Performance analysis of unorganized machines in streamflow forecasting of Brazilian plants

• Published in: Applied soft computing 2018-07, Vol.68, p.494-506
• Main Authors: Siqueira, Hugo, Boccato, Levy, Luna, Ivette, Attux, Romis, Lyra, Christiano
• Format: Article
• Language: English
• Subjects: Echo state networks; Extreme learning machines; Monthly seasonal streamflow series forecasting; Unorganized machines; Variable selection
• ISSN: 1568-4946; 1872-9681
• DOI: 10.1016/j.asoc.2018.04.007

•The exhaustive investigation is performed about the application of several architectures of unorganized machines.•Monthly seasonal streamflow series associated to Brazilian Hydroelectric plants are studied in a forecasting problem.•The use of variable selection techniques as wrappers and filters is discussed.•The results for several different forecasting models allow concluding the efficiency of the proposal. This work performs an extensive investigation about the application of unorganized machines – extreme learning machines and echo state networks – to predict monthly seasonal streamflow series, associated to three important Brazilian hydroelectric plants, for many forecasting horizons. The aforementioned models are neural network architectures which present efficient and simple training processes. Moreover, the selection of the best inputs of each model is carried out by the wrapper method, using three different evaluation criteria, and three filters, viz., those based on the partial autocorrelation function, the mutual information and the normalization of maximum relevance and minimum common redundancy method. This study also establishes a comparison between the unorganized machines and two classical models: the partial autoregressive model and the multilayer perceptron. The computational results demonstrate that the unorganized machines, especially the echo state networks, represent efficient alternatives to solve the task.