• Tidak ada hasil yang ditemukan

Evaluation of Random Forest and Hybrid Time Series Models in Bivariate Simulation of Electrical Conductivity

N/A
N/A
Protected

Academic year: 2024

Membagikan "Evaluation of Random Forest and Hybrid Time Series Models in Bivariate Simulation of Electrical Conductivity"

Copied!
17
0
0

Teks penuh

(1)

Online ISSN: 2382-9931

Journal of Water and Irrigation Management

Homepage: https://jwim.ut.ac.ir/

University of Tehran Press

Evaluation of Random Forest and Hybrid Time Series Models in Bivariate Simulation of Electrical Conductivity

Emad Mahjoobi

Corresponding Author, Department of Water and Environmantal Engineering, Faculty of Civil Engineering, Shahrood Univerisity of Technology, Shahrood, Iran. E-mail: [email protected]

Article Info ABSTRACT

Article type:

Research Article

Article history:

Received: 22 June 2022 Received in revised form:

17 August 2022

Accepted: 04 September 2022 Published online:

25 December 2022

Keywords:

Autocorrelation, Conditional variance, Nonlinear model, Urmia Lake.

The quality parameters of the river, including electrical conductivity, are highly dependent on changes in flow rate. Adding the flow rate parameter to the simulation of this parameter can increase the certainty of the simulation results.For this reason, in this study, random forest, CARMA and CARMA- GARCH models were used to model the electrical conductivity values in Gerdyaghoub, Kutar and Bitas stations in Mahabadchai basin, taking into account the flow rates. In this regard, the monthly values of electrical conductivity and flow discharge in the statistical period 1986-2018 were used.

The results were analyzed using Nash-Sutcliffe statistics, root mean square error and violin plot. The results of evaluation the root mean square error and Nash-Sutcliffe statistics showed that the simulation results of CARMA- GARCH model compared to CARMA model in Bitas and Kuter stations as well as the training step in Gerdyaghoub station were improved. The results showed that the combination of nonlinear and linear models could improve the modeling error in three stations, Gerdyaghoub, Kotar and Bitas in the training step of 9.56, 9.70 and 21.68 percent. By examining the violin plots, the results showed acceptable accuracy and performance of CARMA and CARMA-GARCH models compared to the random forest model. In general, the results showed that time series models have higher accuracy in bivariate simulating of electrical conductivity values in the study area.

Cite this article: Mahjoobi, E. (2022). Evaluation of Random Forest and Hybrid Time Series Models in Bivariate Simulation of Electrical Conductivity. Journal of Water and Irrigation Management, 12 (4), 729-745.

DOI: http://doi.org/10.22059/jwim.2022.344836.1003

© The Author(s). Publisher: University of Tehran Press.

DOI: http://doi.org/10.22059/jwim.2022.344836.1003

(2)

نا هﺎﮕﺸ اد تارﺎﺸ ا

یرﺎﯿآ و بآ

Homepage: https://jwim.ut.ac.ir/

:ﯽﯿوﺮ !ﻟا #ﺎﺷ ۹۹۳۱ - ۲۳۸۲

!

" "#

. !" #$ % &'( '

:* + [email protected]

,- ./ 0 :

01:

/ 04 / 1401

!"# $ 26 : / 05 / 1401

%&

'"

13 : / 06 / 1401

() 04 : / 10 / 1401

*+

, - : .

* 9 ':

*! + *; +

<: != &

. > ? +

. + @ A B !!CD *A E A / F * : + G!H E + -

*I J + -

*!9 *A @ A + - K E

*!9 L ! <M 'D N OI + E

.

& @ * / < K + P!/ K! *A

+ / 0 E

#'0 % E

& @ A 0 K I % Q + A E ; A *J'R + S <!A D'H I TD P @ E

CARMA CARMA-GARCH

. G

/ * 0 U'T: K +

E+ $ + + @ A 1365

D 1397 + A L . * I % A N + $ G A

-

'/ + ' <: B A K! ! +Y@ Z![ D + A +'

0 . I % + M * 0 + $

E

N <: B A K! ! +Y@

-

*!9 L '9 A !A Z![ D & E

CARMA-GARCH

& *A 9

CARMA

D'H S <!A + F

K! ; #'0 % + \ ' $ *[R

& E <: O! * 'D <: <: != & ]!G[D *H L . 'A * + + E

\ ' $ *[R + S <!A D'H #'0 %

*A

^!D D 56 / 9 70 / 9 68 / 21 '9 A +

[ M H R '/ E + ' + A . `A PA M

&'9M

&

E

CARMA

CARMA-GARCH

. 'A I TD P @ F +' / *A 9

*A +'>

*H $ !A L [H

&

*!9 + E Da A M E E E

C *0< + / 0 !

* / < +' . + +': A

/)0 b A'c" : ) 1401 .(

+ A

&

E P @ I TD

!9 E E + 9!

* E C!

/ #$ * .

