Medium-Term Rainfall Forecasts Using Artificial Ne
Medium-Term Rainfall Forecasts Using Artificial Ne
Abstract: In this study, artificial neural network (ANN) models were constructed to predict the rainfall
during May and June for the Han River basin, South Korea. This was achieved using the lagged global
climate indices and historical rainfall data. Monte-Carlo cross-validation and aggregation (MCCVA)
was applied to create an ensemble of forecasts. The input-output patterns were randomly divided into
training, validation, and test datasets. This was done 100 times to achieve diverse data splitting. In
each data splitting, ANN training was repeated 100 times using randomly assigned initial weight
vectors of the network to construct 10,000 prediction ensembles and estimate their prediction
uncertainty interval. The optimal ANN model that was used to forecast the monthly rainfall in May
had 11 input variables of the lagged climate indices such as the Arctic Oscillation (AO), East
Atlantic/Western Russia Pattern (EAWR), Polar/Eurasia Pattern (POL), Quasi-Biennial Oscillation
(QBO), Sahel Precipitation Index (SPI), and Western Pacific Index (WP). The ensemble of the rainfall
forecasts exhibited the values of the averaged root mean squared error (RMSE) of 27.4, 33.6, and 39.5
mm, and the averaged correlation coefficient (CC) of 0.809, 0.725, and 0.641 for the training, validation,
and test sets, respectively. The estimated uncertainty band has covered 58.5% of observed rainfall data
with an average band width of 50.0 mm, exhibiting acceptable results. The ANN forecasting model
for June has 9 input variables, which differed from May, of the Atlantic Meridional Mode (AMM),
East Pacific/North Pacific Oscillation (EPNP), North Atlantic Oscillation (NAO), Scandinavia Pattern
(SCAND), Equatorial Eastern Pacific SLP (SLP_EEP), and POL. The averaged RMSE values are 39.5,
46.1, and 62.1 mm, and the averaged CC values are 0.853, 0.771, and 0.683 for the training, validation,
and test sets, respectively. The estimated uncertainty band for June rainfall forecasts generally has a
coverage of 67.9% with an average band width of 83.0 mm. It can be concluded that the neural network
with MCCVA enables us to provide acceptable medium-term rainfall forecasts and define the
prediction uncertainty interval.
Keywords: medium-term rainfall forecast; artificial neural network; Monte-Carlo cross-validation and
aggregation; prediction uncertainty interval
1. Introduction
Accurate and timely rainfall forecasting is necessary for efficient water resources management,
flood protection, and drought risk mitigation [1]. In particular, rainfall forecasting on a monthly or
seasonal basis has positive effects on effective water resources allocation, water supply planning, and
water demand reduction during a drought period. Medium to long-term rainfall forecasting is an
interesting and challenging matter in the fields of meteorology and hydrology.
In recent years, the use of data-driven techniques such as artificial neural networks (ANNs),
support vector machines (SVMs), and fuzzy logic systems has increased for developing hydrological
and meteorological prediction models. In particular, ANN has been extensively used for rainfall
forecasting because it has the ability to capture the complex nonlinear relationship between input and
output variables without requiring detailed knowledge of the physical process [2].
The performances of ANN models are highly dependent on the selection of appropriate input
variables. Significant efforts are required to determine significant input variables of the model because
their effects on output may not often be known a priori. Large scale climate signals can affect the long-
term rainfall occurrence in a far-distance region [3–5]. Accordingly, many researchers suggested that
neural networks have the potential to well produce monthly and seasonal rainfall forecasts using the
global climate indices as input parameters in many parts of the world. Abbot and Marohasy [6] used
the historical monthly rainfall, atmospheric temperature, and solar data, as well as the lagged climate
indices of the Southern Oscillation Index (SOI), Dipole Mode Index (DMI), Pacific Decadal Oscillation
(PDO), and El Nino Southern Oscillation (ENSO) to forecast the monthly rainfall for locations in
Queensland, Australia. The model was further improved by using forecast values for climate indices
in addition to the lagged ones [7], as well as by extending the forecasting lead times by up to nine
months [8] and twelve months [9] for locations in the Murray Darling basin, Australia. Mekanki, et al.
[1] applied the ANN and multiple regression analysis to forecast the long-term spring rainfall in
Victoria in Australia using the lagged ENSO and Indian Ocean Dipole (IOD) as potential predictors.
