Wavelet gated multiformer for groundwater time series forecasting

Abstract

Developing accurate models for groundwater control is paramount for planning and managing life-sustaining resources (water) from aquifer reservoirs. Significant progress has been made toward designing and employing deep-forecasting models to tackle the challenge of multivariate time-series forecasting. However, most models were initially taught only to optimize natural language processing and computer vision tasks. We propose the Wavelet Gated Multiformer, which combines the strength of a vanilla Transformer with the Wavelet Crossformer that employs inner wavelet cross-correlation blocks. The self-attention mechanism (Transformer) computes the relationship between inner time-series points, while the cross-correlation finds trending periodicity patterns. The multi-headed encoder is channeled through a mixing gate (linear combination) of sub-encoders (Transformer and Wavelet Crossformer) that output trending signatures to the decoder. This process improved the model’s predictive capabilities, reducing Mean Absolute Error by 31.26 % compared to the second-best performing transformer-like models evaluated. We have also used the Multifractal Detrended Cross-Correlation Heatmaps (MF-DCCHM) to extract cyclical trends from pairs of stations across multifractal regimes by denoising the pair of signals with Daubechies wavelets. Our dataset was obtained from a network of eight wells for groundwater monitoring in Brazilian aquifers, six rainfall stations, eleven river flow stations, and three weather stations with atmospheric pressure, temperature, and humidity sensors.