Comparison of drought forecasting using ARIMA and empirical wavelet transform-ARIMA

Abstract

Drought forecasting is important in preparing for drought and its mitigation plan. This paper focuses on the investigation of ARIMA and Empirical Wavelet Transform (EWT)-ARIMA in forecasting drought using Standard Precipitation Index (SPI). EWT is employed to decompose the time series into 4 modes. SPI of 3, 6, 9, 12 and 24 months were used. The objective of this study is to compare the effectiveness of the methods in accurately forecasting drought in Arau, Malaysia. It was found that EWT-ARIMA perform better when SPI is 3, 6 or 24. EWT-ARIMA performs comparably to ARIMA when the SPI is 9 or 12.