They showed that ANNs are better in finding the pattern and the trend of the observations in
comparison to multiple regression models. Kumar et al. [10] used the climate indices of ENSO, the
Equatorial Indian Ocean Oscillation (EQUINOO), and Ocean-Land Temperatures Contrasts (OLTC) as
predictors to forecast the monthly and seasonal (summer monsoon) rainfall for the state of Orissain in
India. Hartmann et al. [11] developed a neural network model to predict the summer rainfall in the
Yangtze River basin in China. This was achieved using the climate indices of the SOI, the East
Atlantic/Western Russia (EA/WR) pattern, and the Scandinavia (SCA) pattern together with other
diverse indices, including the sea surface temperatures, the sea level pressure, and snow data. Yuan et
al. [12] predicted the summer rainfall in some parts of the Yellow River basin in China using ANNs.
The input variables included the North Atlantic Oscillation (NAO), West Pacific (WP) pattern, Polar
Eurasian (POL) pattern, and ENSO (NINO3.4 SSTA). Lee et al. [13] used the lagged climate indices of
EA, NAO, PDO, the East Pacific/North Pacific Oscillation (EP/NP), and the Tropical Northern Atlantic
Index (TNA) of the ANN input to forecast the late spring-early summer rainfall for the Geum River
basin in South Korea. Zahmatkesh and Goharian [14] developed and compared an ANN model and a
decision analysis method to forecast the rainfall one month in advance for western Canadian
watersheds, using a set of large climate signals with different lag times.
Generally, the forecast model performance is evaluated via cross-validation. Most of the above-
mentioned studies used a holdout cross-validation technique in which the learning dataset is divided
into two (training and validation) or three (training, validation, and testing) mutually exclusive subsets.
Lee et al. [13] used a k-fold cross-validation technique that separates the dataset into k disjoint subsets
for similar or nearly similar sizes. This technique trains the model k times with each subset for the
validation set as well as the other parts of the training set, and then, the combined errors were
evaluated. Appropriate data splitting is important for the cross-validation process because the chosen
split can significantly affect the final model performance. An improper data split can lead to high
variance in the prediction model performance. The Monte-Carlo cross-validation method (Picard and
Cook [15]) can be used to overcome the high variance of the model performance, denoted as a repeated
random subsampling or random splitting. Shao [16] has proven that the Monte-Carlo cross-validation
method is asymptotically consistent, and it can increase the probability of selecting the best performing
model. Xu et al. [17] evaluated Monte-Carlo cross-validation for selecting a model and estimating its
Water 2020, 12, 1743 3 of 17
prediction ability. Barrow and Crone [18] proposed the Monte-Carlo cross-validation and aggregation
(MCCVA) method for combining neural network forecasts, which combines bootstrapping and cross-
validation in a single approach through the repeated random splitting of the original learning data into
mutually disjoint datasets for training and validation. However, the Monte-Carlo cross-validation
method does not significantly focus on the ANN-based medium to long-term rainfall forecasting. Our
study uses the MCCVA method to generate an ensemble of forecasts, and it evaluates the performance
of the rainfall forecasting model.
The objective of this study is to develop practical ANN models using MCCVA to forecast the
rainfall for the Han River basin in South Korea during May and June. This time period was selected
because this is when agricultural water demand abruptly increases and severe droughts in recent years
have occurred during both months. The monthly global climate indices and past rainfall data with
different lag times are determined as the predictors of the ANN models. The MCCVA method is used
for random subsampling to split the entire dataset, create diverse networks, and evaluate the general
performance of the resulting ensemble of rainfall forecasts. In addition, the output uncertainty arising
from the variability of the network parameters is assessed by constructing the prediction interval.
2.1. Data
The study area of the Han River basin (Figure 1) is located in the central region of the Korean
Peninsula. A substantial proportion of the basin, 86.1% of the total area of 34,428 km2, is located in South
Korea, and the remainder is located in North Korea.
The South Korea’s Ministry of the Environment provides the area-averaged rainfall data along the
basin scale. The data was calculated by using the Thiessen method so that the rainfall was measured at
gauging points within and around the basin. The historical monthly area-averaged rainfall data for the
Han River basin has been recorded since 1966, and it was obtained from the Water Resources
Information System [19].
