Neural networks vs. PARMA modelling: case studies of river flow prediction

This paper presents an constructive neural network model for seasonal stream flow forecasting. This surface water hydrology is basic to the design and operation of the reservoir. If information on the nature of the inflow is determinable in advance, then the reservoir can be operated by some decision rule to minimize downstream flood damage. For this reasons, several companies in the Brazilian Electrical Sector use the linear time-series models such as PARMA (periodic autoregressive moving average) models developed by Box-Jenkins. This paper provides for river flow prediction a numerical comparison between neural networks, called nonlinear sigmoidal regression blocks networks (NSRBN) and PARMA models. The model was implemented to forecast weekly average inflow on an step-ahead basis. It was tested on four hydroelectric plants located in different river basins in Brazil. The results obtained using the NSRBN were better than the results obtained with PARMA models