Application of a Hybrid ARIMA–SVR Model Based on the SPI for the Forecast of Drought—A Case Study in Henan Province, China
Dehe Xu, Qi Zhang, Yan Ding, Huiping Huang
Abstract
Abstract Drought forecasts could effectively reduce the risk of drought. Data-driven models are suitable forecast tools because of their minimal information requirements. The motivation for this study is that because most data-driven models, such as autoregressive integrated moving average (ARIMA) models, can capture linear relationships but cannot capture nonlinear relationships they are insufficient for long-term prediction. The hybrid ARIMA–support vector regression (SVR) model proposed in this paper is based on the advantages of a linear model and a nonlinear model. The multiscale standard precipitation indices (SPI: SPI1, SPI3, SPI6, and SPI12) were forecast and compared using the ARIMA model and the hybrid ARIMA–SVR model. The performance of all models was compared using measures of persistence, such as the coefficient of determination, root-mean-square error, mean absolute error, Nash–Sutcliffe coefficient, and kriging interpolation method in the ArcGIS software. The results show that the prediction accuracies of the multiscale SPI of the combined ARIMA–SVR model and the single ARIMA model were related to the time scale of the index, and they gradually increase with an increase in time scale. The predicted value decreases with increase in lead time. Comparing the measured data with the predicted data from the model shows that the combined ARIMA–SVR model had higher prediction accuracy than the single ARIMA model and that the predicted results 1–2 months ahead show reasonably good agreement with the actual data.