The choice of appropriate input variables is crucial in prediction modeling. Generally, the selection
of input variables is based on a priori knowledge of causal variables [20]. Kim et al. [21] investigated
the relationships between the large-scale atmospheric teleconnection and the warm season hydro-
Water 2020, 12, 1743 4 of 17
climatology in the Han River basin. They found that the East Atlantic/Western Russia Pattern (EAWR)
and East Atlantic Pattern (EA) patterns show a significant relationship with the regional precipitation
and streamflow. Kim et al. [22] analyzed the past and future extreme weather events and the associated
flow regime of the Han River basin using a variety of local extreme climate indices. However, a priori
knowledge to choose the large-scale climate indices affecting the monthly and seasonal rainfall is not
sufficient to be used for the study area, particularly for the target months (May and June) for this study.
There may exist a large number of potential inputs that affect the rainfall occurrence in May and June
for the target forecast months. Finding the most significant input variables using trial-and-error can be
time-consuming; thus, this study uses a cross-correlation analysis to determine the candidate input
variables that could be potentially related to a target rainfall occurrence.
Large-scale climate indices have been widely used for seasonal predictions because these indices
compactly can express the regional variabilities of the atmosphere and the surface of the land and ocean
[23]. These climate indices are updated on a monthly basis by the climate prediction center (CPC) under
the National Oceanic and Atmospheric Administration (NOAA). Users can easily obtain information
on the various climate indices from the website [24]. Many climate indices have been provided from
1950 to the present. In this study, the potential climate indices data for 54 years from 1965 to 2018 were
collected and are summarized in Table 1. For this study, the data length was extended by one year in
the past from the period for the used areal rainfall data.
North Tropical Atlantic The time series of the SST anomalies averaged over 60° W to 20° W, 6° N to
NTA
SST Index 18° N and 20° W to 10° W, 6° N to 10° N
The three-month running mean of the NOAA ERSST.V5 SST anomalies in the
ONI Oceanic Niño Index
Niño 3.4 region
Pacific decadal oscillation over 7°0 N–60° S, 60° W–100° E
PDO Pacific Decadal Oscillation The leading principal component (PC) of the monthly SST anomalies in the
North Pacific Ocean
One of the most prominent modes of low-frequency variability in the
PNA Pacific American Index
Northern Hemisphere extratropics
The most prominent mode of low-frequency variability during December and
POL Polar/Eurasia Pattern
February
A quasi-periodic oscillation of the equatorial zonal wind between the
QBO Quasi-biennial Oscillation easterlies and westerlies in the tropical stratosphere with a mean period of 28
to 29 months
A primary circulation center over Scandinavia, with weaker centers that have
SCAND Scandinavia Pattern
an opposite sign over western Europe and eastern Russia/western Mongolia
Darwin Sea Level
SLP_D Sea level pressure at Darwin at 13° S, 131° E
Pressure
Equatorial Eastern Pacific
SLP_E Standardized sea level pressure over the equatorial eastern Pacific region
Sea Level Pressure
Indonesia Sea Level Standardized sea level pressure anomalies over the equatorial Indonesia
SLP_I
Pressure region (5° N–5° S,90° E–140° E)
SLP_T Tahiti Sea Level Pressure Sea level pressure at Tahiti at 18° S, 150° W
Southern Oscillation
SOI Difference between the sea level pressure at Tahiti and Darwin
Index
The standardized anomaly of the difference between the area-average
SOI_EQ Equatorial SOI monthly sea level pressure in an area of the eastern equatorial Pacific (80° W–
130° W, 5° N–5° S) and an area over Indonesia (90° E–140° E, 5° N–5° S)
The 10.7 cm solar flux data provided by the National Research Council of
SOLAR Solar Flux
Canada
Tropical northern Atlantic SST over 25° N–5° N, 15° W–55° W
Tropical Northern
TNA Anomaly of the average of the monthly SST from 5.5° N to 23.5° N and 15° W
Atlantic Index
to 57.5° W
TNI Trans-Niño Index Index of the El Niño evolution
Tripole Index for
The difference between the SSTA averaged over the central equatorial Pacific
TPI(IPO) Interdecadal Pacific
and the average of the SSTA in the Northwest and Southwest
Oscillation
Tropical Southern Atlantic Tropical southern Atlantic SST over 0° S–20° S, 10° E–30° W
TSA
Index Anomaly of the average of the monthly SST from Eq—20° S and 10° E–30° W
Western Hemisphere Monthly anomaly of the ocean surface area that is warmer than 28.5 °C in the
WHWP
Warm Pool Atlantic and the eastern North Pacific
A primary mode of low-frequency variability over the North Pacific for all
WP Western Pacific Index
months
Using the possible combinations of the collected climate indices to construct the forecasting models
is impractical because the computational works are too extensive. Therefore, candidate climate indices
were initially selected through the cross-correlation analysis. The correlation coefficients were
calculated between each monthly climate index with a lag time from one to twelve months, as well as
the past monthly rainfall data (Han) with a lag time from one to four months and the target rainfall
amounts in the months of May and June. For this study, 13 lagged climate indices that have a correlation
coefficient absolute value higher than 0.2 (including three indices below 0.2) were selected as the
candidate input variables of the ANN models, so they can be trained. Further, the significantly
correlated monthly precipitation data with lag times of three and four months for the May and June
rainfall forecasting models, respectively, were additionally included in the set of the candidate input
variables.
