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Article

Daily Prediction and Multi-Step Forward Forecasting of Reference Evapotranspiration Using LSTM and Bi-LSTM Models

by
Dilip Kumar Roy
1,*,
Tapash Kumar Sarkar
2,
Sheikh Shamshul Alam Kamar
1,
Torsha Goswami
3,
Md Abdul Muktadir
4,
Hussein M. Al-Ghobari
5,
Abed Alataway
6,
Ahmed Z. Dewidar
5,6,
Ahmed A. El-Shafei
5,6,7 and
Mohamed A. Mattar
5,6,8,*
1
Irrigation and Water Management Division, Bangladesh Agricultural Research Institute, Joydebpur, Gazipur 1701, Bangladesh
2
Grain Quality and Nutrition Division, Bangladesh Rice Research Institute, Joydebpur, Gazipur 1701, Bangladesh
3
Department of Veterinary Microbiology, Faculty of Veterinary and Animal Sciences, West Bengal University of Animal and Fishery Sciences, Kolkata 700056, West Bengal, India
4
Centre for Carbon, Water and Food, The University of Sydney, Camperdown, NSW 2570, Australia
5
Department of Agricultural Engineering, College of Food and Agriculture Sciences, King Saud University, Riyadh 11451, Saudi Arabia
6
Prince Sultan Bin Abdulaziz International Prize for Water Chair, Prince Sultan Institute for Environmental, Water and Desert Research, King Saud University, Riyadh 11451, Saudi Arabia
7
Department of Agricultural Engineering, Faculty of Agriculture (El-Shatby), Alexandria University, Alexandria 21545, Egypt
8
Agricultural Engineering Research Institute (AEnRI), Agricultural Research Centre, Giza 12618, Egypt
*
Authors to whom correspondence should be addressed.
Agronomy 2022, 12(3), 594; https://doi.org/10.3390/agronomy12030594
Submission received: 29 December 2021 / Revised: 20 February 2022 / Accepted: 24 February 2022 / Published: 27 February 2022
(This article belongs to the Special Issue Optimal Water Management and Sustainability in Irrigated Agriculture)

Abstract

:
Precise forecasting of reference evapotranspiration (ET0) is one of the critical initial steps in determining crop water requirements, which contributes to the reliable management and long-term planning of the world’s scarce water sources. This study provides daily prediction and multi-step forward forecasting of ET0 utilizing a long short-term memory network (LSTM) and a bi-directional LSTM (Bi-LSTM) model. For daily predictions, the LSTM model’s accuracy was compared to that of other artificial intelligence-based models commonly used in ET0 forecasting, including support vector regression (SVR), M5 model tree (M5Tree), multivariate adaptive regression spline (MARS), probabilistic linear regression (PLR), adaptive neuro-fuzzy inference system (ANFIS), and Gaussian process regression (GPR). The LSTM model outperformed the other models in a comparison based on Shannon’s entropy-based decision theory, while the M5 tree and PLR models proved to be the lowest performers. Prior to performing a multi-step-ahead forecasting, ANFIS, sequence-to-sequence regression LSTM network (SSR-LSTM), LSTM, and Bi-LSTM approaches were used for one-step-ahead forecasting utilizing the past values of the ET0 time series. The results showed that the Bi-LSTM model outperformed other models and that the sequence of models in ascending order in terms of accuracies was Bi-LSTM > SSR-LSTM > ANFIS > LSTM. The Bi-LSTM model provided multi-step (5 day)-ahead ET0 forecasting in the next step. According to the results, the Bi-LSTM provided reasonably accurate and acceptable forecasting of multi-step-forward ET0 with relatively lower levels of forecasting errors. In the final step, the generalization capability of the proposed best models (LSTM for daily predictions and Bi-LSTM for multi-step-ahead forecasting) was evaluated on new unseen data obtained from a test station, Ishurdi. The model’s performance was assessed on three distinct datasets (the entire dataset and the first and the second halves of the entire dataset) derived from the test dataset between 1 January 2015 and 31 December 2020. The results indicated that the deep learning techniques (LSTM and Bi-LSTM) achieved equally good performances as the training station dataset, for which the models were developed. The research outcomes demonstrated the ability of the developed deep learning models to generalize the prediction capabilities outside the training station.

