Wavelet-SARIMA-Transformer: A Hybrid Model for Rainfall Forecasting
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Abstract (arXiv)
This study develops and evaluates a novel hybridWavelet SARIMA Transformer, WST framework to forecast using monthly rainfall across five meteorological subdivisions of Northeast India over the 1971 to 2023 period. The approach employs the Maximal Overlap Discrete Wavelet Transform, MODWT with four wavelet families such as, Haar, Daubechies, Symlet, Coiflet etc. to achieve shift invariant, multiresolution decomposition of the rainfall series. Linear and seasonal components are modeled using Seasonal ARIMA, SARIMA, while nonlinear components are modeled by a Transformer network, and forecasts are reconstructed via inverse MODWT. Comprehensive validation using an 80 is to 20 train test split and multiple performance indices such as, RMSE, MAE, SMAPE, Willmotts d, Skill Score, Percent Bias, Explained Variance, and Legates McCabes E1 demonstrates the superiority of the Haar-based hybrid model, WHST. Across all subdivisions, WHST consistently achieved lower forecast errors, stronger agreement with observed rainfall, and unbiased predictions compared with stand alone SARIMA, stand-alone Transformer, and two-stage wavelet hybrids. Residual adequacy was confirmed through the Ljung Box test, while Taylor diagrams provided an integrated assessment of correlation, variance fidelity, and RMSE, further reinforcing the robustness of the proposed approach. The results highlight the effectiveness of integrating multiresolution signal decomposition with complementary linear and deep learning models for hydroclimatic forecasting. Beyond rainfall, the proposed WST framework offers a scalable methodology for forecasting complex environmental time series, with direct implications for flood risk management, water resources planning, and climate adaptation strategies in data-sparse and climate-sensitive regions.
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References · 6
- 2017Attention Is All You Needcited by 60,361
- 2020Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Casecited by 129
- 2022Transformers in Time-series Analysis: A Tutorialcited by 46
- 2022W-Transformers : A Wavelet-based Transformer Framework for Univariate Time Series Forecastingcited by 12
- 2017DeepRain: ConvLSTM Network for Precipitation Prediction using Multichannel Radar Datacited by 10
- 2024Training Transformer Models by Wavelet Losses Improves Quantitative and Visual Performance in Single Image Super-Resolutioncited by 10
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