Table 2 presents the candidate input variables, lag times, and the values of the correlation
coefficients. It was determined that the monthly rainfall in May has a maximum positive correlation of
0.338 with a 3-month lagged Han (3), followed by EAWR (3) and WP (5). Meanwhile, it has a maximum
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negative correlation of −0.374 with EAWR (7). The value in parentheses indicates the lag time (months)
in advance. For the June rainfall, a maximum positive correlation of 0.356 is achieved for Han (4), and
the maximum negative correlation of −0.450 is achieved for NAO (6). It is noted that most of the highly
correlated climate indices are different from May and June except that Han and POL are similarly
selected for the candidate input variables. In addition, a quantification of the relative importance of the
variables is made later during the training phase to finally determine the most significant input
variables to be used as the ANN inputs among the selected 14 candidates. The results are described in
Section 3.1.
Table 2. Summary of the selected global climate indices, lag time, and correlation coefficients of the May
and June rainfall.
May June
Climate Index Time Lag Correlation Coefficient Climate Index Time Lag Correlation Coefficient
AO 8 −0.372 AMM 11 0.292
AO 10 0.218 AMM 12 0.311
EAWR 3 0.280 AO 6 −0.292
EAWR 7 −0.374 EPNP 2 0.279
EAWR 10 −0.342 EPNP 7 0.246
NOI 12 −0.173 NAO 6 −0.450
POL 7 0.246 PNA 4 −0.244
POL 12 0.186 POL 12 0.324
QBO 7 −0.242 SCAND 3 −0.327
QBO 8 −0.242 SCAND 10 −0.334
SPI 9 −0.271 SLP_E 6 0.273
WP 5 0.279 SLP_E 3 0.246
WP 12 −0.170 WP 4 0.292
Han 3 0.338 Han 4 0.356
Multicollinearity occurs when two or more explanatory variables are fed into a statistical model
(e.g., multiple regression model) and are highly correlated. This can lead to the inappropriate
identification of relevant predictor variables and the variance inflation. De Veaux and Ungar [25]
pointed out that “neural networks tend to be fairly insensitive to problems of multicollinearity.”
Therefore, the neural network model is regarded to be free from the limit of the statistical regression
model [1], and usually, the collinearity among the predictor variables has not been dealt with when the
machine learning model focuses on the predictive power [26]. However, given that neural networks
are similar to the regression model, multicollinearity can undermine the ability of the machine learning
model as well as the statistical model. To resolve the multicollinearity problem, in general, principal
components have been used [27,28], or any variable that is highly correlated with other variables was
removed in the data-driven model with the evaluation of the variance inflation factor (VIF) values
among the predictors [29].
The present study investigated the multicollinearity by calculating the values of the correlation
coefficients and the VIF between the predictor variables. Among the predictors for the May rainfall
forecasting, QBO (7) and QBO (8) showed a very high correlation coefficient with a value of 0.988 and
VIF = 41.9. The second highest correlation value of 0.428 (VIF = 1.2) occurred between POL (12) and
EAWR (3), and most pairs showed an insignificant correlation that is much less than 0.3 (VIF = 1.0). For
the predictors of the June rainfall forecasting models, the highest correlation of 0.875 (VIF = 4.3) was
found between AMM (11) and AMM (12), followed by 0.706 (VIF = 2.0) that is between NAO (6) and
AO (6), and 0.542 (VIF = 1.4), which is between SLP_E (3) and SLP_E (6). Similar to the case of the May
rainfall forecasting, most pairs exhibited a weak correlation that is below 0.3. According to Lin [30], a
value of VIF that exceeds 5–10 indicates a multicollinearity problem. Therefore, it was determined that
Water 2020, 12, 1743 7 of 17
only one pair of QBO (7) and QBO (8) greatly violates the limit and another pair of AMM (11) and AMM
(12) has a possible multicollinearity problem.