1. Introduction

Water conservation in irrigated agriculture has been a significant concern, as agriculture consumes the majority of the world’s freshwater reserves. A considerable amount of water can be saved through accurate quantification of crop water requirements, which depends on the precise estimation of evapotranspiration (ET), one of the vital elements in computational frameworks of water balance equations. Being an essential element of the surface energy balances and water budgets, ET plays a central role in controlling interactions among soil, vegetation, and the atmosphere [1]. As such, proper design and efficient management of irrigation techniques and reliable planning for the allocation of scarce water resources largely depend on the accurate estimation of the ET [2]. The values of ET can be obtained through direct measurement techniques, including lysimeter methods, eddy covariance techniques, and the Bowen ratio–energy balance approach [3,4,5], which are expensive and deemed unavailable in many countries [6,7]. Alternatively, ET can be estimated indirectly utilizing a set of accessible climatological variables to determine reference evapotranspiration (ET0). This indirect approach has been extensively used in many parts around the globe in which either unavailability or budgetary constraints prohibit direct estimation of ET. One of the most stable and well-established techniques of ET0 computation is the FAO-56 Penman–Monteith (FAO-56 PM) equation [6]. It is also utilized to validate alternative ET0 computation methods, as the equation was validated using lysimeter methods in different climates [8]. ET0 computation using the FAO-56 PM equation requires a few climatological variables, including maximum and minimum air temperatures, wind speed, relative humidity, and solar radiation. Upon estimation of ET0, crop evapotranspiration can be obtained by utilizing estimated ET0 values and crop coefficient values for a particular crop.
Machine learning algorithms have recently been recognized as reliable tools in the prediction and future forecasting of ET0. They have been used extensively in providing a reasonably accurate forecast of ET0 in various hydrologic and climatic settings. The first implementation of ET0 prediction modeling was based on the usage of artificial neural networks (ANN) [9,10,11,12,13]. Later, different variants of ANN and other machine learning algorithms have attained the researchers’ interests. These include the usage of generalized regression neural networks [14,15], neural network with optimum time lags [16], adaptive neuro-fuzzy inference system (ANFIS) [17,18,19,20,21,22,23], random forests (RF) [14,24,25], CatBoost [26], hybrid extreme gradient boosting grey wolf optimizer (GWO) [27], extreme learning machine (ELM) [15,17,28,29,30,31], support vector regression (SVR) [23,24,25,31,32,33], multivariate relevance vector regression [34], genetic programming (GP) [35], Gaussian process regression (GPR) [36], multivariate adaptive regression splines (MARS) [2,9], M5 model tree (M5Tree) [2], radial basis M5Tree [37], gene-expression programming (GEP) [12,18,38,39,40,41,42,43,44,45], hierarchical fuzzy systems (HFS) [46], coupled extreme gradient boosting-whale optimization algorithm [47], coupled natural-extreme gradient boosting [48], hybrid model based on variational mode decomposition-GWO-SVM [49], and inter-model ensemble approaches [50]. Apart from machine learning approaches, there are other approaches of ET estimation, including the application of Sentinel-2 spectral information [51], comparison of different empirical methods [52], utilizing NASA POWER Reanalysis Products [53], and using lysimeter data [54]. Recently, Bellido-Jiménez et al. [55] examined several machine learning approaches to improve ET0 estimations, considering only the temperature-based data (EnergyT and Hourmin) as inputs, and they determined that ELM outperformed the others. In another study, Vásquez et al. [56] proposed several methods based on maximum and minimum temperatures to enhance ET0 computation under scarce data situations in the high tropical Andes. Nourani et al. [57] proposed one-, two-, and three-step-ahead predictions of ET0 using ensembles of ANFIS, ANN, and MLR models in various climatic stations. This study evaluates deep learning algorithms’ daily prediction and multi-step (5 steps)-ahead forecasting abilities.
The deep machine learning (DL) technique has attained substantial attention in recent years, being considered an advanced version of machine learning techniques. The DL technique has been successfully utilized in various research domains, including time series prediction [58,59,60], computer vision [61], classification of images [62], recognition of speech [63], language processing [64], forecasting of groundwater levels [65,66], and prediction of water quality parameters [67]. The DL techniques are primarily based on the recurrent neural networks (RNN), which, for their ability to preserve and utilize memory from the previous network states, are superior candidates for predicting and forecasting time series data [68,69,70]. Nevertheless, despite the ability to capture the trends of the time series data, the standard RNN model structures face difficulties in retaining the longer-term dependence among the variables and suffer from vanishing and exploding gradients-related issues [71]. Due to these two inherent problems of the standard RNN, network training becomes unrealistic as the network weights may either become zero or unnecessarily large during network training. The two most important criteria that ensure better network training are retaining necessary information and eluding redundant or unnecessary information among various network states. A long short-term memory (LSTM) network possesses these characteristics to overcome the training shortfall of RNNs. The LSTMs are the variants of standard RNNs and have widely been used in various research domains such as financial time series and language processing [72], traffic congestion, and traveling [73], including the application in the hydrologic time series prediction [74,75,76,77].
The application of DL-based models in predicting pan evaporation, reference evapotranspiration, and crop evapotranspiration in different climatic conditions have been found in recent literature. These include daily pan evaporation prediction using deep LSTM model [78], evapotranspiration computation estimation using deep neural network [79], daily reference evapotranspiration prediction using convolutional neural network (CNN) [80], one-step-ahead forecasting of reference evapotranspiration using LSTM [81], multi-step-ahead forecasting of daily reference evapotranspiration using LSTM and CNN-LSTM [82], multi-week-ahead forecasting of ET0 using CNN-gated recurrent unit optimized with ant colony optimization [83], ET0 estimation using deep learning-multilayer perceptrons [84], and short-term actual ET prediction using LSTM and NARX [85]. Despite the ET0 prediction and forecasting application, the DL-based models, especially LSTM models, need to be evaluated for different combinations of input variables that provide better prediction accuracy. Recently, Zhang et al. [26] used only eight input combinations of different meteorological variables to estimate reference crop evapotranspiration using the CatBoost model. Another study by Maroufpoor et al. [86] used optimal input combinations to estimate reference evapotranspiration using a hybridized ANN model. Another study [87] used 29 different combinations of input variables from various meteorological variables to forecast daily reference evapotranspiration using ANN, SVR, and ELM. To the best of our knowledge, none of the previous studies evaluated all possible combinations of available input climatological variables to provide daily and multi-step forward ET0 estimation using DL-based LSTM models. This is the first effort that has used various possible combinations of input variables using a deep learning model to predict daily and forecast multi-step-ahead reference evapotranspiration.
Another critical aspect of predictive modeling with the machine or deep learning approaches is evaluating the established models’ ability to anticipate and forecast data from other meteorological stations. However, the generalization capabilities of the developed models for predicting and forecasting ET0 in other meteorological stations have been given relatively little attention. For daily prediction of ET0, Wang et al. [44] investigated the generalization capability of RF- and GEP-based machine learning tools, while Roy et al. [46] evaluated the potential of HFS models in generalizing the outputs using data from another meteorological station. For one-step-ahead forecasting of ET0, Roy [81] utilized LSTM models; however, the study did not evaluate the generalization capability of the developed LSTM models for a new unseen test dataset. Nevertheless, model generalization has not been used for multi-step-ahead ET0 forecasting using different combinations of input variables as well as using various machine and deep learning algorithms. To the best of our understanding, this study was the first attempt at providing daily prediction and multi-step-forward forecasting of ET0 using LSTM and Bi-LSTM models.
Therefore, the prime objective and focus of this research were to (1) explore the capability of DL-based techniques, LSTM, and Bi-LSTM in predicting daily and forecasting multi-step (5 day)-ahead ET0 estimates in the selected study areas in Bangladesh; (2) compare the prediction and forecasting skill of the proposed LSTM and Bi-LSTM models with that of the commonly used machine learning algorithms; and (3) assess the generalization capability of the proposed LSTM and Bi-LSTM models to predict and forecast ET0 at a nearby station, at which the models were neither trained nor validated.