E+ !A$

12 ) 4 ( 729 - 745 . DOI:http://doi.org/10.22059/jwim.2022.344836.1003

:

D B + * f

. . % ' ©

(3)

1 .

&

g h'/ + ! ' Z[ ` E + - K! `D

*A P!/

I TD 'A

$ ! F K! ; Z[ ` P ' !ijD

N/ ; A I E

*A + +

*9 @ 0 K! `D .

E+ $ + P '<D P! D *[ @ Z[ ` E

. + +': A E ! != #$ kA N - ![M B !!CD + A A

G!H B !!CD * ! + & l E

B !!CD *J'R g + * : + O! H

E + . ' * I % Q + A 'A ! -

N!

!A + - E H

!G

! #$

N0

* #$ kA + E

<!"

G . H

*!9 U'T: + E

#$ m'[ +

g! D + M G +' E + OA ': E O ^ m H *H !%

. + +

Thakur et al.

) ( 2011

*A

*!9 + A

/ 0 E

) ( EC

* : + '! [!I g +

$ . : - E K B+ J

N OI + + * / <

" #$ +'9 ?-EC

! P`[`

*A S K A . H ' n : op #Y@ *<

g + R / A E + A CD

!!

B /

G #$

. H

Salami and Ehteshami

) ( 2015

A

G + - E

pH

A & N EC

E

`D

! K Q[=

E H

! ,

&'["

) (DO

! A

! h'/'

H

! , ) (BOD

[H + 210 D+ Q

+ kM /

G H A . E

& * * 'D

+' / F -

! N +':

A E \ ' $ F

K! ; q 9 '/ kA 'D -

B+ 'H+

tansign(x)

*A kA 'D '

%

! E & 0

G M !A L . PA M

&'9M

&

*!9 + G +' E 'A * : + G!H 0 E

.

Ravansalar

and Rajaee

) ( 2015

& + H 9T * 9

1 ' T )

& (ANN

E H D

!9 9

* E 9T

2g@'

) A + (WANN

E -

! N A

!

$ * : + * EC

+ Nc

! -'H + H D

!

* + A +' + M

.

$ E

E 0

@ EC

* H G 0 .

* 0 -

! N A

!

& 'D

& [ *H -WANN

! E & A /' ANN

.

^ J D

!!

K )

R2

A ( E

&

E

WANN

*A ANN

^!D D 949 / 0 381 / 0 + $ A .

L 0 *H

-

! g -EC

! N A

! & 'D

0 *A WANN

O g D .

Ahmadianfar et al.

) (2020

g

%+ \ +

! '

<:

A

["

H D g@'

!9 )

W-LWLR

A + ( E -

! N A

! G * : + * EC

! + + I

' .

$

240 * * ' A

+ EC

g + 20 */

H G A .

E 0

*

\ + [ E

Z[ `

LWLR

%+ P0

! ' - + A

!9 )

%+ (SVR

! ' - + A

!9 ) g@'

W-SVR

( A * 9 ': &

!

! K

n "

*;+ r )

ARIMA

( E+'(D g@' +$

(W-ARIMA)

%+

! '

<:

!C ; )

(MLR

%+

! '

<:

!C ; g@'

(W-MLR)

! O I % A .

! + E 0

* [H ["D

! P D A <:

E - \ +

! E

@

W-LWLR

A + E -

! N A

! H

!G

! . #$

Ahmadianfar et al.

) (2022

g H D

!

^ 9<D

!0

P D G

! P A

!

* E ) B +s m R

A-DEPSO

& A (

! F I t E 9T 9<D

!0 )

ANFIS

(

A E -

! N A

!

* EC

#' @ + + * : + + A =

s `D H \ + .

A-DEPSO

I E N @

A E '0D

! F E 'c @ E [H ["

G . H L N ,- $ & *H

W-ANFIS-

A-DEPSO

'D 0 + +RMSE

* P0 & A

ANFIS-DEPSO

R 80

`A '9 A + .

Sayadi

Shahraki and Sayadi Shahraki

) ( 2019

*A

*!9 +'Q

! #$ / G!H + - E

& 9 A E

ANN ANN-PSO

H G E + - .

A B G/' F O! F! [H EC

[H B A H

A + * ! ` F! -

&

E 1388 D 1395 k @ 9 A + E+ $

*A +' & E + '

I % + M G

L .

N!A D K N!- M G!H + - !A

& *A u'A EC ANN-PSO

. A

(4)

* ! A F +' / \ ' $ A ' T 9T * 9 & Ea A + H *A *@'D

k cD E B +s

E A & K 'D

s `D F! TD E H G * O N H N - L ! > &'TR

.

&

*!9 * ! + *H E E 'A ]I' g h'/ + ! E !C E

&

E E K . A

&

*!9 + a A 'D O!

0 E G!H H Z[ ` ) + #$ kA

Ramezani et al., 2019

K + .(

& !

& A <: != E

& ? + N`A E

& + H M <: E N OI + <: E

)

Shahidi et al., 2020

& K .(

> ? + A * 9 ': &

& K . A A

* '

@ O A E

&

E E

<: v I S A A 'A

! K C!