where y� k is the output of the network; xi is the input to the network; wji and wkj are the connecting
weights between the neurons of the input layer and hidden layer as well as between the neurons of the
hidden layer and output layer, respectively; wjb and wkb are the bias of the hidden layer and the
output layer, respectively; and fh and f0 are the activation functions of the hidden layer and output
layer respectively [13,31]. The hyperbolic tangent sigmoid function for fh and the linear function for
f0 were used in this study. The data were normalized within a range of −1.0 to 1.0 while considering
the limits of the selected activation functions. The procedure for developing the ANN models is as
follows: identify the suitable input variables; determine the number of hidden layers and neurons;
estimate the parameter of the network for the training phase; and evaluate the model performance for
the validation/testing phase.
Identification of the most significant influencing input variables is the first step in the development
of the ANN rainfall forecasting model. This study used a technique of relative importance of input
variables used by Lee et al. [13] to determine the appropriate input variables. A preliminary ANN
structure using the 14 candidate input variables selected in Section 2.1 is first assumed. In addition, a
stepwise trial-and-error procedure is used to determine the best and most simple structure by varying
the number of input variables. It starts with the preliminary ANN structure, and it subsequently makes
simpler models by removing insignificant input variables through the analysis of the relative
importance (RI) of the variables. The method selected in this study to determine the RI of the input
variables in the neural networks is the connection weights method [32,33], which has the following
mathematical expression.
𝑛𝑛
where RIi is the relative importance of the variable xi with respect to the output neuron. With this
method, the product of the raw input-hidden weights (wij ) and the hidden-output connection weights
(wjk ) between the neurons are calculated and then the products across all hidden neurons are summed.
The connection weight method has the advantage to consider the direction of the input–output
interaction. A positively or negatively higher value of RI indicates a significant predictor variable for
the output of the neural network model.
As mentioned in Section 2.1, the candidate input variables are determined using cross-correlation
analysis. The number of input variables is set to 14, which is equal to the number of candidate input
variables. Thereafter, the number of inputs is further reduced to construct a more compact network by
finding the most significant input variables during the training and validation processes. A stepwise
removing approach is used to reduce the number of input variables, in which (1) the preliminary
network is trained using all of the candidate input variables; (2) the weakest input variable is
Water 2020, 12, 1743 8 of 17
determined through the analysis of the relative importance of the variables; (3) the network is re-trained
without the input neuron and the relevant weights of the weakest input variable; (4) the relative
importance of the variables is again quantified to find the second-weakest input variable; (5) the
networks are successively trained by removing one weak variable at a time; and (6) finally, the diverse
types of ANN models with different numbers of input variables were determined, and their
performances were compared to find the optimal number of input neurons.
Determining the appropriate numbers of the hidden layers and their neurons is another important
step in building the ANN architecture. This is important for capturing the complex and nonlinear
relationships between diverse input and output variables and achieving a good network performance.
For this study, one hidden layer was set for simplicity, and it tested 2–10 neurons for this layer. This
study applied a trial-and-error approach to determine the optimal number of hidden nodes and
preferred the least number of neurons for the final model if there is no noticeable difference in the
model performance.
The MCCVA method is applied to create a diversity of the training dataset, obtain an ensemble of
the forecasts, and to estimate the prediction errors while considering the uncertainty from random
splitting patterns (random subsampling) as well as the random initialization of the network weights.