2. Material and Methods

2.1. Study Area and the Data

The study area consists of two upazillas (administrative units) in Gazipur and Pabna districts: Gazipur Sadar Upazilla and Ishurdi Upazilla (Figure 1). Meteorological data, including minimum and maximum daily temperatures, relative humidity, wind speed, and duration of sunshine, were acquired from two weather stations (Gazipur Sadar and Ishurdi). The climatic variables were gathered from different weather stations, as illustrated in Figure 1. A silicon photodiode type global solar radiation recorder (Licor-200SZ, LI-COR Biosciences, USA; accuracy = ±5%; range = 0.3–4 µm; measurement height = 2 m) was used to measure the amount of sunshine along with length of the day. The maximum and minimum temperatures were measured employing the maximum and minimum thermometers (Zeal P1000, G. H. Zeal Ltd., London SW19 3UU, UK; accuracy = ±0.2 °C; range and resolution = −50 to +70 °C, 0.1 °C; measurement height = 2 m). Relative humidity was measured using a capacitive-type hygrometer (R. M. Young Company, Traverse City, MI 49686, USA; accuracy = ±3%; range and resolution = 0–100%, 1%; measurement height = 2 m). The measurement of wind speed was performed using a rotating cup anemometer (Cup Anemometer 4.3018.10.000, Adolf Thies GmbH and Co. KG, Hauptstraße 76, 37083 Göttingen, Germany; accuracy = 1.2 m/s; range and resolution = 0.5–60 m/s, 0.1 m/s; measurement height = 10 m). It is noted that performing a thorough quality assurance procedure is often desirable to ensure the quality of climatic datasets, which enhances the reliability of ET0 estimations using machine learning tools [88]. Although a detailed quality assurance procedure was not performed, the quality of the obtained climatic data was checked thoroughly for its correctness and completeness. The missing entries (less than 1%) were imputed using the ‘movmedian’ (Matlab MATLAB 2021a) approach of data imputation. Nevertheless, a few adjustments were performed to obtain the FAO-56 PM equation appropriate for local conditions following the recommendations provided in [89]. For instance, the wind speeds obtained at 10 m height (from the weather stations) were converted to wind speeds at the height of 2 m (keeping a lower limit of 0.5 m/s).
The weather station in Gazipur Sadar Upazilla was utilized as the training station for developing the proposed models, whereas data from the weather station in Ishurdi were used to evaluate the produced models’ performance (testing station). The position of the weather station at Gazipur Sadar Upazilla is at 24.00° N latitude and 90.43° E longitude, being located 8.4 m above mean sea level (MSL). On the other hand, the test station is placed between 24.12° N latitude and 89.08° E longitude with an altitude of 18 m from the MSL. The weather data for the training station were obtained for a duration of 15.5 years (from 1 January 2004 to 30 June 2019). Descriptive statistics of the acquired weather data for the training station are presented in Table 1.
The weather data for the test station were obtained for a duration of around 5.5 years (from 1 June 2015 to 31 December 2020). Descriptive statistics of the acquired weather data for the test station are presented in Table 2.
Weather data acquired from the two weather stations for the specified duration were used to calculate the daily ET0 values employing the FAO-56 PM equation (Equation (1)). The climatological variables (acquired weather data) and corresponding ET0 values (computed using FAO-56 PM equation) were used as inputs and outputs from the proposed LSTM, Bi-LSTM, and other machine learning-based models. This approach of estimating ET0 indirectly using the climatological variables has been a widely accepted method in situations where obtaining ET0 directly becomes infeasible due to technical and budgetary constraints [6,15,90]. The FAO-56 PM equation is represented by
ET 0 = 0.408 Δ ( R n G ) + γ 900 T mean + 273 u 2 ( e s e a ) Δ + γ ( 1 + 0.34 u 2 )
where ET 0 denotes reference evapotranspiration, mm / d ; R n represents the net radiation at the crop surface, MJ / m 2 / d ; G indicates heat flux density of soil, MJ / m 2 / d ; Δ represents the slope of the saturation vapor pressure curve, kP a / ° C ;   γ denotes psychometric constant, kP a / ° C ;   e s represents the saturation vapor pressure, kP a ; e a indicates the actual vapor pressure, kP a ; u 2 is the wind speed at the height of 2 m, m / s ; and T mean is the mean air temperature at 2.0 m height, °C.
The computed ET0 values at the training station (Gazipur Sadar Upazilla) ranged between 0.92 and 8.02 mm/d, with the mean, standard deviation, skewness, and kurtosis values of 3.80 mm/d, 1.32 mm/d, 0.30, and −0.67, respectively. For the test station (Ishurdi), the computed ET0 time series was divided into three sub-time series to test the generalization capability of the proposed modeling approach at different regions of the time series. The first time series considered was the entire dataset for which the ET0 values had the mean, standard deviation, skewness, and kurtosis values of 3.67 mm/d, 1.24 mm/d, 0.28, and −0.62, respectively. The values of the mean, standard deviation, skewness, and kurtosis of the calculated ET0 for the first half of the dataset were 3.57 mm/d, 1.25 mm/d, 0.35, and −0.62, respectively. The second half of the ET0 time series contained the mean, standard deviation, skewness, and kurtosis values of 3.76 mm/d, 1.23 mm/d, 0.22, and −0.59, respectively.
For daily ET0 prediction, meteorological variables and calculated ET0 values using the FAO-56 PM equation were used as inputs and outputs. On the other hand, calculated ET0 time series were used to develop the proposed models for one- and multi-step-ahead predictions by obtaining time-lagged characteristics from the time series data. For training the models, the entire dataset was divided into three parts: training data (40% of the entire dataset: 2264 daily entries—from 1 January 2004 to 13 March 2010), validation data (40% of the entire dataset: 2264 daily entries—from 14 March 2010 to 24 May 2016), and test data (remaining 20% of the total dataset: 1132 daily entries—from 25 May 2016 to 30 June 2019). To test the generalization capability of the proposed models, we partitioned the data from the test station as follows: entire dataset (2021 ET0 values and associated meteorological variables ranging from 1 June 2015 to 31 December 2020), the first half of the entire dataset (1221 ET0 values and associated meteorological variables ranging from 1 June 2015 to 3 October 2018), and the first half of the entire dataset (820 ET0 values and associated meteorological variables ranging from 4 October 2018 to 31 December 2020).