PR + *H Z[ `

'D

A

>

+

? E

*A + 'A 'D + $ # R

* .

*A

& + $ B+ M P!/

E

C!

CD *H

!!

B

$ +

*A *@'D PA M

*A * I % + M G +' % +'>

, +

!

* /

T M E )

Duan, 1996; Tse and Tsui, 2002

( . &

GARCH

9 + 3

!

* E E

! h'/ + g A+ H

I +

*H B / < *A 'D

Yusof and Kane

) (2013 Ramezani et al.

) (2019 Shahidi et al.

) (2020

& E + - . H +

GARCH

+ lH R \ + G A K! `D

& . '

GARCH

+ kM &

D

! F

* I ' :

4ARCH

'D T M B / < + + A K!/ & K . A

Engle

) ( 1982

/ R D . I * 'D I & * - A O! & K Z[ ` E

. AARCH

N!- + $ A

*A ! #$ G!H E + - !A F! TD +'Q

E !%

w E

* A 0[D #$ kA O +

* ! + & E D + K + . ' \ % #$ !G!H xGR E A A

. * I N!A

D

& K

$ *A *H E + E + - ! P

K

*H

$ E !%

. * O w t "

0 A a A 9 @ A *H c $

+ + /

/ 0 B !!CD ^9 A B !!CD * * :

@ A '

*A ' + -

*!9 + H . * I % Q + / E

*!9 U'T: + * / < K + E

C 0 !

A E ; A *J'R " + / Q +

0 K I % E & M y @ A

!C ;

F

5 +$

)

CARMA

E 9! & (

CARMA-GARCH

I TD P @ F +' / + A +'

. I % + M

<: E 9! & + H M + K + -

K I % Q + A E <: !=

& A ? +

CARMA

& 9! . ' * 0 I TD P @

CARMA GARCH

P! D @

& E+ :

CARMA

& . * I % B+'

CARMA

& + E K! ! E

/ R + H *H

&

GARCH

!M A ? + N`A & +

*!9 * ! + Z[ ` kA + A A kM + . H 0 E

*!9 +' + *H z` * : + G!H H E ? + E

; B / < 0 K !M A E

*!9 . * I B+' E

' N`A J+ Z[ ` B / < + O! I TD P @ F +' / A 9 E

K . + * / < K

*A

& 9 + D A /

*!9 A !C E -

*0< + /

* / < +'

. N '- O! + E R 0 *H

2 . ( )

2 . 1 . &*

+# * )

* / < K + #$ ! O A$ *J'R + D'H S <!A #'0 % * + / A E

(5)

G *0< ! M' .

* / < +' P + E + ! E

) 1 (

.

%, E

) A 0 *!/ B !!CD E+ $

^

) / 0 (*! i A

!

? A + + (

E+ $ 1365 D 1397 & @ + O!

) 1 ( + @ A B G B !!CD * *A *@'D A . *{ + E

Z[ `

*!9 @ * E

E C!

. G /

Figure 1. Geographical location of the studied hydrometric stations in Mahabadchai Basin

Table 1- Details of the studied hydrometric stations in the study area Q (m3/s) EC (μS/cm)

Station

Max Mean STD CV

Min CV STD Mean

Max Min

1.33 5.4

3.94 45.79

0.01 0.38 245.1 653.43

1760 180

Gerdyaghoub

1.03 8.9

8.41 40.84

0.06 0.34 110.5 332.56

1050 137

Kotar

1.62 2.2

1.40 11.68

0.001 0.28 96.9

352.96 700 121

Bitas

2 . 2 . ,

- ! . )

( - 1

\ + P!["D * OcD + E E

*!9 E

&

E E E

'

h'/ + ! . + '@

& %, F E

E + - ? D

& P0 $ E + - + $ A *H E <M gD E

!C

. P

&

g h'/ + ! E I E A +

; & S A !C ;

!C F + ARMA

$ E + - + $ A .

&

CARMA

F & )

*A (n " K! ! A '! %+'D O @ g '

K

gD / R E A 'D !C

Salas et al.

) (1980

!- .

+ K

&

? D & E + -

* 9 ':

*A n " K! ! v I E <M B+'

'

*A E+'>

; & g *H + !C

P0 'D

! .!.

! .

! "

#$ %

48°0'0"E 47°0'0"E

46°0'0"E 45°0'0"E

38°0'0"N37°0'0"N36°0'0"N

0 15 30 60 90 120

Kilometers

223223

!