The entire original input–output patterns were randomly subsampled without replacement to compose
the training dataset for estimating the model parameters, the validation dataset for early stopping to
avoid any over-fitting, and the testing dataset to evaluate the model’s general performance. In this
study, a total of 53 patterns of monthly input–output data were randomly split into three parts: 60% of
the data for training, 20% for validation, and the remaining 20% for test datasets. The weights between
the neurons were initialized with a set of random values for starting the training that also produces
variability of the outputs. Neural networks were repeatedly trained (10,000 times) using 100 sets of
randomly subsampled data and 100 sets of initial weight vectors under the chosen numbers of input
variables and hidden neurons
This study aimed to determine the optimal number of input variables of the ANN model to
produce the best performance. The weakest input variable was removed from the input nodes to obtain
a simpler network geometry. The training was conducted by putting off the weakest input variable,
and the relative importance of the input variables was analyzed again. This procedure was iteratively
conducted, initially starting with 14 input variables until the number of inputs decreased to four. This
was achieved by removing the least influential input variable after every iteration. Tables 3 and 4
present the summaries of the values of the RI for each input variable for 11 types of models with
different numbers of input variables. The blanks represent the weakest input variable for each type of
model to be removed from the networks. Here, ANN-M and ANN-J mean the ANN rainfall forecasting
model for May and June, respectively.
Table 3. Summary of the relative importance (RI) values of the input variables for the ANN-M models.
No
AO (8)AO (10)EAWR (3)EAWR (7) EAWR (10)NOI (12)POL (7)POL (12)QBO (7)QBO (8)SPI (9)WP (5)WP (12)Han (3)
of Input
14 −0.165 0.126 0.035 −0.257 −0.166 −0.178 0.188 0.073 −0.138 −0.084 −0.176 0.196 −0.125 0.211
13 −0.156 0.092 −0.225 −0.175 −0.155 0.159 0.077 −0.133 −0.066 −0.178 0.196 −0.144 0.221
12 −0.157 0.133 −0.248 −0.173 −0.172 0.171 0.062 −0.185 −0.189 0.197 −0.139 0.209
11 −0.170 0.147 −0.242 −0.187 −0.211 0.197 0.069 −0.212 −0.208 0.179 0.242
10 −0.178 0.144 −0.232 −0.193 −0.179 0.196 −0.193 −0.203 0.174 0.245
9 −0.181 −0.227 −0.176 −0.176 0.138 −0.176 −0.171 0.152 0.256
8 −0.173 −0.221 −0.181 −0.150 −0.178 −0.150 0.158 0.271
7 −0.192 −0.188 −0.215 −0.183 −0.176 0.1759 0.288
6 −0.201 −0.261 −0.219 −0.178 0.214 0.294
5 −0.241 −0.234 −0.213 0.198 0.288
4 −0.250 −0.295 −0.222 0.263
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Table 4. Summary of the RI values of the input variables for the ANN-J models.
No. of AMM AMM AO EPNP EPNP NAO PNA POL SCAND SCAND SLP_E SLP_E WP Han
Input (11) (12) (6) (2) (7) (6) (4) (12) (3) (10) (6) (3) (4) (4)
14 0.043 0.254 −0.113 0.289 0.226 −0.218 −0.040 0.183 −0.239 −0.279 0.111 0.187 0.023 0.366
13 0.051 0.275 −0.132 0.309 0.221 −0.220 −0.040 0.169 −0.244 −0.323 0.100 0.174 0.340
12 0.012 0.318 −0.126 0.359 0.228 −0.261 0.208 −0.277 −0.377 0.108 0.220 0.401
11 0.327 −0.122 0.348 0.220 −0.286 0.227 −0.280 −0.392 0.100 0.247 0.395
10 0.330 −0.129 0.407 0.229 −0.274 0.180 −0.256 −0.414 0.244 0.418
9 0.388 0.365 0.228 −0.416 0.218 −0.300 −0.443 0.304 0.449
8 0.379 0.485 0.288 −0.380 −0.259 −0.529 0.227 0.457
7 0.507 0.529 0.273 −0.469 −0.252 −0.583 0.419
6 0.576 0.495 0.336 −0.528 −0.601 0.435
5 0.717 0.665 −0.706 −0.679 0.452
4 0.662 0.897 −0.800 −0.616
Figure 4 illustrates the values of the RMSE and of the ANN-J models according to the different
combinations of input and hidden neurons for the training and validation datasets. It is also noted that
the impact of the number of inputs on the model performance can be clearly seen despite the slight
difference of errors, and the number of hidden neurons does not have a significant effect on the model
predictions. The best ANN-J model with nine input variables and three hidden neurons was finally
chosen, and it exhibited a model performance where the RMSE values are 39.5 and 46.1 mm, and the
CC values are 0.853 and 0.771 for the training and test datasets, respectively. The optimal ANN-J was
determined to have the input variables of AMM (12), EPNP (2), EPNP (7), NAO (6), PNA (4), POL (12),
SCAND (3), SCAND (10), SLP_E (3), and Han (4). It could also be noticed that the final nine input
variables did not violate the limit of multicollinearity because they contained AMM (12) but not AMM
(11).