2.2. Prediction Models

2.2.1. Long Short-Term Memory (LSTM) Networks

An LSTM is a variant of the neural network-based modeling approach, an upgraded version of RNNs capable of learning long-term dependence that exists at various steps in the sequential time series data. LSTMs safeguard against the vanishing and exploding gradient issues commonly observed in a standard RNN architecture, making an LSTM an ideal modeling tool to predict and forecast sequential time series data. To eliminate vanishing and exploding gradient problems, an LSTM integrates two important parameters called ‘state dynamics’ and ‘gating functions’ [91]. An LSTM network architecture is made up of several interconnected memory blocks that are connected to each other in a number of layers, each of which consists of many recurrently connected memory cells. The memory cells of LSTM architectures are comprised of three gates [92]: (a) input, (b) forget, and (c) output. For performing a regression task, an LSTM model employs four layers: a sequence input layer, an LSTM layer, a fully connected layer, and a regression layer. The input and fully connected layers correspond to the number of input and output variables, respectively. The LSTM layer accommodates the number of hidden units, whereas the regression layer performs the regression task. The sequence input and LSTM layers are the most important components of a fundamental LSTM network. The input layer is responsible for inputting the sequence data, e.g., time-series data to the network, whereas the LSTM layer facilitates learning long-term dependence among various time-steps of a sequential time series data. A comprehensive explanation of the LSTM model architecture is presented by Roy [81] and is not repeated in this effort. A bidirectional LSTM network (Bi-LSTM) architecture is similar to an LSTM network except that a Bi-LSTM network is associated with bidirectional long-term dependence among various time-steps of a sequential time series data.
In this study, both networks (LSTM and Bi-LSTM) have three hidden layers, each of which is followed by a dropout layer that is employed to prevent model overfitting. Each of the three hidden layers has a large number of hidden neurons. The first, second, and third hidden layers each had 100, 50, and 20 hidden neurons, respectively. In contrast, the dropout rates assigned for the associated dropout layers were chosen as 0.4, 0.3, and 0.2, respectively. The optimum numbers of hidden layers, hidden neurons, and dropout rates are determined by conducting a series of trials. Numerous combinations of varying numbers of these parameters are tested until a stable network is obtained. In addition, the best training options are selected upon conducting several trials, and similar training options are used for training both the LSTM and Bi-LSTM models for consistency. The training options used for training the LSTM and Bi-LSTM networks are provided in Table 3.

2.2.2. Adaptive Neuro-Fuzzy Inference System (ANFIS)

ANFIS, a variant of fuzzy inference systems (FIS), is adaptive in nature, incorporating fuzziness and ambiguity of input variables in developing input–output relationships of nonlinear systems [93]. An ANFIS grab holds the advantageous features of both the artificial neural networks and fuzzy set theory into an adaptive framework to model nonlinear and complex systems quite efficiently and effectively [94,95]. Due to less complexity and better learning ability [93], a Sugeno-type FIS is used to develop the ANFIS model utilizing a fuzzy c-means clustering (FCM) [96] algorithm to reduce the dimensionality of input variables. Detailed descriptions of ANFIS model structures are provided in Jang et al. [93] and are not repeated in this effort. Figure 2 presents an ANFIS model structure derived from a Sugeno-type FIS. The ANFIS models were developed in a MATLAB [97] environment.

2.2.3. Gaussian Process Regression (GPR)

A GPR is a nonparametric modeling algorithm that is derived from the theories of probability and Gaussian process [99]. Following a Gaussian distribution, a GPR model provides the output, Y   from the input variables, and X ( i ) through developing a functional relationship, which can be mathematically represented as [100]
Y = f ( X ( i ) ) + ε
where ε is a Gaussian noise, the variance of which is denoted by σ n 2 .
The mean, m ( x i ) , and covariance, k ( x i , x j ) , functions are the two important functional components of a typical GPR model. They can be mathematically expressed as [99]
m ( x i ) = E [ f ( x i ) ]
k ( x i , x j ) = E [ ( f ( x i ) m ( x i ) ) ( f ( x j ) m ( x j ) ) ]
On the basis of these two key functions, the functional relationship using Gaussian process theory is established by the following equation:
f ( x ) ~ gp ( m ( x i ) , k ( x i , x j ) )
The prediction probability distribution of a GPR model is governed by the free parameters or hyperparameters, which are in essence the parameters of the mean and covariance functions. The values of free parameters or hyperparameters depend on the training dataset’s log-likelihood function values. The GPR models were developed by utilizing the commands and functions of MATLAB [97].

2.2.4. M5 Model Trees (M5 Tree)

The development of the M5 tree is derived from the philosophies associated with the M5 technique [101,102] in building standalone trees. The prediction capabilities of M5 trees were demonstrated and well documented in various research domains [103,104]. In the M5 tree modeling approach, a complex modeling task is sub-divided into numerous sub-tasks via the divide-and-conquer technique, and the final result is the integration of solutions from all the sub-tasks [103]. This splitting technique results in a hierarchy of model trees in which non-terminal nodes are associated with splitting rules, whereas expert models are represented by the tree leaves [104]. Model development using the M5 tree technique is performed using three stepwise procedures: (1) development of an initial tree, (2) pruning of the tree, and (3) smoothing of the tree [105]. In the MATLAB environment, a toolbox “M5PrimeLab” [106] was used to develop M5 trees for predicting daily reference ET0 values.

