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Journal of Hydrology 578 (2019) 124053

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Journal of Hydrology
journal homepage: www.elsevier.com/locate/jhydrol

Research papers

Drought forecasting using novel heuristic methods in a semi-arid T


environment

Ozgur Kisia, Alireza Docheshmeh Gorgijb, , Mohammad Zounemat-Kermanic,
Amin Mahdavi-Meymandc, Sungwon Kimd
a
School of Technology, Ilia State University, Tbilisi, Georgia
b
Mining Engineering Group, Faculty of Industry & Mining (Khash), Sistan and Baluchestan University, Iran
c
Department of Water Engineering, Shahid Bahonar University of Kerman, Kerman, Iran
d
Department of Railroad and Civil Engineering, Dongyang University, Yeongju 36040, Republic of Korea

A R T I C LE I N FO A B S T R A C T

This manuscript was handled by A. Bardossy, The accuracy of four evolutionary neuro fuzzy methods, adaptive neuro-fuzzy inference system with particle
Editor-in-Chief swarm optimization (ANFIS-PSO), ANFIS with genetic algorithm (ANFIS-GA), ANFIS with ant colony algorithm
Keywords: (ANFIS-ACO) and ANFIS with butterfly optimization algorithm (ANFIS-BOA), is investigated and compared with
Drought forecasting classical ANFIS method in forecasting various time scales of standard precipitation index (SPI). Monthly pre-
Particle swarm cipitation data of Abbasabad, Biarjmand and Ebrahim-Abad stations, Iran are used in the case study. The
Genetic algorithm comparison is made according to the three indexes, root mean square error (RMSE), mean absolute error and
Ant colony index of agreement. It is observed that the evolutionary neuro fuzzy methods perform superior to the classical
Butterfly optimization
ANFIS in forecasting all SPI indexes (SPI-3, SPI-6, SPI-9 and SPI12) in all three stations. The RMSE of the classic
Neuro fuzzy computation
method is increased roughly by 11.4–16.7%, 11.3–32.4%, 9.8–34.4% 30.6–46.7% for the SPI-3, SPI-6, SPI-9 and
SPI-12, respectively. In Ebrahim-Abad Station, the best accuracy is observed from the ANFIS-PSO method for all
drought indexes while there is not a dominant method in Abbasabad and Biarjmand stations.

1. Introduction meteorological, hydrological, and agricultural) using the suitable


parameters (Keyantash and Dracup, 2004). Therefore, since the dif-
A drought means a climatological period of low precipitation within ferent people (e.g., meteorologist, hydrologist, and agricultural scien-
the controlled region, resulting from long-term deficits including the tist) may interpret drought for their purposes, it can be the part of
water supply, surface water and groundwater and so on (McKee et al., policy makers, politicians, and diverse managers (Wilhite et al., 1986).
1993). This phenomenon may cause shortages of crop yields, low flow Extensive researches have been accomplished to forecast accurate
for sustainable river system, severe deficits in the drinking water, and drought since 1960’s (Yevjevich, 1967; Saldarriaga and Yevjevich,
potential problems for the environment (Belayneh et al., 2016). Nearly 1970, Şen, 1977; Dracup et al., 1980; Frick et al., 1990; Chung and
1.4 billion people in the world have been affected by drought directly or Salas, 2000; Cancelliere and Salas, 2004; Salas et al., 2005; Mishra and
indirectly since 1967 (Obasi, 1994). Singh, 2010, 2011; Madadgar and Moradkhani, 2013). Diverse indices
In general, drought can be classified by four categories including (e.g. EDI, SPI, PDSI, SMDI, and ADI) and stochastic methods have been
climatological, meteorological, agricultural, and hydrological types developed for the drought modeling (Palmer, 1965; Alley, 1985;
(Mishra and Desai, 2005, 2006; Mishra et al., 2007). A climatological Hollinger et al., 1993; McKee et al. 1993; Byun and Wilhite, 1999;
drought can be quantified using effective drought index (EDI) and Mishra and Desai, 2005; Paulo and Pereira, 2007; Barua et al., 2010,
standardized precipitation index (SPI) (Byun and Wilhite, 1999; McKee 2012; Khalili et al., 2011)
et al., 1993). Palmer drought severity index (PDSI) (Palmer, 1965) and The researches on the drought forecasting using heuristic ap-
soil moisture drought index (SMDI) (Hollinger et al., 1993) have been proaches have been investigated and continued now (Mishra and Desai,
included in meteorological and agricultural droughts, respectively. 2006; Morid et al., 2007; Bacanli et al., 2009; Cutore et al., 2009;
Hydrological drought means shortage of water. In addition, aggregated Keskin et al., 2009; Santos et al., 2009; Barua et al., 2010, 2012;
drought index (ADI) can cover all droughts categories (e.g., Dastorani and Afkhami, 2011; Farokhnia et al., 2011; Keskin et al.,


Corresponding author.
E-mail address: gorgij.a.d@eng.usb.ac.ir (A. Docheshmeh Gorgij).

https://doi.org/10.1016/j.jhydrol.2019.124053
Received 7 November 2018; Received in revised form 16 August 2019; Accepted 18 August 2019
Available online 19 August 2019
0022-1694/ © 2019 Elsevier B.V. All rights reserved.
O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

Fig. 1. The location of the stations used in the study.

