Comparison of the ARMA, ARIMA, and the autoregressive artificial neural network models in forecasting the monthly inflow of Dez dam reservoir

SummaryThe goal of the present research is forecasting the inflow of Dez dam reservoir by using Auto Regressive Moving Average (ARMA) and Auto Regressive Integrated Moving Average (ARIMA) models while increasing the number of parameters in order to increase the forecast accuracy to four parameters and comparing them with the static and dynamic artificial neural networks. In this research, monthly discharges from 1960 to 2007 were used. The statistics related to first 42 years were used to train the models and the 5 past years were used to forecast. In ARMA and ARIMA models, the polynomial was derived respectively with four and six parameters to forecast the inflow. In the artificial neural network, the radial and sigmoid activity functions were used with several different neurons in the hidden layers. By comparing root mean square error (RMSE) and mean bias error (MBE), dynamic artificial neural network model with sigmoid activity function and 17 neurons in the hidden layer was chosen as the best model for forecasting inflow of the Dez dam reservoir. Inflow of the dam reservoir in the 12 past months shows that ARIMA model had a less error compared with the ARMA model. Static and Dynamic autoregressive artificial neural networks with activity sigmoid function can forecast the inflow to the dam reservoirs from the past 60 months.

► The materials and methods were combined. ► Full form of any abbreviation, were used when using first time in manuscript. ► The authors paid 325$ for editing the manuscript by a professional editing service.