2.2.5. Multivariate Adaptive Regression Spline (MARS)

MARS [107] is a nonparametric modeling technique that is adaptive in nature and is believed to be a flexible and rapid approach to developing regression models. The MARS approach partitions the entire decision space into several input parameters on which standalone basis functions or splines are fitted to obtain the final MARS model [108]. Both a forward procedure and a backward procedure are utilized, i.e., MARS initially builds a comparatively complex model using the user-specified maximum number of basis functions in the forward step. In contrast, in the backward step, MARS parsimoniously selects the most significant input variables in predicting the output variable [109]. The backward step eliminates redundant input variables and assists in simplifying the final model while avoiding over-or under-fitting. The relationship between the input and output variables can be represented by the following equation [110]:
BF i ( x ) = max ( 0 , x j α )   OR   BF i ( x ) = max ( 0 , α x j )
y = f ( x ) = β ± γ k × BF i ( x )
where i represents the index of Basis functions, j denotes the index of input variables, BF i symbolizes the i th Basis function, x j is the j th input variable, α is a threshold value used by the MARS model during model building, β is a constant, γ k indicates the respective coefficient of BF i ( x ) , and y denotes the model prediction (output variable).
A MATLAB toolbox ‘ARESLab’ [106] was employed to build MARS-based ET0 prediction models. This study used both piecewise-linear and piecewise-cubic modeling approaches to predict daily ET0 values.

2.2.6. Probabilistic Linear Regression (PLR)

PLR utilizes Bayesian inference techniques to develop prediction models through probabilistically performing linear regression. The PLR approach is often referred to as empirical Bayesian linear regression, using either an expectation-maximization (EM) algorithm [111] or a Mackay fixpoint iteration method [112]. The EM algorithm is generally utilized to formulate the PLR models. As such, the present study used the EM algorithm in developing PLR-based ET0 prediction models. Mo Chen [113] developed a MATLAB toolbox in this research to develop PLR models.

2.2.7. Support Vector Regression (SVR)

SVRs are derived from the principles of the support vector machine (SVM) algorithm [114], which has been attaining significant attention in recent years for its capability to solve a diversified range of regression and classification problems [115]. SVRs are developed via a nonlinear mapping technique that utilizes required data from the input space to a high-dimensional feature space on which linear regressions are executed [116]. An elaborated explanation of the theory of the SVR approach has been provided in Chevalier et al. [117], and only a brief account of the SVR theorem is presented in this effort. The following equation symbolizes the training dataset in developing a linear SVR model:
{ ( x 1 ¯ ,   y 1 ) , ( x 2 ¯ ,   y 2 ) , , ( x l ¯ ,   y l ) }
x i ¯ R d ,   y i R ,   and l = number of data entries
In this case, the solution function can be expressed as
f ( x ¯ ) = i = 1 l ( α i α i * ) < x i ¯ , x ¯ > + b
where < . , . > denotes dot product, and α i , α i * , and b represent coefficients computed by the SVR model.
A data transformation step is performed to build nonlinear SVR models, including a nonlinear mapping function [118] that transforms low-dimensional input space into a high-dimensional feature space. The computation becomes challenging during progressive mapping of the input–output data into higher dimensions. This limitation is handled using the Mercers theorem, which can be represented by the following equation:
< ( u ¯ ) , ( v ¯ ) > = k ( u ¯ , v ¯ )
For a particular mapping , the Mercers theorem introduces the concept of using a kernel function k , which is used to calculate the dot product of any two points ( u ¯ , v ¯ ), and the computation of dot products in this approach bypasses the explicit calculation of high-dimensional and nonlinear mapping. The prediction performance of nonlinear SVR models depends on the kernel function, which is regarded as one of the most important parameters in SVR modeling.

2.3. Ranking of the ET0 Prediction Models: Shannon’s Entropy

ET0 prediction models were ranked using performance-based weights assigned to standalone models using Shannon’s entropy principle. For this, a decision matrix of prediction models ( m ) and performance indices ( PI ) is formulated, which can be represented in the form of the following equation [119]:
ET ij = [ ET 11 ET 12 ET 1 PI ET 21 ET 22 ET 2 PI ET m 1 ET m 2 ET mPI ]
To reduce the adverse impacts of index dimensionality, we standardized the performance index values between 0 and 1   { S ij [ 0 , 1 ] ,   i = 1 , 2 , , m ; j = 1 , 2 , , PI } . The standardization component S ij was performed using the following equation [119]:
S ij = { ET ij max ( ET i 1 , ET i 2 , , ET iPI ) , for   benefit   indexes X ij min ( ET i 1 , ET i 2 , , ET iPI ) , for   cos t   indexes
Shannon’s entropy-based ranking was performed using a five-step stepwise procedure described in Roy et al. [21], which was not repeated here.

2.4. Selection of Input Variables for Daily Predictions

All possible combinations of the five input variables (minimum temperatures, maximum temperatures, relative humidity, wind speed, and sunshine hours) were used. A total of 31 models were developed on the basis of the 31 combinations (single, two-input combinations, three-input combinations, four-input combinations, and all five inputs) of input variables. Two-, three-, and four-input combinations are presented in Table 4.
These combinations of input variables were evaluated for two deep learning algorithms (LSTM and Bi-LSTM). The 62 models (31 LSTM + 31 Bi-LSTM) developed were ranked on the basis of their prediction accuracies using Shannon’s entropy by incorporating a number of benefit (correlation coefficient, Nash–Sutcliffe efficiency coefficient, Willmott’s index of agreement) and cost (normalized or relative root mean squared error, maximum absolute error, median absolute deviation) performance evaluation indices. The best-input combinations thus obtained were used to develop the other shallow machine learning algorithms.