2011; Belayneh and Adamowski, 2012, 2013; Özger et al., 2012; based LSSVR). Hosseini-Moghari et al. (2017) conjugated the im-
Rezaeian-Zadeh and Tabari, 2012; Shirmohammadi et al., 2013; perialist competitive algorithm (ICA) to recursive MLP (RMLP) and
Choubin et al., 2014; Mehr et al., 2014; Deo and Şahin, 2015; Hosseini- recursive SVR (RSVR) models for drought forecasting in Gorganrood,
Moghari and Araghinejad, 2015; Maca and Pech, 2016; Deo et al., Iran. They suggested that ICA-RMLP and ICA-RSVR models surpassed
2017a). The dominant applications for forecasting accurate droughts the stochastic model.
have been progressed into the diverse scientific combinations with Although there have been previous researches for the conjunction of
heuristic approaches (Mishra et al., 2007; Özger et al., 2012; Belayneh heuristic approaches and optimization methods, specific investigation
and Adamowski, 2012; Belayneh et al., 2014; Mehr et al., 2014; on drought forecasting using hybrid methods has been limited so far.
Jalalkamali et al., 2015; Rezaeianzadeh et al., 2016). Mishra and Desai This paper investigates the accuracies of new ANFIS models combined
(2005) combined the artificial neural networks (ANN) and linear sto- with meta-heuristic algorithms (e.g., genetic algorithm (GA), particle
chastic models using SPI series in Kansabati River Basin, India. The swarm optimization (PSO), ant colony algorithm (ACB), butterfly op-
combination model forecasted drought with a good accuracy. timization algorithm (BOA)) in drought forecasting. Research compares
Shirmohammadi et al. (2013) used the wavelet transform (WT) tech- the performances of new models with conventional ANFIS model.
nique and adaptive neuro-fuzzy inference system (ANFIS) for meteor- According to the review of the authors, the ANFIS with the mentioned
ological drought forecasting in East Azerbaijan province, Iran. They heuristic algorithms has not been applied for drought forecasting till
provided that the accuracy of wavelet based ANFIS model was better now. The applied hybrid methods are very important approaches for
than ANN and ANFIS models. Dehghani et al. (2014) developed multi- drought forecasting in three stations (e.g., Abbasabad, Biarjmand, and
layer perceptron (MLP) model embedded with Monte-Carlo method Ebrahim-Abad), Iran. The model performances are evaluated using
using standardized hydrological drought index (SHDI) in Karoon River, model efficiency indices and graphical comparison. The paper is ana-
Iran. Results showed that the hybrid model forecasted drought within lyzed as follows: The second chapter provides the methodology in-
95% confidence intervals. Belayneh et al. (2016) applied the WT, cluding ANFIS and different optimization methods, respectively. The
bootstrap, and boosting ensemble methods to predict accurate drought third chapter presents study area and data, and the fourth chapter gives
using SPI series in Awash River Basin, Ethiopia. Results explained that results and discussion. Conclusions are found in the last.
the accuracy of wavelet based boosting support vector regression (SVR)
approach was the best among the proposed models. Djerbouai and
2. Materials and methods
Souag-Gamane (2016) developed the wavelet based model using SPI
series for drought forecasting in Algerois Basin, Algeria. They showed
2.1. Study area
that the accuracy of wavelet based ANN model was better than ANN
and stochastic models. Deo et al. (2017b) proposed the wavelet based
Finding the clear knowledge about the variations of the climatic and
extreme learning machine (ELM) for forecasting drought indices in
hydrologic parameters in arid and semi-arid areas is a vital issue.
three stations, Australia. They proved that the wavelet based ELM
Semnan Province as a semi-arid area, located in the north of Iran, at 34°
model was better than other models (e.g., ELM, ANN, least squares
17′ to 37° 00′ north latitude and 51° 58′ to 57° 58′ east longitude. The
support vector regression (LSSVR), wavelet based ANN, and wavelet
average altitude of the study area is about 1630 m and its area is 97,491

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O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

Since the precipitation may be zero, the cumulative probability will


be changed to:
H (x ) = q + (1 − q) G (x ) (3)
m
where q = and m and n are the numbers of zero precipitation data
n
,
and observation number of precipitation respectively. Then, the SPI can
be calculated as below based on Lloyd-Hughes and Saunders (2002):

c0 + c1 t + c2 t 2
SPI = −⎛t −⎜
⎞, 0 < H (x ) ≤ 0.5

⎝ 1 + d1 t + d2 t 2 + d3 t 3 ⎠ (4)