The optimal ANN-M and ANN-J models determined from the training and validation phases were
thereafter used with the test datasets to evaluate the general model performance. Table 5 gives a
summary of the performance statistics for the training, validation, and testing datasets. The averaged
values of the RMSE and CC for the ANN-M model were estimated as 39.5 mm and 0.641, respectively
for the testing dataset. The model yielded larger errors for the testing dataset compared with the
training and validation datasets; however, the general performance is satisfactory because the
difference is insignificant. The ANN-J model exhibited similar features, thereby performing poorly for
the testing dataset compared with the others; however, this is acceptable with an averaged RMSE and
CC of 62.1 mm and 0.683, respectively, for the testing dataset. It is noticeable that the standard
deviations are about 20~30% of the mean values. This implies that a significant variance of the output
occurred if any individual model was used. MCCVA has the advantage of reducing the variance by
generating ensembles and aggregating them.
Table 5. Summary of the performance statistics of the optimal ANN-M and ANN-J model.
RMSE (mm) CC
Model Statistics
Training Validation Testing Training Validation Testing
mean 27.4 33.6 39.5 0.809 0.725 0.641
ANN-M median 28.1 33.4 38.8 0.828 0.758 0.667
standard deviation 7.2 10.0 8.9 0.125 0.140 0.164
mean 39.5 46.1 62.1 0.853 0.771 0.683
ANN-J median 38.2 44.1 61.6 0.893 0.825 0.714
standard deviation 13.6 14.6 14.6 0.143 0.196 0.170
The observed rainfall data were divided into three categories based on μ + 0.43σ and μ − 0.43σ,
under the assumption of a normal distribution with a mean of μ and standard deviation of σ. Then,
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the observed and predicted rainfall were classified into one of three categories, which are below normal,
near normal, and above normal conditions. Tables 6 and 7 present the Heidke skill score contingency
tables of the comparison between the forecast and observed rainfall amounts in May and June for the
test phase, respectively. The values of the HSS were calculated by plugging the counts in the tables into
Equation (3). The HSS is about 0.45 for the rainfall forecasts in May, which indicates a 45% improvement
in the forecast over the reference forecast. The HSS for rainfall forecasts in June is 0.32. This means that
the forecast quality using the ANN-J model increased by 32%, which is better than the forecasts that
are expected by chance.
Table 6. Contingency table of the comparison between the forecasts and observations in May.
Forecast Category
Observed Category
Below Normal Above Total
Below 13 7 0 20
Normal 2 13 5 20
Above 0 5 8 13
Total 15 25 13 53
Table 7. Contingency table of the comparison between the forecasts and observations in June.
Forecast Category
Observed Category
Below Normal Above Total
Below 9 14 0 23
Normal 5 11 1 17
Above 0 4 9 13
Total 14 29 10 53
Figure 6 illustrates the 95% uncertainty band of the rainfall forecasts in June using the optimal
ANN-J along with the observations. It is clear from the figure that the overall predictions are well-
suited to the observed data, and many points of the observed data fall within the prediction interval of
the ensembles. It may also be noted that the model is insufficient to produce extremely high and low
rainfall characteristics. This may be due to more training sample data in the middle rainfall amount
near the normal. The ANN-J model generates ensembles with 67.9% of the observed rainfall data lying
within the uncertainty band. The 95% uncertainty band for the June prediction has a larger average
band width of 83.0 (SAW = 1.04) compared with the corresponding one for May. However, more
observations are included inside the band, which can provide a reasonable estimation of the uncertainty
of the rainfall forecasts.
The results of the uncertainty analysis indicated that the middle range of rainfall amount near the
normal is well-forecasted by the ANN models irrespective of the variation in the training samples.
However, the performance for extremely high or low rainfall may not be satisfactory because limited
patterns were used for training the networks. These features have also been found in some previous
long-term rainfall forecasting studies [1,13]. It is worth mentioning that accurate forecasts for the lower
rainfall below the normal condition is important for water resource management and drought risk
mitigation. Accordingly, it could be better to use the lower limit of the uncertainty band estimated in
this study for practical purposes. In the future, it will be necessary to improve the performance for long-
term forecasting of low and high rainfall with additional considerations by finding other influential
input variables, applying other data-driven models, using diverse learning algorithms with different
hyper-parameters, and combining the use of physically based models.
