Decomposition, modeling and forecasting of the time series of discharge of the Desna river using the “bsts” package of the R programming language

Borys Khrystiuk
Ukrainian Hydrometeorological Institute of the State Emergency Service of Ukraine and the National Academy of Sciences of Ukraine, Kyiv
https://orcid.org/0000-0003-4290-3745

Liudmyla Gorbachova
Ukrainian Hydrometeorological Institute of the State Emergency Service of Ukraine and the National Academy of Sciences of Ukraine, Kyiv
https://orcid.org/0000-0003-1033-9385

DOI:

Keywords: package «bsts», structural model of time series, discharge, training and test samples, trends

Abstract

Qualitative forecasting of river water levels is an important component for planning and functioning of various water-dependent sectors of the economy: agriculture and municipal services, hydropower, fisheries, shipping, etc. Forecasting of river daily discharges is based on both simple graphical methods and deterministic and stochastic models. The article is devoted to the use of the “bsts” package of the R programming language for modeling and forecasting daily discharges of the Desna River – Litky village. After decomposition of the time series of daily discharges was found that these series consist of three components: a trend, a seasonal component, and random fluctuations. In the process of creating the 'bsts' model, the main functions of the 'bsts' package, which form the various components of this model, were considered: add.seasonal, add.local.level, add.ar, add.local. linear.trend, add.semilocal. linear.trend and add.student.local.linear.trend. The results of modeling the daily discharges of the training and test samples were evaluated using five statistical indicators: residual.sd, prediction.sd, rsquare, relative.gof та МАРЕ, and also by the accumulated error curve of the next step. The optimal model is the “bsts” - model without predictors, which models daily discharges using the add.student.local.linear.trend function and random fluctuations. This model is suitable for short-term forecasting of daily discharges of the Desna River – Litky village during periods of their long and smooth increase or decrease, as well as during periods of stable low water levels. Forecasting daily discharges using the 'bsts' - model is based on a trend that relates this model to forecasting based on spring flood decline curves, which take into account the depletion of water reserves in the channel network, and trends that take into account the inertia of hydrological processes.

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