c0 + c1 t + c2 t 2
SPI = +⎛t −⎜
⎞, 0.5 < H (x ) ≤ 1.0

⎝ 1 + d1 t + d2 t 2 + d3 t 3 ⎠ (5)
Fig. 2. Schematic view of the ANFIS structure.
where the expression form of t is
square kilometers. Fig. 1 shows the general view of the study area. Due 1
t= ln , 0 < H (x ) ≤ 0.5
to poor botanical cover and the spatial situation of the study area, (H (x ))2 (6)
precise monitoring of the hydrologic parameters is necessary. The
maximum and minimum absolute temperatures in the study area are 25 1
t= ln , 0.5 < H (x ) ≤ 1.0
and 11 °C, respectively. The long-term average precipitation amount is (1 − H (x ))2 (7)
120 mm, while the annual average evaporation reaches to 220.9 mm.
In the equations above, c0 = 2.515517, c1 = 0.802853,
c2 = 0.010328, d1 = 1.432788, d2 = 0.189269 and d3 = 0.001308
2.2. Standard precipitation index (McKee et al., 1993). Drought classification of SPI can be obtained from
previous literature (McKee et al., 1993; Deo et al., 2017a).
The precipitation analysis is a complicated process, due to its tem-
poral and spatial multiplicity. Considering that, an applicable drought 2.3. Soft computing methods
index is needed to be used and SPI is one of the most appropriate ones.
SPI is a meteorological drought index and has various time scales such In the present study, the adaptive neuro-fuzzy inference system
as 1, 3, 6, 9, 12 and 24 months. SPI is an appropriate quantifying model (ANFIS) is used as a soft computing technique for forecasting SPI3,
for various drought events (Szalai and Szinell, 2000) and each time SPI6, SPI9 and SPI12. In this regard, in addition to the classic ANFIS,
scale can be used for a specific aim (Zhang et al., 2017). Monthly four other conjunctive ANFIS models embedded with meta-heuristic
precipitation data should be completed for a certain time scale (Hayes optimization algorithms (GA, PSO, ACO & BOA) are also applied. Brief
et al. 1999). SPI is mathematically based on the cumulative probability description of these methods is given below.
of observational precipitation data and it has been proved that the
precipitation shows the gamma distribution (Thom 1958; Edwards and 2.3.1. Adaptive neuro-fuzzy inference system
McKee 1997). Gamma probability density function is expressed as The adaptive neuro-fuzzy inference system features the capabilities
below: of both artificial neural networks and fuzzy inference system, which is
1 −x used for modeling non-linear complex functions. ANFIS is composed of
g (x ) = x α − 1·e β for x> 0
βα. Γ(α ) (1) a fuzzy inference system, which was first introduced by Jang (1993). In
ANFIS model, the fuzzy system is allowed to use the adaptive back-
where Γ(α ) = ∫0
+∞ ∧
x α − 1e−x dx , α =
1
4A (1 + 1+
4A
3 ), . propagation training algorithm in order for training the parameters.
Fig. 2 demonstrates a schematic view of the ANFIS structure.
∧ −

A = ln(x ) − n and β = −
∑ ln(x ) x
As shown in Fig. 2, the ANFIS structure consists of five layers. Each
α
The cumulative probability G(x), then, can be obtained as below: node of the first layer determines the degree of membership of the input
parameters (the fuzzification layer). At this layer, different membership
x
G (x ) = ∫0 g (x ) (2)
functions such as Gaussian, triangular, trapezoid, and bell functions can
be used. The second layer is known as the rule base layer which uses the

Table 1
Input structure of evolutionary ANFIS models for forecasting SPI.
Station Inputs Output The number of training data (~70%) The number of validation data (~15%) The number of test data (~15%)

Abbasabad SPI3-1; SPI3-2; SPI3-3; SPI-2 SPI3 268 57 57


SPI6-1; SPI6-2; SPI6-7; SPI3-3; SPI6 264 57 57
SPI9-1; SPI-10; SPI-19; SPI6-3 SPI9 256 55 55
SPI12-1; SPI12-13; SPI12-25; SPI9- SPI12 252 54 54
3

Biarjmand SPI3-1; SPI3-2; SPI3-3; SPI-2 SPI3 250 54 54


SPI6-1; SPI6-2; SPI6-7; SPI3-3; SPI6 248 53 53
SPI9-1; SPI-10; SPI-19; SPI6-3 SPI9 240 51 51
SPI12-1; SPI12-13; SPI12-25; SPI9- SPI12 236 50 50
3

Ebrahim-Abad SPI3-1; SPI3-2; SPI3-3; SPI-2 SPI3 268 57 57


SPI6-1; SPI6-2; SPI6-7; SPI3-3; SPI6 264 57 57
SPI9-1; SPI-10; SPI-19; SPI6-3 SPI9 256 55 55
SPI12-1; SPI12-13; SPI12-25; SPI9- SPI12 252 54 54
3

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O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

Table 2
Parameters used for each method in forecasting SPI.
Model/Algorithm Specifications and parameters

ANFIS MF shapes: Gaussian MF in the 1st, 2nd, 3rd, 4th layer and linear MF in the 5th layer. FIS type: Sugeno. Derivation of data: subtractive clustering method.
Iteration: 2000
ANFIS-GA Mutation percentage: 0.8. Crossover percentage: 0.7. Selection pressure: 8. Mutation rate: 0.5. Iteration: 2000. population: 500
ANFIS-PSO Initial inertia weight: 1. Inertia Weight Damping Ratio: 0.99. Cognitive acceleration (C1): 1. Social acceleration (C2): 2. iteration: 2000. population: 500
ANFIS-ACOR Intensification Factor: 0.5. Deviation distance ratio: 1. iteration: 2000. Population: 500.
ANFIS- BOA Probability switch: 0.8. Power exponent: 0.1, sensory modality: 0.01. Iteration: 2000. Population: 500.

