A mixed model approach to drought prediction using artificial neural networks: Case of an operational drought monitoring environment

Abstract

Droughts, with their increasing frequency of occurrence, continue to negatively affect livelihoods and elements at risk. For example, the 2011 in drought in east Africa has caused massive losses document to have cost the Kenyan economy over $12bn. With the foregoing, the demand for ex-ante drought monitoring systems is ever-increasing. The study uses 10 precipitation and vegetation variables that are lagged over 1, 2 and 3-month time-steps to predict drought situations. In the model space search for the most predictive artificial neural network (ANN) model, as opposed to the traditional greedy search for the most predictive variables, we use the General Additive Model (GAM) approach. Together with a set of assumptions, we thereby reduce the cardinality of the space of models. Even though we build a total of 102 GAM models, only 21 have R2 greater than 0.7 and are thus subjected to the ANN process. The ANN process itself uses the brute-force approach that automatically partitions the training data into 10 sub-samples, builds the ANN models in these samples and evaluates their performance using multiple metrics. The results show the superiority of 1-month lag of the variables as compared to longer time lags of 2 and 3 months. The champion ANN model recorded an R2 of 0.78 in model testing using the out-of-sample data. This illustrates its ability to be a good predictor of drought situations 1-month ahead. Investigated as a classifier, the champion has a modest accuracy of 66% and a multi-class area under the ROC curve (AUROC) of 89.99%