• The Korean Journal of Applied Statistics
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• v.37 no.3
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• pp.297-309
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• 2024

This paper evaluates the performance of the neural network autoregressive model combined with an exponential smoothing model, called the NNARX+ETS model. The combined model utilizes the components of ETS as exogenous variables for NNARX, to forecast time series data using artificial neural networks. The main idea is to enhance the performance of NNAR using only lags of the original time series data, by combining traditional time series analysis methods with the neural networks through NNARX. We employ two real data for performance evaluation and compare the NNARX+ETS with NNAR and traditional time series analysis methods such as ETS and ARIMA (autoregressive integrated moving average) models.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.38 no.5
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• pp.671-683
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• 2018

The flood damage caused by heavy rains in urban watershed is increasing, and, as evidenced by many previous studies, urban flooding usually exceeds the water capacity of drainage networks. The flood on the area which considerably urbanized and densely populated cause serious social and economic damage. To solve this problem, deterministic and probabilistic studies have been conducted for the prediction flooding in urban areas. However, it is insufficient to obtain lead times and to derive the prediction results for the flood volume in a short period of time. In this study, IDNN, TDNN and NARX were compared for real-time flood prediction based on urban runoff analysis to present the optimal real-time urban flood prediction technique. As a result of the flood prediction with rainfall event of 2010 and 2011 in Gangnam area, the Nash efficiency coefficient of the input delay artificial neural network, the time delay neural network and nonlinear autoregressive network with exogenous inputs are 0.86, 0.92, 0.99 and 0.53, 0.41, 0.98 respectively. Comparing with the result of the error analysis on the predicted result, it is revealed that the use of nonlinear autoregressive network with exogenous inputs must be appropriate for the establishment of urban flood response system in the future.