Table 3
Training and validation results in forecasting SPI-3.
Station Method Statistical criteria

Training Validation

RMSE R2 MAE IA RMSE R2 MAE IA

Abbasabad ANFIS 0.379 0.826 0.278 0.951 0.403 0.812 0.324 0.943
ANFIS-PSO 0.398 0.809 0.300 0.946 0.378 0.834 0.297 0.952
ANFIS-GA 0.405 0.802 0.305 0.941 0.376 0.845 0.294 0.948
ANFIS-BOA 0.423 0.789 0.323 0.941 0.374 0.838 0.296 0.953
ANFIS-ACOR 0.397 0.810 0.297 0.944 0.368 0.849 0.288 0.952

Biarjmand ANFIS 0.387 0.831 0.290 0.952 0.442 0.776 0.355 0.928
ANFIS-PSO 0.429 0.793 0.334 0.941 0.408 0.806 0.328 0.942
ANFIS-GA 0.446 0.775 0.346 0.933 0.415 0.801 0.334 0.940
ANFIS-BOA 0.429 0.792 0.335 0.94 0.414 0.802 0.333 0.939
ANFIS-ACOR 0.397 0.823 0.296 0.951 0.402 0.812 0.320 0.944

Ebrahim-Abad ANFIS 0.413 0.808 0.298 0.945 0.544 0.594 0.397 0.875
ANFIS-PSO 0.456 0.766 0.331 0.932 0.401 0.780 0.306 0.937
ANFIS-GA 0.472 0.749 0.343 0.922 0.432 0.736 0.355 0.916
ANFIS-BOA 0.510 0.711 0.383 0.909 0.408 0.760 0.326 0.924
ANFIS-ACOR 0.492 0.736 0.376 0.922 0.423 0.745 0.332 0.924

Table 4 using some inspired natural evolution techniques such as crossover and
Test results in forecasting SPI-3. mutation from the parents to the offspring. The general modelling
Station Method Statistical criteria procedure of the GA can be briefly addressed as: 1) generation of
random candidate solutions, 2) evaluating the fitness of the candidates,
RMSE R2 MAE IA 3) creating the next generation considering the principle of propor-
tionate and natural evolution approaches such as mutation and 4)
Abbasabad ANFIS 0.422 0.713 0.327 0.918
ANFIS-PSO 0.390 0.760 0.300 0.932
continuing the re-production process until reaching the desired result
ANFIS-GA 0.387 0.747 0.298 0.926 according to the convergence criteria. Detailed information about the
ANFIS-BOA 0.396 0.754 0.321 0.930 application of GA in engineering problems can be found in numerous
ANFIS-ACOR 0.374 0.760 0.289 0.931 published studies (Kisi et al., 2012; Ravansalar et al, 2016; Naghibi
Biarjmand ANFIS 0.555 0.584 0.419 0.872 et al., 2017).
ANFIS-PSO 0.511 0.631 0.396 0.889
ANFIS-GA 0.490 0.655 0.371 0.896
ANFIS-BOA 0.495 0.646 0.399 0.894 2.3.3. Particle swarm optimization algorithm
ANFIS-ACOR 0.498 0.651 0.385 0.896 The idea of PSO (particle swarm optimization) algorithm was first
Ebrahim-Abad ANFIS 0.598 0.595 0.455 0.877
proposed by Kennedy and Eberhart (1995). PSO algorithm is an evo-
ANFIS-PSO 0.502 0.686 0.369 0.909 lutionary algorithm based on repetitions, which has been inspired by
ANFIS-GA 0.498 0.666 0.378 0.901 the social behavior of animals such as movement of the massive flocks
ANFIS-BOA 0.518 0.635 0.388 0.889 of birds and fish. The principles and basis of working with this algo-
ANFIS-ACOR 0.505 0.669 0.397 0.903
rithm is such that, first, a series of particles is assumed. Each particle
has a velocity vector and position vector, which tend to move toward
optimal points in accordance with their velocities. Any change in the
multiplication operator. Output of the third layer is the normalized
position of each particle occurs on the basis of the experience of the
form of the previous layer. The fourth layer is the defuzzification layer
particle itself as well as the experiences of the neighboring particles. In
and, the fifth layer includes the output nodes by means of the sum-
fact, each particle is well aware of its superiority or non-superiority
mation of the outputs of the forth layer. For further information on
over its neighboring particles as well as the entire group, and thus
ANFIS, refer to Zounemat-Kermani and Teshnehlab (2008).
changes its position regarding these cases. Each particle has an Xi po-
sition vector, which includes the optimization parameters and its di-
2.3.2. Genetic algorithm mension is equivalent to the number of parameters. Value of the ob-
Genetic algorithm (GA) is an inspirational search algorithm that has jective function is calculated for each particle; then, the best position is
proved its great capability and robustness in optimizing complex pro- determined for the particle; afterwards, the new position of each par-
blems based on the biological evolution mechanism. This meta-heur- ticle is calculated via the following equations:
istic algorithm belongs to the class of evolutionary algorithms, which
generate and develop solutions to the wide range of complex problems Vik = ωVik − 1 + c1 r1k (XB − Xik − 1) + c2 r2k (XG − Xik − 1) (8)

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Table 5
Training and validation results in forecasting SPI-6.
Station Method Statistical criteria

Training Validation

RMSE R2 MAE IA RMSE R2 MAE IA

Abbasabad ANFIS 0.379 0.864 0.284 0.962 0.43 0.826 0.358 0.951
ANFIS-PSO 0.436 0.821 0.329 0.948 0.445 0.815 0.348 0.946
ANFIS-GA 0.327 0.899 0.24 0.973 0.426 0.832 0.33 0.953
ANFIS-BOA 0.434 0.822 0.335 0.948 0.455 0.806 0.366 0.943
ANFIS-ACOR 0.33 0.827 0.273 0.949 0.434 0.823 0.353 0.949