. ! 4

, , 5 ! 6

, 7)8

µ

71°0'0"E 59°0'0"E 47°0'0"E

55°0'0"N43°0'0"N31°0'0"N19°0'0"N

44°0'0"E 56°0'0"E 63°0'0"E

45°0'0"N38°0'0"N31°0'0"N24°0'0"N

(6)

gD &

!C

*A K A A | ARMA

@ E - + $ A

*A & E + n +'>

$ 'D

*A + +'>

E A P0 gD

!C H + $ A ARMA

. & K A } A + H K gD ARMA

!C

' . Y/

; P H & g % !C

!% + M G +' ARMA

'D

*A

@

& E E

A + :

E A + B G m D E A + *A * A + : g

. I % Q + &

CARMA(p,q)

E A o *A n

: A

*<A + 1

= + − (

$ + *H ' ? D g Yt

D E n*1

% *A G K! ! & k 'D A

Z[ ` E

k=1,2,…,n , , … ,

E <M ? D (* 9 ':) '! %+'D & E + - n*n

, , … ,

E <M ? D . n " K! ! & E + - n*n

? D g O!

E n*1

? + G K! ! A & I TD -

+ 'H ? . g

*<A + 2 (

.. .

=

.. .

.. .

. .

. . .

. . .

. .. .

.

.. .

+

.. .

.. .

. .

. . .

. . .

. .. .

.

.. .

&

CARMA

K!A E ~I + PA 0 9 G !:jD xGR 'D $ A p + + Z[ ` E

G A E A + : A

E + -

p

) Z D q Salas et al., 1980

.(

2 . 3 . 3+

. 4 3 ):

; 43

&

A * 9 ': &

>

*A

@ ' O A E

&

E E

<: v I S A A 'A

! K

C!

PR + *H Z[ `

A 'D

>

+

? E

*A + 'A + $ # R

'D

Engle (1982)

'D

* .

*A +'>

[H &

*A ARCH

B+' A

:

*<A + 3 (

= ! = "#+ $

%

A A A +

? >

g ? + G K! ! A !M A E <: m D A A A . A

"#≥ 0 $ ≥ 0

& E + - A A A & *9D A A Am

Zt

+ E A A A O!

A

)

Engle, 1982

& + : .(

+ARCH

*A B+' : ' 'D

*<A + 4 (

" =

= "#+ " "

" ≥ 0, "# ≥ 0 *H A > K! ! . A

*@'D : A G A A A *A

*<A + 5 (

( " = ([( " |+ ] = ([ ( ]

?r + *<A + G A > ? )

6 ( + $ A : '

*<A + 6 (

-". " = ( " = ([( " |+ ] = (["#+ " " ] = "#+ " ( "

(7)

K A A

S A

( " = 0 -". " = ( " + ( "

at

A i + - : F! ': A

*<A + 7 (

-". " = "#+ " -". "

*<A + 8 (

-". " = "#

1 − "#

? + *H at

B !!CD * K A A A 9l A at

. A g G K!A A

& *; %

*A & g ARCH

# R

& @ G[ ` E + - ! B M % $ E

& P!/ K! *A . ' + $ A 'D K O @

Moffat et al.

) ( 2017

Z D *H

S A

&

Bollerslev

) ( 1992

P & K . H

*A ' &

D

! F

* I

ARCH GARCH

* : & K . '

*A B+'

) A

Nelsen, 1991

:(

*<A + 9 (

" = 0

*<A + 10 (

= 1#+ 1 1 + 2

& ]!G[D @ E

CARMA GARCH

/ A 0 A & A * / < +' E

CARMA

\ A t ` & !M A E * I & !M A E . '

CARMA

& A E

GARCH

\ A E * I M A

! P R @ & t ` @ !M A E + . '

GARCH

& *A

CARMA

*I J

. '

2 . 4 . . ) #

+' / F I TD P @ )

( RF

'D

Breiman

) ( 2001

*A ' g

\ + E !%

%+ A 9 P{ E A cD '!

* ':

A E TD :+ * 'D S A F!

*{ + P @ g .

* ' c I TD E

:+

E S

*H +' / A :+

F A•O@

E

P R % A

A . '

* H D I TD P @ D+ 9 9!

; :+ K TD

F!

; $ : + *H K

': * ' + H

)

Friedman et al., 2001

(.

*A +'Q c :+

'! %+

A•O@

E

% A

%+

'!

E

* % ; G

' . I D T F!

+

% [:

+ %

* :+ ' M ]9>

+ D D '

[9M ZM'D u *H D

K!!

*A

$ . +

\ +

I TD + A RF 3

P0 *H + A

E

3 , 3 , … , 3 I TD A 'A

E :+

mn

!/'D '

.

F K! ; + A * 'D

A k ! 9D

. H

%+

:+ '!

G A

* ' c E

\ ' $

3

* ' c *9 "

:+

A A A !/'D o *A +n

)

Breiman, 2001

:(

*<A + 11 (

3 = 4ℎ 6 , ℎ 6 , . . . , ℎ 6 7

*<A + 12 (

ℎ = ℎ 6, 3 , 6 = 86 , 6 , . . . , 6 9

+ A g €'I E Ap

D + P @ P!

