybrid model are compared with those from the ARIMA methodology and neural network architecture using the accuracy measures. Owing to its ability in recognizing time series patterns and nonlinear characteristics, the hybrid model provides much better accuracy over the ARIMA and neural network models for water quality predictions. (C) 2009 Elsevier Ltd. All rights reserved.