Biarjmand ANFIS 0.295 0.913 0.217 0.977 0.593 0.654 0.417 0.896
ANFIS-PSO 0.397 0.842 0.297 0.956 0.415 0.822 0.318 0.95
ANFIS-GA 0.343 0.883 0.259 0.967 0.392 0.841 0.298 0.954
ANFIS-BOA 0.401 0.84 0.312 0.956 0.399 0.834 0.31 0.953
ANFIS-ACOR 0.376 0.859 0.284 0.959 0.397 0.836 0.311 0.953

Ebrahim-Abad ANFIS 0.381 0.868 0.294 0.963 0.473 0.693 0.378 0.909
ANFIS-PSO 0.384 0.866 0.302 0.963 0.381 0.791 0.286 0.941
ANFIS-GA 0.335 0.881 0.211 0.968 0.404 0.764 0.299 0.93
ANFIS-BOA 0.437 0.827 0.335 0.951 0.387 0.781 0.293 0.936
ANFIS-ACOR 0.371 0.875 0.288 0.966 0.382 0.79 0.297 0.941

Table 6 Table 8
Test results in forecasting SPI-6. Test results in forecasting SPI-9.
Station Method Statistical criteria Station Method Statistical criteria

RMSE R2 MAE IA RMSE R2 MAE IA

Abbasabad ANFIS 0.344 0.817 0.270 0.950 Abbasabad ANFIS 0.481 0.671 0.343 0.902
ANFIS-PSO 0.305 0.851 0.237 0.958 ANFIS-PSO 0.494 0.683 0.375 0.908
ANFIS-GA 0.323 0.838 0.251 0.956 ANFIS-GA 0.438 0.728 0.330 0.921
ANFIS-BOA 0.315 0.842 0.252 0.955 ANFIS-BOA 0.398 0.771 0.301 0.928
ANFIS-ACOR 0.330 0.827 0.273 0.949 ANFIS-ACOR 0.398 0.767 0.305 0.931

Biarjmand ANFIS 0.485 0.674 0.403 0.897 Biarjmand ANFIS 0.465 0.720 0.371 0.916
ANFIS-PSO 0.344 0.813 0.291 0.947 ANFIS-PSO 0.361 0.828 0.275 0.950
ANFIS-GA 0.378 0.772 0.302 0.933 ANFIS-GA 0.316 0.867 0.250 0.962
ANFIS-BOA 0.401 0.750 0.325 0.930 ANFIS-BOA 0.305 0.877 0.241 0.964
ANFIS-ACOR 0.328 0.831 0.273 0.951 ANFIS-ACOR 0.338 0.851 0.264 0.954

Ebrahim-Abad ANFIS 0.555 0.616 0.409 0.877 Ebrahim-Abad ANFIS 0.471 0.755 0.355 0.924
ANFIS-PSO 0.415 0.767 0.302 0.932 ANFIS-PSO 0.425 0.791 0.311 0.928
ANFIS-GA 0.434 0.757 0.335 0.914 ANFIS-GA 0.444 0.760 0.324 0.926
ANFIS-BOA 0.443 0.725 0.323 0.918 ANFIS-BOA 0.458 0.745 0.326 0.920
ANFIS-ACOR 0.445 0.732 0.322 0.920 ANFIS-ACOR 0.448 0.785 0.302 0.918

Table 7
Training and validation results in forecasting SPI-9.
Station Method Statistical criteria

Train Validation

RMSE R2 MAE IA RMSE R2 MAE IA

Abbasabad ANFIS 0.390 0.861 0.281 0.962 0.526 0.723 0.383 0.916
ANFIS-PSO 0.324 0.904 0.224 0.974 0.486 0.764 0.350 0.930
ANFIS-GA 0.345 0.892 0.250 0.970 0.493 0.760 0.352 0.931
ANFIS-BOA 0.448 0.819 0.318 0.948 0.470 0.782 0.327 0.934
ANFIS-ACOR 0.459 0.808 0.342 0.945 0.511 0.742 0.378 0.924

Biarjmand ANFIS 0.323 0.883 0.225 0.968 0.720 0.542 0.521 0.854
ANFIS-PSO 0.366 0.850 0.244 0.957 0.419 0.821 0.294 0.950
ANFIS-GA 0.387 0.832 0.252 0.953 0.427 0.814 0.309 0.946
ANFIS-BOA 0.406 0.815 0.276 0.945 0.423 0.817 0.304 0.947
ANFIS-ACOR 0.382 0.837 0.246 0.953 0.418 0.822 0.305 0.948

Ebrahim-Abad ANFIS 0.406 0.865 0.288 0.963 0.486 0.586 0.367 0.866
ANFIS-PSO 0.396 0.872 0.276 0.963 0.409 0.669 0.288 0.890
ANFIS-GA 0.455 0.830 0.321 0.951 0.416 0.666 0.307 0.893
ANFIS-BOA 0.462 0.825 0.319 0.950 0.415 0.656 0.288 0.891
ANFIS-ACOR 0.364 0.891 0.248 0.970 0.420 0.658 0.274 0.89

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O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