@ : :+ E A

*A B+' *{ + : '

*<A + 13 (

3 = 4ℎ 6 , ℎ 6 , . . . , ℎ 6 7

*<A + 14 (

:⏜ = ℎ 6 , :⏜ = ℎ 6 , . . . , :⏜ = ℎ 6

€'I *<A + + *H

:<

:+ @ : mn

. A A E

*A + $

@ : - * '

N!

A!

E

:+

*9 "

) '

Breiman, 2001

(

<: . E - N!

!A O!

]9>

*<A + ) 15 (

*9 "

' .

(8)

*<A + 15 (

=>( =∑ [:⏜ 6 − : ]

@ B PH Dn D L : D 9 " L :< 6 €'I *<A + +

<: O! MSE

E A K!

0 D

D 9 "

+ .

2 . 5 . +

B A K! ! +Y@ A & K A # ` E A

<:

) *<A +) (RMSE

16 N + ! ( -

Z![ D

(NSE)

*<A +) 17 ( *9 "

m H .

&

E

*H A

N!A D + ! + 0 K FH NSE

D K A * +RMSE

*A '

&

O% A ^

. '

*<A + 16 (

A=>( = B > − C

@ − 1

*<A + 17 (

D>( = 1 − > − C

C − CE

€'I A + + *H Dn

C * ' + 0

CF D

* ' 0 K! !

>

@ : + 0

&

E A ' $ +' E

A )

Nash & Sutcliffe, 1970; Nazeri Tahroudi et al., 2021

.(

*!9 @

+ / A 0 E

& G A Q +' E Z[ ` E

316

\ ' $ E A 80

& N $ E A & . G

CARMA

+ 100

*!9

*!9 L @ E E

& E @ A . # ` A + E + ! 'D D A

CARMA

E A & K !M A E E

* / < +' & A ]!G[D A t `

GARCH

E 9! &

CARMA-GARCH

P @ F +' / . P R

. I % + M A + +' N $ \ ' $ I + & O! I TD

3 .

>6 ?

E+ $ + + / A 0 G A * / < K + 97

- 1365

*!9 *A E

C 0 !

* + @ A B !!CD *A *@'D A / + . * : - E ; A O A$ *J'R + E + !

& U'T: K E

CARMA CARMA-GARCH

. G I TD P @

3 . 1 . ? ! @ " "# &

CARMA

+ $ + A L E

RMSE

*!9 + NSE

/ 0 E

E + A +' K I % Q + A

y @ A 0

*A B+' & @ ) 2 (

*!9 L . *{ + N $ *[R + O! E

*A B+' P E ) 2 ( D

) 4 (

*A

^!D D E A . *{ + S <!A D'H #'0 % E

Table 2. Results of RMSE and NSE in simulation of EC values in studied stations using CARMA model RMSE (μS/cm)

Stations NSE

Test Train

Test Train

43.56 50.76

0.97 0.96

Gerdyaghoub

54.73 56.64

0.76 0.62

Kutar

43.49 55.09

0.79 0.64

Bitas

(9)

Figure 2. Results of simulation of EC values in Gerdyaghoub station using CARMA model

Figure 3. Results of simulation of EC values in Kutar station using CARMA model

Figure 4. Results of simulation of EC values in Bitas station using CARMA model

(10)

*!9 L

+ / 0 E

E & G A * / < +'

CARMA

K A *H

FH [ #'0 % + <: O! K D

+ H *H ' 96

\ ' $ *[R + + 97

+ +

FH K!A K + . P + N $ *[R A D'H *A u'A + H O! K D

62 + N $ *[R +

K!A E <: O! . 'A 76

/ 50 D 64 / 56

!

? A \ ' $ *[R +

56 / 43 D 73 / 54

!

?

A

*!9 P R E <: O! O!

& G A * / < +' *0< + / 0 E

CARMA

*A *@'D A *H 'A N 0

- E 0 Z![ D

• 9 PA M &'9M & . A

CARMA

!C ; *A *@'D A $ 'A

F

*!9 K! ; E

F + Z[ ` E + - !ijD $

*A A':

/ : B 9 " + * I % Q + .

K +

& K L

*A A':

& E A O @ 'D gD E

. A !C

3 . 2 . ? ! @ " "# &

CARMA-GARCH

E g! H' ! *A *@'D A ' E

E K + ? + '@ g h'/ + ! +

. ! + Q P!/ K! *A

G *H H ' 'D

&

<: != > ? + E M 'D

&

E

& G . N OI E R D +

& ]!G[D A O! <: != E B+' <: E

+ . !%

& + A A * / < K

CARMA

*!9 t ` & !M A E $ A 9 E F

A

&

E

GARCH

*!9 L . I \ A

+ / 0 E

E

* / < +' G A

E 9! &

CARMA-GARCH

*A B+' & @ ) 3 ( P E ) 5 ( D ) 7 ( . *{ +

Table 3. Results of RMSE and NSE in simulation of EC values in studied stations using CARMA-GARCH model RMSE (μS/cm)

Stations NSE

Test Train

Test Train

48.98 45.92

0.96 0.97

Gerdyaghoub

46.88 51.15

0.72 0.80

Kutar

44.98 43.15

0.85 0.72

Bitas

P *A *@'D A )

