¬Analysis and predictive validity of Kelantan River flow using RQA and Time Series Analysis
Keywords:Recurrence Plots, Recurrence Quantification Analysis (RQA), Kelantan River flow Data, ARIMA, flood forecasting
An analysis of the Kelantan River flow and its predictive validity has been under taken for the period 2000 to 2014 by utilizing Recurrence Plot and Recurrence Quantification Analysis. The study presents the results of the application of nonlinear and linear time series analysis on the river stream-flow data for flood detection and prediction of future values. The prediction results on a hold-out sample of 2014 data by the methods based on RQA and ARIMA have been compared and it was revealed that the ARIMA model provided a better forecast. The analysis of the dynamics of the daily river flow and the detection of an attractor with outliers indicating higher values of the series are believed to be two important factors of an onset of a sudden change.
Kundzewicz, Z. W. ‘In search for a change in hydrological data’. Hydrol. Sci. J. 49(1) 3-6.
A Shabri, Suhartono, (2012), ‘Streamflow forecasting using least-squares support vector machines’, Hydrological Sciences Journal, 57 (7), 1275–1293.
W. Huang, B. Xu, and A. Chan-Hilton, 2004, ‘Forecasting flows in Apalachicola River using neural networks’, Hydrological Processes, vol. 18, no. 13, pp. 2545–2564, 2004.
N. H. Adenan, M. S. M. Noorani, (2013), ‘Monthly River Flow Prediction Using a Nonlinear Prediction Method’, World Academy of Science, Engineering and Technology International Journal of Mathematical and Computational Sciences Vol:7, No:11.
H. Poincaré, (1890), ‘Sur la probleme des trois corps et les équations de la dynamique’, Acta Mathematica, 13, 1–271.
A. Katok, B. Hasselblatt, (1995), ‘Introduction to the Modern Theory of Dynamical Systems’, Cambridge University Press, Cambridge.
Norbert Marwan, M. Carmen Romano, Marco Thiel, Jurgen Kurths, (2007), ‘Recurrence plots for the analysis of complex systems’, Physics Reports 438, 237 – 329.
Map of Malaysia and location of Kelantan river, https://www.expatgo.com/my/2015/09/02/8-maps-for-malaysia.
Map of Malaysia, https://www.mapsofworld.com/malaysia/river-map.html
The map of rivers in Malaysia, https://www.mapsofworld.com/malaysia/river-map.html.
Elshorbagy, A., Simonovic, S. P. & Panu, U. S. (2002), ‘Noise reduction in chaotic hydrologic time series facts and doubts’, J. Hydrol., Vol. 256, No. 3/4, pp. 845-848.
B. Sivakumar, (2002), ‘A phase-space reconstruction approach to prediction of suspended sediment concentration in rivers’, Journal of Hydrology, vol. 258, pp. 149-162.
F. Takens, (1981). ‘Detecting strange attractors in turbulence’. In D. A. Rand and L.-S. Young (ed.). Dynamical Systems and Turbulence, Lecture Notes in Mathematics, vol. 898. Springer-Verlag. pp. 366–381.
Eckmann, J.-P., Kamphorst, S. O., & Ruelle, D. (1987). ‘Recurrence plots of dynamical systems’. Europhysics Letters, 4, 973-977.
Webber, C. L., Jr., & Zbilut, J. P. (1994). ‘Dynamical assessment of physiological systems and states using recurrence plot strategies’. Journal of Applied Physiology, 76, 965–973.
Joseph P. Zbilut, Nitza Thomasson, Charles L. Webber, (2002), ‘Recurrence quantification analysis as a tool for nonlinear exploration of nonstationary cardiac signals’. Medical engineering & physics, 24(1):53-60.
Shannon, C. E. (1948). ‘A mathematical theory of communication’. Bell Systems Technical Journal, 27, 379-423 & 623-656.
Thiel, M., Romano, M. C., J. Kurths, J. (2003): ‘Analytical Description of Recurrence Plots of white noise and chaotic processes’, Izvestija vyssich ucebnych zavedenij/ Prikladnaja nelinejnaja dinamika - Applied Nonlinear Dynamics, 11(3), 2003, 20-30.
Fraser, A. M. & Swinney, H.L. (1986), ‘Independent coordinates for strange attractors from mutual information’, Phys. Rev. A 33 pp. 1134-1140.
Kennel, M. B., Brown, R., and Abarbanel, H. D. I., (1992), ‘Determining embedding dimension for phase-space reconstruction using a geometrical construction’, Phys. Rev. A 45, 34030
Marwan, N., Wessel, N., Meyerfeldt, U., Schirdewan, A., & Kurths, J. (2002). ‘Recurrence-plot-based measures of complexity and their application to heart rate variability data’. Physical Review E, 66, 026702.1-026702.8.
B.V. Alexeev, (2015), In Unified Non-Local Theory of Transport Processes (Second Edition).
http://arxiv.org/pdf/0906.1418v1. Paul Matthews, July 2009.
Poincaré, H. 1890. ‘Sur le problème des trois corps et les équations de la dynamique’. Acta Math. 13: 1–270. Œuvres VII 262–490 (theorem 1 section 8)
Aminah Shakirah J, L M Sidek1 B Hidayah Nazirul, M.Z M. Jajarmizadeh, F.C. Ros, ZA Roseli, ‘A review on flood events for kelantan river watershed in malaysia for last decade (2001-2010)’, IOP Conference Series: Earth and Environmental Science 32 (1), 012070.
A. D. Fragkou, T. E. Karakasidis, and E. Nathanail, (2018), ‘Detection of traffic incidents using nonlinear time series analysis’, Chaos 28, 063108; doi: 10.1063/1.5024924.
Zhi-Qiang Jiang, Askery Canabarro, Boris Podobnik,H. Eugene Stanley &Wei-Xing Zhou, (2016), ‘Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets’,
Pages 1713-1724, Published online, December 2019, https://doi.org/10.1080/14697688.2016.1175656.