Table 9
Training and validation results in forecasting SPI-12.
Station Method Statistical criteria

Training Validation

RMSE R2 MAE IA RMSE R2 MAE IA

Abbasabad ANFIS 0.324 0.911 0.233 0.976 0.396 0.83 0.31 0.95
ANFIS-PSO 0.385 0.874 0.258 0.966 0.345 0.864 0.229 0.963
ANFIS-GA 0.284 0.932 0.193 0.982 0.337 0.873 0.248 0.966
ANFIS-BOA 0.391 0.87 0.261 0.964 0.36 0.852 0.237 0.959
ANFIS-ACOR 0.389 0.871 0.258 0.965 0.357 0.853 0.239 0.96

Biarjmand ANFIS 0.215 0.944 0.14 0.985 0.516 0.709 0.397 0.898
ANFIS-PSO 0.297 0.895 0.18 0.972 0.308 0.881 0.201 0.968
ANFIS-GA 0.295 0.895 0.183 0.972 0.316 0.872 0.215 0.966
ANFIS-BOA 0.301 0.892 0.192 0.97 0.318 0.871 0.219 0.965
ANFIS-ACOR 0.264 0.918 0.172 0.977 0.316 0.871 0.208 0.965

Ebrahim-Abad ANFIS 0.313 0.923 0.228 0.98 0.463 0.521 0.361 0.829
ANFIS-PSO 0.382 0.885 0.247 0.969 0.305 0.767 0.222 0.934
ANFIS-GA 0.39 0.881 0.254 0.967 0.305 0.767 0.222 0.934
ANFIS-BOA 0.367 0.895 0.245 0.971 0.291 0.779 0.212 0.936
ANFIS-ACOR 0.384 0.884 0.249 0.969 0.305 0.767 0.222 0.934

Table 10 individual best position, XG is the global best position, r1 and r2 are
Test results in forecasting SPI-12. random numbers, and c1 and c2 are learning coefficients and k is
Station Method Statistical criteria iteration number (Marini and Walczak, 2015).

RMSE R2 MAE IA
2.3.4. Ant colony algorithm
Abbasabad ANFIS 0.447 0.704 0.352 0.908 The ant colony (ACO) algorithm is an optimization algorithm in-
ANFIS-PSO 0.334 0.831 0.230 0.954 spired by the behavior of ants. This algorithm was primarily proposed
ANFIS-GA 0.352 0.822 0.258 0.945 for solving the optimization problems in a discrete space, but later it
ANFIS-BOA 0.340 0.824 0.234 0.951
was developed for continuous space as well (Socha and Dorigo, 2008).
ANFIS-ACOR 0.335 0.830 0.230 0.952
In ACO algorithm in a discrete space, in each step, an ant creates its
Biarjmand ANFIS 0.390 0.812 0.292 0.941 route based on a probabilistic relation, in which the route with more
ANFIS-PSO 0.276 0.903 0.201 0.974
ANFIS-GA 0.248 0.920 0.171 0.979
pheromone is more likely to be selected. This probabilistic structure is
ANFIS-BOA 0.248 0.920 0.172 0.978 founded on the basis of the discrete probability distribution; however,
ANFIS-ACOR 0.252 0.919 0.169 0.978 in ACOR algorithm, this discrete probability distribution has been
Ebrahim-Abad ANFIS 0.479 0.746 0.336 0.920 converted into a continuous probability density function. In the ACOR
ANFIS-PSO 0.327 0.855 0.211 0.961 algorithm, an archive is used to store the set of solutions. For a system
ANFIS-GA 0.330 0.852 0.216 0.96 with n decision variables, k single Gaussian functions are assumed for
ANFIS-BOA 0.391 0.792 0.267 0.939
each decision variable in the given archive so that selecting each of
ANFIS-ACOR 0.328 0.854 0.211 0.96
them and generating a new solution will result in a status for each
variable that is indeed equivalent to a kernel Gaussian function. The
Table 11 solutions existing in the archive are sorted and stored in accordance
Accuracy rank of the ANFIS models in drought forecasting – Test stage. with their quality in a descending order (Liao et al., 2014). The process
of pheromone content updating in ACOR algorithm is accomplished by
Stations ANFIS ANFIS-PSO ANFIS-GA ANFIS-BOA ANFIS-ACOR
storing the superior solutions and eliminating the poor solutions in the
SPI-3 archive of solutions.
Abbasabad 5 3 2 4 1
Biarjmand 5 4 1 2 3
Ebrahim-Abad 5 1 2 4 3
2.3.5. Butterfly optimization algorithm
SPI-6 The butterfly optimization algorithm (BOA) is a newly nature-in-
Abbasabad 5 1 3 2 4 spired optimization algorithm (Arora and Singh, 2017; Arora and
Biarjmand 5 2 3 4 1 Singh, 2018). For solving global optimization problems, this algorithm
Ebrahim-Abad 5 1 2 3 4
mimics the procedure of food search and the mating of butterflies in the
SPI-9
Abbasabad 4 5 3 1 2 nature. The foraging strategy of butterflies is the main framework of
Biarjmand 5 4 2 1 3 this optimization technique. In other words, the main idea of devel-
Ebrahim-Abad 5 1 2 4 3 oping the BOA is inspired by the cooperative movement of the butter-
SPI-12 flies toward the position of the food sources using their potential ability
Abbasabad 5 1 4 3 2
Biarjmand 5 4 1 2 3
of tracking the smell of food source/mate in the air. Readers are re-
Ebrahim-Abad 5 1 2 4 3 ferred to the original published study by Arora and Singh (2018) for
more detailed information about this algorithm.
In the table, 1 means the best accuracy and 5 means the worst one.

