This paper proposes Wavelet-Group Methods of Data Handling (W-GMDH) model to explore its ability of drought forecasting. The W-GMDH model was developed by combining Discrete Wavelet Transform (DWT) and GMDH model using the Standardized Precipitation Index (SPI) drought data for forecasting to assess the effectiveness of the new (W-GMDH) model. These methods were used on four SPI data sets (SPI3, SPI6, SPI9 and SPI12). To achieve this, a 624 month of SPI data from January 1956 to December 2008 was used and divided into two parts (80% for training and 20% for testing). The results of the W-GMDH model were then compared with the conventional GMDH model using Root Mean Square Error (RMSE), Mean Average Error (MAE) and coefficient of correlation as the performance evaluation measures. Both results of the proposed W-GMDH model and the GMDH showed very clearly that the propose method can achieve the best forecasting performance in terms of accuracy for each of the SPI data series. The key role played by the DWT is to smooth the analysis of SPI data obtained after the wavelet decomposition which is also used to decompose the SPI data into different number of component series to minimize the forecasting error. In all the results computed, the proposed model has a minimum error indicating its superiority over the GMDH model. This indicates that W-GMDH model’s performance has outweighed that of the conventional GMDH model in SPI drought forecasting. The research contributes to the discovering of viable forecasting of drought and demonstrates that the established model is good and appropriate for drought. In all the analysis W-GMDH model has the minimum error. The overall results showed that SPI12 has the minimum error among all the SPI data considered.

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Drought forecasting is important in preparing for drought and its mitigation plan. This study focuses on the investigating the performance of Auto Regressive Integrated Moving Average (ARIMA) and Empirical Wavelet Transform (EWT)-ARIMA based on clustering analysis in forecasting drought using Standard Precipitation Index (SPI). Daily rainfall data from Arau, Perlis from 1956 to 2008 was used in this study. SPI data of 3, 6, 9, 12 and 24 months were then calculated using the rainfall data. EWT is employed to decompose the time series into several finite modes. The EWT is used to create Intrinsic Mode Functions (IMF) which are used to create ARIMA models. Fuzzy c-means clustering is used on the instantaneous frequency given by Hilbert Transform of the IMF to create several clusters. The objective of this study is to compare the effectiveness of the methods in accurately forecasting drought in Arau, Malaysia. It was found that the proposed model performed better compared to ARIMA and EWT-ARIMA.

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