2.5. Model Performance Evaluation

The performances of the proposed models were evaluated using various statistical evaluation indices as follows:
-
Correlation coefficient, R
R = i = 1 n ( ET i , a ET a ¯ ) ( ET i , a ET p ¯ ) i = 1 n ( ET i , a ET a ¯ ) 2 i = 1 n ( ET i , p ET p ¯ ) 2
-
Nash–Sutcliffe efficiency coefficient, NS [120]
NS = 1 i = 1 n ( ET i , a ET i , p ) 2 i = 1 n ( ET i , a ET a ¯ ) 2
-
Index of agreement, IOA [121]
IOA = 1 i = 1 n ( ET i , a ET i , p ) 2 i = 1 n ( | ET i , p ET a ¯ | + | ET i , a ET a ¯ | ) 2
-
Root mean square error, RMSE [122]
RMSE = 1 n i = 1 n ( ET i , a ET i , p ) 2
-
Normalized RMSE, NRMSE
NRMSE = RMSE ET a ¯
-
Maximum absolute error, MAE
MAE = max   [ | ET i , a ET i , p | ]
-
Median absolute deviation, MAD
MAD ( ET a , ET p ) = median ( | ET 1 , a ET 1 , p | , | ET 2 , a ET 2 , p | , ,   | ET n , a ET n , p | ) for   i = 1 , 2 , , n
where ET i , a and ET i , p are ET 0 quantities at the i th data points acquired from the FAO-56 PM computed and model predicted values, respectively; ET a ¯ represents the arithmetic mean of the FAO-56 PM computed ET 0 values; and n is the amount of input–output data.