3. Results and discussion


Xik = Xik − 1 + Vik (9)
In the present study, four evolutionary ANFIS models, ANFIS-PSO,
where ω is the inertia weight, Vi is velocity of the ith particle, XB is the
ANFIS-GA, ANFIS-BOA and ANFIS-ACOR were applied for forecasting

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O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

Fig. 3. Time variation graphs of the evolutionary ANFIS models in forecasting SPI-12 – Abbasabad Station.

Fig. 4. Scatterplots of the evolutionary ANFIS models in forecasting SPI-12 in the test stage – Abbasabad Station.

N
drought indexes, SPI-3, SPI-6, SPI-9 and SPI-12 and results were com- ∑i = 1 (yim − yio )2
pared with classic ANFIS to see the accuracy improvement of the new Index of Agreement = IA = 1 − N
∑i = 1 (|yim − y¯o | + |yio − y¯o |)2 (12)
methods. For this purpose, the following measures were considered.

N where yim is the model’s output, yio is the observed value, y0
is the mean
∑i = 1 (yio − yim )2
Root Mean Square Error = RMSE = of the observed value and N is number of data.
N (10) Data were split into three parts, training, validation and test. The
number of data and optimal input structures of the applied models are
N
∑i = 1 |yio − yim | reported in Table 1. In this table, SPI3-1 refers the 1 lag SPI value and
Mean Absolute Error = MAE = vice versa. The model inputs were identified by applying correlation
N (11)
analysis. The most effective lags obtained from correlation analysis

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O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

Fig. 5. Time variation graphs of the evolutionary ANFIS models in forecasting SPI-12 – Biarjmand Station.

Fig. 6. Scatterplots of the evolutionary ANFIS models in forecasting SPI-12 in the test stage – Biarjmand Station.

(auto correlation and partial autocorrelation) were considered as inputs whereas the latter performs superior to the first in validation and test
to the neuro fuzzy models to forecast drought indexes of each station. stages. In the validation stage, the ANFIS-ACOR has the lowest RMSE
For SP3 forecasting, the most effective lags of SPI3 series were sear- and MAE and the highest R2 and IA for the Abbasabad and Biarjmand
ched. For SPI6 forecasting, the optimal lags of SPI3 and SPI6 series were stations while the ANFIS-PSO gives the best statistics in Ebrahim-Abad
investigated and vice versa. Table 2 provides the parameters used for Station. In the test stage, however, ANFIS-GA has the best score with
development of each method in forecasting SPI. respect to various criteria for the Biarjmand Station. The RMSE (MAE)
Tables 3 and 4 sums up the training, validation and test results of accuracy of the classic ANFIS model in forecasting SPI-3 was increased
the applied neuro-fuzzy methods in forecasting SPI-3 of three stations. by 11.4% (11.6%), 11.7% (11.5%) and 16.7% (16.9%) using ACOR, GA
It is obvious that the classic ANFIS model has higher accuracy in ap- and PSO algorithms for the Abbasabad, Biarjmand and Ebrahim-Abad
proximating drought index than the evolutionary ANFIS models stations, respectively.

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O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

Fig. 7. Time variation graphs of the evolutionary ANFIS models in forecasting SPI-12 – Ebrahim-Abad Station.

Fig. 8. Scatterplots of the evolutionary ANFIS models in forecasting SPI-12 in the test stage – Ebrahim-Abad Station.

Training, validation and test statistics of the different neuro-fuzzy with respect to RMSE, R2, MAE and IA statistics at Abbasabad, Biarj-
methods in forecasting SPI-6 are given in Tables 5 and 6. Here also the mand and Ebrahim-Abad stations, respectively. The best hybrid neuro-
performances of the models vary with respect to three stages (training, fuzzy models improved the RMSE (MAE) accuracy of the classic ANFIS
validation and testing). The ANFIS-GA, ANFIS and ANFIS-GA have the model by 11.3% (12.2%), 32.4% (32.3%) and 25.2% (26.2%) in Ab-
best approximation in training stage of the Abbasabad, Biarjmand and basabad, Biarjmand and Ebrahim-Abad, respectively.
Ebrahim-Abad while the ANFIS-GA, ANFIS-GA and ANFIS-PSO perform Tables 7 and 8 reports the training, validation and test measures of
superior to the other models in validation stage for the same stations, the different neuro-fuzzy methods in forecasting SPI-9. According to the
respectively. Classic ANFIS has slightly higher RMSE than the ANFIS- training measures, ANFIS-PSO, ANFIS and ANFIS-ACOR provide the
GA in Abbasabad Station. In testing stage, different trends are shown by best exactness in Abbasabad and Ebrahim-Abad. In Biarjmand, the
the employed methods. The best performance was reached using ANFIS-PSO has the lowest MAE (0.294) and the highest R2 (0.822). The
ANFIS-PSO, ANFIS-ACOR and ANFIS-PSO models in forecasting SPI-6 RMSE and R2 of the ANFIS-PSO, however, are slightly different from