5 (

*!9 + ! `D FH u 0 : A + *H H 'D 0 E

+ /

#'0 % . '

*A +'>

[H

*!9 0 B !!CD * N $ *[R E+ $ + m D + E

+' + ‚!J'D K . + E wp : D 0 * 0 L . € O! S <!A D'H E

& + RMSE CARMA

CARMA-GARCH

& A * 0 + *H

CARMA

E 9! &

CARMA-GARCH

N $ \ ' $ *[R + + <: O! * 'D

*A

^!D D R 7 / 9 34 / 14 + +

D'H 68 / 21 92 / 15 E <: O! #'0 % + . `9A '9 A S <!A + +

*!9

& L / 0 E

CARMA-GARCH

& *A 9

CARMA

\ ' $ *[R +

R 56 / 9 I '9 A + & L + E '9 A N $ *[R +

CARMA

0 . I B+'

NSE

*A + ' D + O!

& + #'0 % + N $ *[R !=

CARMA-GARCH

& *A 9

CARMA

E 9! & . * I '9 A

CARMA-GARCH

<: != <: & !% A + *H A

m D

%, E E ^9 b'J' K * ': + + E L '

*A A': ! <M $

. A + +': A

*A +'>

[H M !A L PA M

&'9M &

CARMA-GARCH

+ 0 & A *

CARMA

'A

P + *H E

) 4 ( D ) 7 ( O!

K!A FH wp : 'D 0

*!9 D E

+ . H +

(11)

N ,- E

G[ ` F B / < ';

Abbaszadeh Afshar et al.

) (2017 Nazeri Tahroudi and Khalili

) ( 2015 Khashei-Siuki et al.

) ( 2020

& [ M O!

& *A 9 + 0!G[D E Da A m' E

. H I F

K! ; L A b'J' K N ,-

E

Wang et al.

) ( 2005 Laux et al.

) ( 2011

. + 0A <

Figure 5. Results of simulation of EC values in Gerdyaghoub station using CARMA-GARCH model

Figure 6. Results of simulation of EC values in Kutar station using CARMA-GARCH model

Figure 7. Results of simulation of EC values in Bitas station using CARMA-GARCH model

(12)

3 . 3 . ?

"# &

. ) # ! @ "

m' &

+ A +' K +

N ,- I TD P @ F +' /

& O! & K + . A E

+ A +'

318 \ ' $ E A 80

. G & N $ E A

*!9 + I TD P @ F +' / + A L E

y @ A 0 K I % Q + A / 0

*A B+' & @ ) 4 ( P E ) 8 ( D ) 10 ( . *{ +

: A + *H H 'D

*!9 0 E

N!A D FH D

D 0

K *H A

& + b'J'

CARMA CARMA-GARCH

FH D I TD P @ F +' / A * 0 + . '

&

CARMA CARMA-GARCH

0 & K N!ARMSE

D A & + H 0 . H *{ + + E

& @ *A *@'D )

4 ( O!

+ H J Z!

& *A 9 I TD P @ F +' / D . A

Table 4. Results of RMSE and NSE in simulation of EC values in studied stations using Random Forest model RMSE (μS/cm)

Stations NSE

Test Train

Test Train

50.00 53.66

0.69 0.95

Gerdyaghoub

53.48 66.68

0.63 0.67

Kutar

53.52 62.88

0.79 0.53

Bitas

Figure 8. Results of simulation of EC values in Gerdyaghoub station using Random Forest model

Figure 9. Results of simulation of EC values in Kutar station using Random Forest model

(13)

Figure 10. Results of simulation of EC values in Bitas station using Random Forest model

& * L * 0 @ + A +'

*!9 U'T: + E

C

K I % Q + A / 0 !

+ ' . G '/ + ' y A

& ! <M + A @ '/

0 A * 0 + Z[ ` E

D G . '

'/ + '

*!9 D 0

E

& G A E

+ A +'

*A B+' P E ) 11 ( D ) 13 ( * ! !A ƒ + !G . *{ +

! P!<

B !!CD O! ƒ +

+

! P!< Ea A R . m' n+ ; ƒ +

!< K! - R

! P & n+ ; ƒ +

)

Hintze and Nelson, 1998; Jafarzadeh et al., 2021

.(

P *A *@'D A E

) 11 ( D ) 13 ( 0 [H B !!CD *H H 'D + A +'

*!9 / R + E

+ E

* / < +' PA M

&'9M c $ . A

+ E + ' *H

*{

! <M + A E A [H / R +

&

G E

*!9 + & * ! <M ' A 0 K I % Q + A / 0 E

@ 0D • 9 PA M

&'9M . A

Figure 11. Violin plot of simulation of EC values given by corresponding discharge values at Gerdyaghoub station using the studied models

(14)

Figure 12. Violin plot of simulation of EC values given by corresponding discharge values at Kutar station using the studied models

Figure 13. Violin plot of simulation of EC values given by corresponding discharge values at Bitas station using the studied models

P *A *@'D A )

11 (

*!9 + I TD P @ F +' / *H H 'D

/ 0 E

*A 9 + * ! H &

FH D & . H + $ A

CARMA

0 A *A D !!CD 9

*!

