Enhancing drought prediction precision with EEMD-ARIMA modeling based on standardized precipitation index
Reza Rezaiy, Ani Shabri
Abstract
Abstract This study introduces ensemble empirical mode decomposition (EEMD) coupled with the autoregressive integrated moving average (ARIMA) model for drought prediction. In the realm of drought forecasting, we assess the EEMD-ARIMA model against the traditional ARIMA approach, using monthly precipitation data from January 1970 to December 2019 in Herat province, Afghanistan. Our evaluation spans various timescales of standardized precipitation index (SPI) 3, SPI 6, SPI 9, and SPI 12. Statistical indicators like root-mean-square error, mean absolute error (MAE), mean absolute percentage error (MAPE), and R2 are employed. To comprehend data features thoroughly, each SPI series initially computed from the original monthly precipitation time series. Subsequently, each SPI undergoes decomposition using EEMD, resulting in intrinsic mode functions (IMFs) and one residual series. The next step involves forecasting each IMF component and residual using the corresponding ARIMA model. To create an ensemble forecast for the initial SPI series, the predicted outcomes of the modeled IMFs and residual series are finally added. Results indicate that EEMD-ARIMA significantly enhances drought forecasting accuracy compared to conventional ARIMA model.