Water 2020, 12, 1743 15 of 17
4. Conclusion
This study presented ANN models based on the MCCVA technique for forecasting rainfall in May
and June for the Han River basin in South Korea. The MCCVA technique was used to generate different
parameters of the ANN models while considering variabilities of the random sampling of training
datasets and the random assignment of the initial weights of networks. To build the ANN structures,
the most influential input variables of the lagged climate indices and the historical rainfall data were
selected through the cross-correlation analysis between the input and output variables and the
quantification of the relative contribution of each variable to the output variable. This resulted in 11
types of ANN models that have 4 to 14 input variables. The number of the hidden layer was set to one
and the neurons varied from 2 to 10. For each combination of the number of input and hidden neurons,
10,000 ANN models were generated using the MCCVA technique with 100 times data splitting of
training, validation, and test datasets and 100 sets for the initial weights. The predictive errors were
evaluated to find the optimal rainfall forecasting ANN models for May and June.
The optimal ANN model to forecast the monthly rainfall in May with a three month lead-time was
determined to have 4 hidden neurons and 11 input variables of the lagged climate indices such as the
Atlantic Meridional Mode (AMM), the East Pacific/North Pacific Oscillation (EPNP), the North Atlantic
Oscillation (NAO), and the Scandinavia Pattern (SCAND). The prediction errors of the ensemble of
forecasts were acceptable with averaged values of the RMSE of 27.4, 33.6, and 39.5 mm, and the
correlation coefficients of 0.809, 0.725, and 0.641 for the training, validation, and test datasets,
respectively. The uncertainty band obtained from the ensemble of forecasts has covered 58.5% of the
observed rainfall data with an average band width of 50.0 mm. Meanwhile, the best ANN rainfall
forecasting model, which is two months in advance of June, has 3 hidden neurons and 9 input variables
including the Atlantic Meridional Mode (AMM), the East Pacific/North Pacific Oscillation (EPNP), the
North Atlantic Oscillation (NAO), and the Scandinavia Pattern (SCAND), which are significantly
different from the May model. The averaged RMSE values of the model are 39.5, 46.1, and 62.1 mm,
and the correlation coefficients values are 0.853, 0.771, and 0.683 for the training and test datasets,
respectively. The results indicate that the uncertainty band for the June rainfall forecasts has coverage
of 67.9% with an average band width of 83.0 mm, which are slightly larger than those obtained for May.
Both ANN models provide satisfactory forecasting performance despite the limited short learning data
that were used. It is discovered that the middle rainfall near normal can be well-bracketed by the
estimated prediction interval; however, extremely high or extremely low rainfall is expected to be
outside the band. Further research will be required to improve the performance of the ANN models to
capture extremely high and low rainfall characteristics. This can be achieved by inputting other climate
indices so they can play an important role, have varying time scales, pre-processing the learning data,
and combining the use of other statistical models.
It can be concluded that the ANN models with MCCVA enable us to construct a reasonable
prediction uncertainty interval as well as to provide an ensemble of rainfall forecasts with improved
reliability by reducing variance. The ANN forecasting models developed for the study area are
expected to be used for effective and timely water resource management during May and June, which
are prone to drought.
Author Contributions: All authors substantially contributed in conceiving and designing the approach and
realizing this manuscript. J.L. implemented the artificial neural network models with Monte-Carlo cross-validation
and analyzed the results. C.-G.K. and J.E.L. worked on the analysis and presentation of the results. N.W.K. and
H.K. analyzed the results and supervised the entire research. All five authors jointly wrote the paper. All authors
have read and approved the final manuscript.
Funding: This research was funded by the Korea Institute of Civil Engineering and Building Technology (grant
number 20200041-001) and the APC was funded by the Korea Institute of Civil Engineering and Building
Technology.
Water 2020, 12, 1743 16 of 17
Acknowledgments: This research was supported by a grant from a Strategic Research Project (Developing
technology for water scarcity risk assessment and securing water resources of small and medium sized catchments
against abnormal climate and extreme drought) funded by the Korea Institute of Civil Engineering and Building
Technology. Authors appreciate the editors of the journal and the reviewers for their valuable comments and
suggestions for improvements.
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