Probabilistic Hierarchical Interpolation and Interpretable Configuration for Flood Prediction

Abstract. The last few years have witnessed the rise of Neural Networks (NNs) applications for hydrological time series modeling. By virtue of their capabilities, NN models can achieve unprecedented levels of performance when learn how to solve increasingly complex rainfall-runoff processes via data, making them pivotal for the development of computational hydrologic tasks such as flood predictions. The NN models should, in order to be considered practical, provide a probabilistic understanding of the model mechanisms and predictions and hints on what could perturb the model. In this paper, we developed two probabilistic NN models, i.e., Neural Hierarchical Interpolation for Time Series Forecasting (N-HiTS) and Network-Based Expansion Analysis for Interpretable Time Series Forecasting (N-BEATS), and benchmarked them with long short-term memory (LSTM) for flood prediction across two headwater streams in Georgia and North Carolina, USA. To generate a probabilistic prediction, a Multi-Quantile Loss was used to assess the 95th percentile prediction uncertainty (95PPU) of multiple flooding events. We conducted extensive flood prediction experiments demonstrating the advantages of hierarchical interpolation and interpretable architecture, where both N-HiTS and N-BEATS provided an average accuracy improvement of almost 5 % (NSE) over the LSTM benchmarking model. On a variety of flooding events with different timing and magnitudes, both N-HiTS and N-BEATS demonstrated significant performance improvements over the LSTM benchmark and showcased their probabilistic predictions by specifying a likelihood parameter.