3. Results and Discussion

3.1. Daily Prediction of ET0 Using Various Machine Learning Algorithms at the Training Station (Gazipur Sadar)

To determine the optimum numbers of input variables combinations, we used 31 possible combinations of five input variables to develop 31 LSTM and 31 Bi-LSTM models. Learning (training) and testing of the ET0 models were performed simultaneously. Prediction errors on the test dataset in terms of RMSE criterion for the 31 developed models are presented in Table 5. As evidenced by the numerical values presented in Table 5, the LSTM model predictions were slightly better than those of the Bi-LSTM models when the RMSE criterion was used as a deciding factor. It was also observed that both the LSTM- and Bi-LSTM-based ET0 prediction models produced the lowest RMSE values (best daily ET0 predictions) when all five variables were used. The performance of LSTM (RMSE = 0.081 mm/d) was slightly better than that of the Bi-LSTM (RMSE = 0.087 mm/d) model. However, in situations where adequate data are not available, the use of fewer input variables may be employed to achieve a realistically precise prediction of ET0 values. For instance, four climatological variables (a combination of maximum temperature, relative humidity, wind speed, and sunshine hours) could be used to obtain sufficiently accurate daily ET0 predictions using LSTM (test error in terms of RMSE value equals 0.107 mm/d) and Bi-LSTM (test error in terms of RMSE value equals 0.116 mm/d) models. Other combinations of four meteorological variables, e.g., (minimum temperature, maximum temperature, relative humidity, sunshine hours) and (minimum temperature, relative humidity, wind speed, sunshine hours) provided reasonably accurate daily ET0 predictions (Table 5). In addition, combinations of three meteorological variables (relative humidity, wind speed, sunshine hours) and (minimum temperature, relative humidity, sunshine hours) produced reasonable accurate predictions, with test RMSE values ranging between 0.333 and 0.377 mm/d.
Nonetheless, decision making in such situations is challenging, as the RMSE criterion alone is insufficient as a decision-making tool. To assist in the decision-making process, we used three benefit (the higher numeric values indicate better model performances: R, NS, IOA) and three cost (the lower the numeric values, the better the model performance: NRMSE, MAE, MAD) performance evaluation indices in the decision-making process with the aid of Shannon’s entropy. On the testing dataset, we computed the R, NS, IOA, NRMSE, MAE, and MAD criteria for all 31 LSTM and 31 Bi-LSTM models. These evaluation indices were used to rank proposed models using Shannon’s entropy-based decision theory. Table 6 shows the ranking results together with the corresponding ranking values.
It is perceived from the results presented in Table 6 that models that used all five input variables (M31) were the top-ranked predictors, followed by M30, M27, and M23 for both LSTM and Bi-LSTM algorithms. Models M3 and M4 appeared to be the worst performers when using LSTM or Bi-LSTM algorithms for model development. The findings are in accordance with the work of Kisi et al. [37], who indicated that considering all input variables greatly increased the accuracy of the prediction model (radial basis M5Tree) for the data acquired from the three weather stations. Therefore, the results suggest that all input variables would be employed to better predict the daily ET0 for the meteorological data and the corresponding ET0 values presented in this study. Consequently, to arrange for an impartial comparison, we developed other prediction modeling algorithms (ANFIS, GPR, M5Tree, MARS, PLR, and SVR) using all five input variables available for the study area. Similar evaluation indices were computed for all the other prediction modeling algorithms proposed in this research. The prediction results are presented in Table 7.
The prediction results in Table 7 indicated that all ET0 prediction models are reasonably accurate at predicting daily ET0 values, as evidenced by the different performance indices computed on the testing dataset. While no standalone model exhibited the best performance for all evaluation indices, the individual prediction models provided the estimates of daily ET0 values superior to others. All ET0 models had satisfactory prediction accuracy as all models had better (higher) values R, NS, and IOA and lower NRMSE, MAE, and MAD values. LSTM and Bi-LSTM models had superior performance in comparison with others according to all performance evaluation indices. PLR was found to be the worst-performing model.
To provide an additional evaluation regarding the prediction capabilities of the proposed machine learning algorithms (ET0 prediction models), we presented and compared the absolute error boxplots. Figure 3 illustrates the absolute error boxplots for all the developed models. Absolute error boxplots represent a relative assessment of the statistical distributions of the absolute errors between the FAO-56 PM-computed and model-predicted ET0 values and supports the evaluation of the degree of general distributions of the inaccuracies provided by the models. The horizontal lines inside the boxplots represent the median values of the absolute errors, whereas the black circles mark the mean (average) of the absolute errors. Absolute error boxplots also demonstrated the superior performance of the LSTM- and Bi-LSTM-based models.
As far as the two best models are considered, the LSTM model performed better than Bi-LSTM when NRMSE and MAD criteria were considered. In contrast, Bi-LSTM outperformed the LSTM model according to the MAE criterion. On the other hand, both LSTM and Bi-LSTM performed equally well with respect to R, NS, and IOA criteria. Therefore, it is concluded that ET0 prediction models showed differing precisions depending on the model evaluation indices calculated on the FAO-56 PM and model predicted ET0 values, which indicated an inconsistency in the model performance when divergent or non-identical evaluation indices were employed. Decision making in this situation is extremely arduous and can be smoothed by employing a decision theory that integrates a number of different model evaluation indices in decision making. This study employed Shannon’s entropy as a decision-making tool.
The ranking of the proposed ET0 models computed using Shannon’s entropy is presented in Table 8. The greater the values of Shannon’s entropy, the better the model’s performance. Table 8 suggests that LSTM was the top-performing model followed by Bi-LSTM, although the difference between the ranking values of these two models was negligible.
The performance index values for the best model (LSTM) are as follows (Table 7): R = 0.998, NS = 0.995, IOA = 0.999, NRMSE = 0.021, MAE = 0.666 mm/d, and MAD = 0.025 mm/d. Although an explicit comparison between the findings of this research and other studies is not possible due to variations in study conditions (modeling tools and geographical locations), the numeric values of various performance indices were observed as being comparable to or even better than those found in the recent literature on ET0 modeling. For instance, the present study’s findings are superior to those obtained by Tao et al. [123], who obtained NRMSE and R2 values of 0.043 and 0.97, respectively, using an optimization algorithm-tuned ANFIS model to predict ET0 in the Bur Dedougou, Burkina Faso. The LSTM model proposed in this study also shows better performance than the optimization algorithm tuned SVR model developed in Ahmadi et al. [32], who obtained the following performance indices at various stations: RMSE = 0.540 mm/d and R = 0.983 at Mashhad station; RMSE = 0.404 mm/d and R = 0.980 at Arak station; RMSE = 0.299 mm/d and R = 0.989 at Shiraz station; RMSE = 0.559 mm/d and R = 0.978 at Tehran station; RMSE = 0.457 mm/d and R = 0.962 at Bandar Abbas station; and RMSE = 0.399 mm/d and R = 0.986 at Yazd station. The present study’s findings are also in good agreement with the findings presented in Chia et al. [124], who obtained RMSE and R2 values of 0.001–0.197 mm/d and 1.000–0.949, respectively, at three stations using an optimization algorithm-tuned ELM model. The findings are also compared with those presented in Mohammadi and Mehdizadeh [125] that are based on RMSE and R2 criteria. Our proposed LSTM model shows superior performance over the best models developed with the daily data in Ferreira and da Cunha [80], who reported NS values of 0.69 to 0.84 and R2 values of 0.79 to 0.88. The present study’s findings are superior to the optimization algorithm-tuned ELM model developed by Wu et al. [30] that reported R2 and NRMSE values of 0.993 and 0.0554, respectively. Elbeltagi et al. [126] reported R values of 0.94, 0.95, and 0.95 at the Ad Daqahliyah, Kafr ash Shaykh, and Ash Sharqiyah regions, respectively, using the DNN model. These R values were lower than the R-value obtained using the proposed LSTM model in the present study (R = 0.998). The NS value of the present study (NS = 0.995) is also superior to the NS value (NS = 0.959) presented in Gao et al. [127], indicating the better performance of the proposed LSTM model. The findings of our study are also comparable to those presented in Chia et al. [50], who reported minimum MAE and RMSE values of 0.444 mm/d and 0.543 mm/d, respectively.
Nevertheless, an apple-to-apple comparison can be performed between the findings obtained from the LSTM model presented in this effort with the models investigated in Roy et al. [21] (an ensemble of ANFIS models) and in Roy et al. [20] (optimization algorithm tuned ANFIS model). With the optimization algorithm-tuned ANFIS model for the same study area, Roy et al. [20] obtained the following performance indices: R = 0.993, NS = 0.986, IOA = 0.996, MAD = 0.054 mm/d, NRMSE = 0.038. Our proposed LSTM model performed better than the ANFIS model presented by Roy et al. [20] with respect to all of these performance indices (R = 0.998, NS = 0.995, IOA = 0.999, NRMSE = 0.021, and MAD = 0.025 mm/d in the present study). Statistical indices provided by the LSTM model (R = 0.998, NS = 0.995, IOA = 0.999, and MAD = 0.025 mm/d) proposed in this research also appeared to be superior than those presented by Roy et al. [21] using ensemble of ANFIS models (R = 0.993, NS = 0.985, IOA = 0.996, and MAD = 0.054 mm/d). Furthermore, the proposed LSTM model’s performance is superior to the performance of the optimization algorithm tune hierarchical fuzzy systems (HFS) presented by Roy et al. [46] with respect to R (LSTM = 0.998, HFS = 0.987), NRMSE (LSTM = 0.021, HFS = 0.052), and MAD (LSTM = 0.025 mm/d, HFS = 0.068 mm/d) criteria.

