Minimum relative entropy theory for streamflow forecasting with frequency as a random variable

This paper develops a minimum relative entropy theory with frequency as a random variable, called MREF henceforth, for streamflow forecasting. The MREF theory consists of three main components: (1) determination of spectral density (2) determination of parameters by cepstrum analysis, and (3) extension of autocorrelation function. MREF is robust at determining the main periodicity, and provides higher resolution spectral density. The theory is evaluated using monthly streamflow observed at 20 stations in the Mississippi River basin, where forecasted monthly streamflows show the coefficient of determination (r2) of 0.876, which is slightly higher in the Upper Mississippi (r2 = 0.932) than in the Lower Mississippi (r2 = 0.806). Comparison of different priors shows that the prior with the background spectral density with a peak at 1/12 frequency provides satisfactory accuracy, and can be used to forecast monthly streamflow with limited information. Four different entropy theories are compared, and it is found that the minimum relative entropy theory has an advantage over maximum entropy (ME) for both spectral estimation and streamflow forecasting, if additional information as a prior is given. Besides, MREF is found to be more convenient to estimate parameters with cepstrum analysis than minimum relative entropy with spectral power as random variable (MRES), and less information is needed to assume the prior. In general, the reliability of monthly streamflow forecasting from the highest to the lowest is for MREF, MRES, configuration entropy (CE), Burg entropy (BE), and then autoregressive method (AR), respectively.