Prospecting droughts with stochastic artificial neural networks

A non-linear multivariate model based on an artificial neural network multilayer perceptron is presented, that includes a random component. The developed model is applied to generate monthly streamflows, which are used to obtain synthetic annual droughts. The calibration of the model was undertaken using monthly streamflow records of several geographical sites of a basin. The model calibration consisted of training the neural network with the error back-propagation learning algorithm, and adding a normally distributed random noise. The model was validated by comparing relevant statistics of synthetic streamflow series to those of historical records. Annual droughts were calculated from the generated streamflow series, and then the expected values of length, intensity and magnitude of the droughts were assessed. An exercise on identical basis was made applying a second order auto-regressive multivariate model, AR(2), to compare its results with those of the developed model. The proposed model outperforms the AR(2) model in reproducing the future drought scenarios.