*H + E

& E D A

CARMA

*!9 + & *A 9

/ 0 E

. A / R + K

R '" *A & * 'D #'0 % E + ! + / 0 B !!CD ' *H P . &

) 12 (

*!9 0 B !!CD O!

E D'H + + D *A *@'D A .

(15)

!!CD * t+ : 0 P K K + . !/'D I TD P @ F +' / 'D D 0 B

D 9 " B 0 B !!CD m I *A *@'D A & ! <M *H H 'D

CARMA-

GARCH

I TD P @ F +' / A ^D *A

CARMA

+ $ *H A K O! A + E

+ b'J'

jD P + . H ! )

13 ( O!

*A A':

*!9 0 P H ]A <D 'D E

+ + / D

P + A L [H +'> *A . H S <!A E + ! E

) 11 ( D ) 13 (

& *H E

* / < +'

*A * ! A':

E

*!9 + D H E

n+ ; . P + O! m' & E

E ) 11 (

) 12 ( ) g O D 0 *A S <!A *A 9 ( D'H #'0 % E

. D

4 . A B

G A * / < K + + * S !0 + / @ A E

E+ $ + 97 - 1365

*!9 *A E

C

+ / 0 !

& U'T: K + . * : - D'H S <!A #'0 % E <: E

& P E

CARMA

E 9! &

CARMA-GARCH

+ . G I TD P @ F +' /

& * 316 E A \ ' $ 80

& N $ E A G & E <: O! + A L . G

& Ea A M !A <: B A K! ! +Y@ + $

CARMA-GARCH

/ R D +

*A) N $ *[R !=

<: != & . 'A & *A 9 (#'0 %

GARCH

*A

& P!/

N`A E +

& ? <: E

*!9 L M & ! <M N OI K J E E

N OI + & .

CARMA-GARCH

'D

N 0 -

+ \ ' $ *[R + + Z![ D

*A S <!A D'H #'0 % E R ^!D D

80 / 0 86 / 5 05 / 22

`A '9 A + + .

0 & A *

CARMA CARMA-GARCH

Z! J [ I TD P @ F +' / E D

*{ + '/ E + ' *A *@'D A O! & K [ O! M *; % . H *{ + PA M

P @ +' + . 'A &'9M

N!A H I TD + ! `D

FH H D'H S <!A E D

+ ! ` *[R + . #'0 %

& E <: O! \ ' $

CARMA-GARCH

+ & *A 9 * / < +' E

CARMA

I TD P @

*A ^!D D

*A +'>

R ' 14

23 FH + D . A

*A +'>

& A [ M !A L [H E E

<:) F +' / *A 9 ( 0!G[D P @

*!9 + I TD E

C . 'A * / < +' *0< + / 0 !

& 'A+'" *A *@'D A F N ,- K + + A +' E

& ) ‚< + & 0D+ K! ; K! ! E

&

U'T: + " „! (? + E . + '@ F![M b' b'

5 . C ) 1. Artificial Neural Network

2. Wavelet Artificial Neural Network

3. Generalized Autoregressive Conditional Heteroskidastisity 3. Autoregressive Conditional Heteroskidastisity

4. Contemporaneous Autoregressive Moving Average

6 .

E F +

„!

. + '@ % ' 'D kI v+ D * '%

(16)

7 . E

! @ )

Abbaszadeh Afshar, M., Behmanesh, J., Khalili, K., & Nazeri Tahroudi, M. (2017). Evaluation of the Combined AR-ARCH and GAR-ARCH Models in Modeling Rivers Flow Rate (Case Study: Zarineh River in West Azerbaijan). Journal of Water and Soil Conservation, 23(6), 181-197. (In Persian).

Ahmadianfar, I., Jamei, M., & Chu, X. (2020). A novel hybrid wavelet-locally weighted linear regression (W-LWLR) model for electrical conductivity (EC) prediction in surface water. Journal of Contaminant Hydrology, 232, 103641.

Ahmadianfar, I., Shirvani-Hosseini, S., He, J., Samadi-Koucheksaraee, A., & Yaseen, Z. M. (2022).

An improved adaptive neuro fuzzy inference system model using conjoined metaheuristic algorithms for electrical conductivity prediction. Scientific Reports, 12(1), 1-34.

Bollerslev, T., Chou, R. Y., & Kroner, K. F. (1992). ARCH modeling in finance. A selective review of the theoryand empirical evidence. Journal of Econometrics, 52, 5-59.

Breiman, L. (2001). Random Forests. Machine Learning, 45(1), 5-32.

Duan, J. C. (1996). A unified theory of option pricing under stochastic volatility-from GARCH to diffusion. Hong Kong University of Science and Technology.

Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica: Journal of the Econometric Society, 987-1007.

Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements of statistical learning. New York: Springer series in statistics.

Hintze, J. L., & Nelson, R. D. (1998). Violin plots: a box plot-density trace synergism. The American Statistician, 52(2), 181-184.

Jafarzadeh, A., Pourreza-Bilondi, M., Khashei Siuki, A., & Ramezani Moghadam, J. (2021).

Examination of various feature selection approaches for daily precipitation downscaling in different climates. Water Resources Management, 35(2), 407-427.

Khashei-Siuki, A., Shahidi, A., Ramezani, Y., Nazeri Tahrudi, M. (2020). Forecasting the groundwater monitoring network using hybrid time series models (Case study:Nalochay). Journal of Water and Soil Conservation, 27(3), 85-103. (In Persian).

Laux, P., Vogl, S., Qiu, W., Knoche, H. R., & Kunstmann, H. (2011). Copula-based statistical refinement of precipitation in RCM simulations over complex terrain. Journal of Hydrology and Earth System Sciences, 15(4), 2401-2419.

Moffat, I. U., Akpan, E. A., & Abasiekwere, U. A. (2017). A time series evaluation of the asymmetric nature of heteroscedasticity: an EGARCH approach. International Journal of Statistics and Applied Mathematics, 2(6), 111-117.

Nash, J. E., & Sutcliffe, J. V. (1970). River flow forecasting through conceptual models part I-A discussion of principles. Journal of Hydrology, 10(3), 282-290.

Nazeri Tahroudi, M., & Khalili, K. (2015). Comparing Combined Arma-Parch and Arma-Arch Models for Modeling Peak Flow Discharge (Case Study: Siminehrood River in The West Azarbaijan Province). Water and Soil Science (Agricultural Science), 25(4/1), 113-127. (In Persian).

Nazeri Tahroudi, M., Ramezani, Y., De Michele, C., & Mirabbasi, R. (2021). Flood routing via a copula-based approach. Hydrology Research, 52(6), 1294-1308.

Nelson, D. B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica: Journal of the Econometric Society, 347-370.

Ramezani, Y., Nazeri Tahroudi, M., & Ahmadi, F. (2019). Analyzing the droughts in Iran and its eastern neighboring countries using copula functions. Journal of the Hungarian Meteorological Service, 123(4), 435-453.

Ravansalar, M., & Rajaee, T. (2015). Evaluation of wavelet performance via an ANN-based electrical conductivity prediction model. Environmental Monitoring and Assessment,187(6),1-16.

(17)

Salami, E. S., & Ehteshami, M. (2015). Simulation, evaluation and prediction modeling of river water quality properties (case study: Ireland Rivers). International Journal of Environmental Science and Technology, 12(10), 3235-3242.

Salas, J. D., Delleur, J. W., Yevjevich, V., & Lane, W. L. (1980). Applied Modeling of Hydrologic Time Series. Water Resource Publications, P.O.Box 2841. Littleton, Colorado.80161, U.S.A. 484 P.

Sayadi Shahraki, A., & Sayadi Shahraki, F. (2019). Simulation of Electrical Conductivity of Behbahan Plain Using ANN and ANN-PSO Models. Journal of Water and Wastewater Science and Engineering, 4(1), 34-41. (In Persian).

Shahidi, A., Ramezani, Y., Nazeri-Tahroudi, M., & Mohammadi, S. (2020). Application of vector autoregressive models to estimate pan evaporation values at the Salt Lake Basin, Iran. Journal of the Hungarian Meteorological Service, 124(4), 463-482.

Thakur, A. K., Singh, V. P., & Ojha, C. S. P. (2012). Evaluation of a probabilistic approach to simulation of alkalinity and electrical conductivity at a river bank filtration site.

Hydrological Processes, 26(22), 3362-3368.

Tse, Y. K., & Tsui, A. K. C. (2002). A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations. Journal of Business & Economic Statistics, 20(3), 351-362.

Wang, W., Van Gelder, P. H. A. J. M., Vrijling, J. K., & Ma, J. (2005). Testing and modeling autoregressive conditional heteroskedasticity of streamflow processes. Nonlinear processes in Geophysics, 12(1), 55-66.

Yusof, F., & Kane, I. L. (2013). Volatility modeling of rainfall time series. Theoretical and Applied Climatology, 113(1-2), 247-258.

Referensi

Dokumen terkait

In  this  paper,  the  application  of  out1ier  detection  using  XI2­ARIMA  for  exploring  historical  evidence of forest  fire  was  investigated.  It  seems 

The objective of this paper is to investigate the performance of the Bayesian estimator with Skew-t prior of the random parameters linear Quadratic and the nonlinear

Simulation of Erosion Rate in a Reducer for Liquid Solid Flow System using Computational Fluid Dynamics CFD ABSTRACT This research aims to simulate the influences of flow

Because of this, a system that can predict the number of cases based on several parameters is needed to prevent the spread of fever in several areas, using Random Forest dan Support