Conditional Forecasting of Water Level Time Series with RNNs

Publication date

2020

Authors

van der Lugt, Bart
Feelders, AdISNI 0000000350720316

Editors

Lemaire, Vincent
Malinowski, Simon
Bagnall, Anthony
Bondu, Alexis
Guyet, Thomas
Tavenard, Romain

Advisors

Supervisors

Document Type

Part of book
Open Access logo

License

taverne

Abstract

We describe a practical situation in which the application of forecasting models could lead to energy efficiency and decreased risk in water level management. The practical challenge of forecasting water levels in the next 24 h and the available data are provided by a dutch regional water authority. We formalized the problem as conditional forecasting of hydrological time series: the resulting models can be used for real-life scenario evaluation and decision support. We propose the novel Encoder/Decoder with Exogenous Variables RNN (ED-RNN) architecture for conditional forecasting with RNNs, and contrast its performance with various other time series forecasting models. We show that the performance of the ED-RNN architecture is comparable to the best performing alternative model (a feedforward ANN for direct forecasting), and more accurately captures short-term fluctuations in the water heights.

Keywords

Time series, Conditional forecasting, Encoder/Decoder, Exogenous variables, Recurrent Neural Network, Taverne, SDG 7 - Affordable and Clean Energy

Citation

van der Lugt, B & Feelders, A J 2020, Conditional Forecasting of Water Level Time Series with RNNs. in V Lemaire, S Malinowski, A Bagnall, A Bondu, T Guyet & R Tavenard (eds), Advanced Analytics and Learning on Temporal Data : 4th ECML PKDD Workshop, AALTD 2019, Würzburg, Germany, September 20, 2019, Revised Selected Papers. Lecture Notes in Computer Science, vol. 11986, Springer, pp. 55-71, Workshop on Advanced Analytics and Learning on Temporal Data, Wurzburg, Germany, 20/09/19. https://doi.org/10.1007/978-3-030-39098-3_5, workshop