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O. Kisi, et al. Journal of Hydrology 578 (2019) 124053

those of the ANFIS-ACOR. Therefore, it can be said that ANFIS-PSO has the studied phenomenon. Dividing data into three parts and thus,
the best accuracy in validation stage of Biarjmand Sattion. In the test testing models with the third part which was not used in model de-
stage, different results are obtained compared to training and validation velopment stage should be preferred for better evaluation of the
stages. In Abbasabad Station, the ANFIS-BOA is ranked as the first with models. The other way to evaluate data-driven models may be use of
the lowest RMSE (0.398) and MAE (0.301) and the highest R2 (0.771) cross validation methods.
followed by the ANFIS-ACOR, ANFIS-GA, ANFIS and ANFIS-PSO, re-
spectively. In Biarjmand, also the ANFIS-BOA provides the best accu- 4. Conclusion
racy with the lowest RMSE (0.398) and MAE (0.301) and the highest R2
(0.877) and IA (0.964) followed by the ANFIS-GA, ANFIS-ACOR, In the current study, the ability of four evolutionary neuro fuzzy
ANFIS-PSO and ANFIS, respectively. In Ebrahim-Abad Station, the methods, ANFIS-PSO, ANFIS-GA, ANFIS-BOA and ANFIS-ACOR was
ANFIS-PSO has the first rank with the lowest RMSE (0.409) and MAE evaluated in forecasting four standard precipitation indexes, SPI-3, SPI-
(0.288) and the highest R2 (0.669) followed by the ANFIS-GA, ANFIS- 6, SPI-9 and SPI-12 and they compared with classical ANFIS. Monthly
ACOR, ANFIS-BOA and ANFIS, respectively. The RMSE (MAE) accuracy precipitation data from three stations, Abbasabad, Biarjmand and
of the classic ANFIS model in forecasting SPI-9 was increased by 17.3% Ebrahim-Abad in Semnan Province, Iran were utilized in the applica-
(12.2%), 34.4% (35%) and 9.8% (12.4%) using BOA, BOA and PSO tions. The following conclusions can be reached from the applications:
algorithms for the Abbasabad, Biarjmand and Ebrahim-Abad stations,
respectively. - In all stations and for all SPI indexes, the evolutionary neuro fuzzy
The models’ accuracies are compared in Tables 9 and 10 in fore- methods outperformed the classical one. The improvement of clas-
casting SPI-12 of three stations. As clearly seen from Table 9, the ANFIS sical ANFIS models with respect to RMSE range from 11.4–16.7%,
has better approximation than the other models in Biarjmand and Eb- 11.3–32.4%, 9.8–34.4% 30.6–46.7% for the SPI-3, SPI-6, SPI-9 and
rahim-Abad stations while for the Abbasabad, the ANFIS-GA provides SPI-12, respectively. It may be said that improvement increases by
the lowest RMSE and MAE and the highest R2 and IA in training stage. the increment in index time scale.
In the validation stage, however, the ANFIS-GA, ANFIS-PSO and ANFIS- - Among the four new methods, the ANFIS-PSO performed superior to
BOA models have the highest performance for the Abbasabad, Biarj- the ANFIS-GA, ANFIS-BOA and ANFIS-ACOR in forecasting SPI-3,
mand and Ebrahim-Abad, respectively. In the test stage, different trends SPI-6, SPI-9 and SPI-12 in Ebrahim-Abad Station.
are observed from the results. The ANFIS-PSO produces the lowest - For the Biarjmand Station, ANFIS-GA, ANFIS-ACOR, ANFIS-BOA
RMSE (0.334) and MAE (0.230) and the highest R2 (0.831) and IA and ANFIS-GA showed the best accuracy while the ANFIS-ACOR,
(0.954) while for the Biarjmand and Ebrahim-Abad, the ANFIS-GA and ANFIS-PSO, ANFIS-BOA and ANFIS-PSO has the best rank in the
ANFIS-PSO performed the best in forecasting SPI-12, respectively. The Abbasabad Station in forecasting SPI-3, SPI-6, SPI-9 and SPI-12,
best hybrid neuro-fuzzy models increased the RMSE (MAE) accuracy of respectively.
the classic ANFIS model by 30.6% (32.9%), 46.7% (53.6%) and 30.6%
(40.6%) in Abbasabad, Biarjmand and Ebrahim-Abad, respectively. The results obtained from the present study may be useful for hy-
The overall accuracies of the applied methods in forecasting SPI-3, drologists, agriculturalists and water resources planners in making
SPI-6, SPI-9 and SPI-12 are compared in Table 11. In the table, 1 means strategic decisions especially in the arid and semi-arid regions like Iran.
the best accuracy and 5 means the worst one.
It is clear there is not a dominant model all drought indexes in Declaration of Competing Interest
Abbasabad and Biarjmand stations. In Ebrahim-Abad Station, the
ANFIS-PSO has the first accuracy in forecasting all indexes. For the The authors declare that they have no known competing financial
Abbasabad Station, the ANFIS-ACOR, ANFIS-PSO, ANFIS-BOA and interests or personal relationships that could have appeared to influ-
ANFIS-PSO has the best accuracy in forecasting SPI-3, SPI-6, SPI-9 and ence the work reported in this paper.
SPI-12, respectively while the ANFIS-GA, ANFIS-ACOR, ANFIS-BOA
and ANFIS-GA provide the best performance in forecasting corre- References
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