3.2. One-Step-Ahead Prediction of ET0 Using Different Modeling Approaches at the Training Station (Gazipur Sadar)

3.2.1. One-Step-Ahead Forecast Using Sequence to Sequence Regression LSTM (SSR-LSTM) Network

An SSR-LSTM network-based model was trained by employing the historical ET0 dataset (time series) computed using the FAO-56 PM equation from the meteorological variables. In an SSR-LSTM model, the outputs from the model correspond to the training sequences (ET0 time series) with ET0 values moved to a one-time step ahead. At every time step of the ET0 sequence, an SSR-LSTM network learns how to predict ET0 values for the next time step. For training the proposed SSR-LSTM model, the historical ET0 time series was partitioned into training and test sets (90% of the entire data was used for training, whereas the remaining 10% was used for testing the model). Model parameters including the number of hidden layers and neurons were decided upon by conducting several trials. An SSR-LSTM model with one hidden layer having 200 hidden neurons in the hidden layer provided the best results for both the model training and testing phases. The optimal values of other model parameters were solver = ‘adam’, number of epochs = 250, gradient threshold = 1, initial learning rate = 0.005, and multiplying factor for the learn rate dropping = 0.2. Model performance is presented in Figure 4.
It is observed from Figure 4 that even though the SSR-LSTM model adequately apprehended the trends of the ET0 time series for the test set of the data (Figure 4b), the SSR-LSTM forecasts were comparatively flat compared to the original ET0 time-series data (Figure 4a). This necessitates the improvement in the forecasting performance of the initial SSR-LSTM model. One way of improving performance is to update the SSR-LSTM network state using the observed ET0 values instead of the predicted ET0 values. Resetting the network’s state is used in this study to prevent previous predictions from impacting the results.
This was performed by resetting the network state in order to prevent previous predictions from affecting the predictions on the new dataset. The forecasting results obtained from the updated network state of the SSR-LSTM model are presented in Figure 5.

3.2.2. One-Step-Ahead Forecast Using ANFIS, LSTM, and Bi-LSTM Models

For developing ANFIS, LSTM, and Bi-LSTM models to provide one-step-ahead forecasts, we computed PACF functions to obtain time-lagged information from the daily ET0 time series. This information obtained from the PACF functions was employed to assess the time-based dependences between ET0 for a present day ( ET t ) and the ET0 values at a particular day in a prior period (e.g., at a lag time of ET t 1 ,   ET t 2 ,   ET t 3 ,   ET t 4 ,   and   ET t 5 ). These time-based dependences in the ET0 time series were assessed for 50 time lags (e.g., ET t 1 to ET t 50 ), as shown in Figure 6. In Figure 6, the blue lines indicate the 95% confidence band, whereas the red vertical lines represent the corresponding values of ACF and PACF. Time-lagged ET0 values serve as the inputs to the ANFIS, LSTM, and Bi-LSTM models to forecast one-day-ahead ET0 values (outputs from the models). The optimal sets of time-lagged ET0 inputs for model development were selected carefully after observing the PACF functions.
A careful observation of the PACF plot shown in Figure 6 determines the following time-lagged ET0 values as inputs to the developed models:
ET t ,   ET t 1 ,   ET t 2 ,   ET t 3 ,   ET t 4 ,   ET t 5 ,   ET t 6 ,   ET t 7 ,   ET t 8 ,   ET t 9 ,   ET t 10 ,   ET t 11
The outputs from the developed models were ET t + 1 (one-day-ahead ET0 values).
ANFIS outputs: The results of the one-step-ahead forecast using the ANFIS model are presented in Figure 7 and Table 9. Figure 7 presents ANFIS forecasts through scatter plots and hydrographs, whereas Table 8 shows model prediction capabilities based on several statistical performance evaluation indices. Hydrographs and scatterplots presented in Figure 7 demonstrate the reasonable precision of the one-day-ahead ET0 forecasts by the ANFIS model. It is observed from Figure 7 that the training and test RMSE (0.759 and 0.789 mm/d, respectively, for the training and testing phases) did not vary considerably, which indicates a better model fit without model over- or under-fitting. Figure 7 also indicates acceptable values of training and test R-values (0.825 and 0.755, respectively, for the training and testing phases). As far as other performance evaluation indices are considered, the ANFIS model produced the following values of performance measures computed on the test dataset: NS = 0.567, IOA = 0.858, NRMSE = 0.207 mm/d, MAE = 2.710 mm/d, and MAD = 0.308 mm/d.
LSTM and Bi-LSTM outputs: Comparison of FAO-56 PM-calculated and model-predicted ET0 values, error plots, and projected (one-step-ahead) ET0 values produced by the LSTM and Bi-LSTM models are presented in Figure 8 and Figure 9, respectively. It is noticed from Figure 8 and Figure 9 that both LSTM and Bi-LSTM models captured the trend of the ET0 time series precisely and that Bi-LSTM model forecasts were superior to those of the LSTM model. The performance evaluation results based on several statistical performance evaluation indices are presented in Table 9. The LSTM model produced the following values of performance measures computed on the test dataset: R = 0.698, NS = 0.698, IOA = 0.429, NRMSE = 0.237 mm/d, MAE = 3.047 mm/d, and MAD = 0.334 mm/d. On the other hand, the Bi-LSTM model produced the following values of performance measures computed on the test dataset: R = 0.999, NS = 0.998, IOA = 0.999, NRMSE = 0.014 mm/d, MAE = 0.491 mm/d, and MAD = 0.017 mm/d.
It is observed from Table 9 that the Bi-LSTM model provided a superior performance compared to the other models (SSR-LSTM, ANFIS, and LSTM) according to the statistical indices computed on the test dataset. It is noted that the prediction results with respect to the calculated performance indices did not demonstrate a considerable inconsistency. However, to reach a solid conclusion regarding the best-performing model, we applied the concept of Shannon’s entropy to provide a performance ranking (Table 10). It is observed from Table 10 that Bi-LSTM appeared to be the best performer, while SSR-LSTM, ANFIS, and LSTM held the second, third, and fourth positions, respectively. Therefore, according to the performance results for one-step-ahead forecasting, the best-performing Bi-LSTM model was employed to provide multi-step (5 day)-ahead forecasting.

3.3. Multi-Step (5 Day-Ahead) Forecasting Using the Bi-LSTM Model

The forecasting performance of the developed ET0 prediction model using the Bi-LSTM algorithm was evaluated using several statistical performance indices on the test dataset. However, to ascertain that no model over- or under-fitting occurred, we quantitatively evaluated the results obtained from both the training and validation phases. Five Bi-LSTM models were developed to forecast 1, 2, 3, 4, and 5 day-ahead ET0 values. For all models, the selected time-lagged variables were served as inputs to the Bi-LSTM models. Table 11 presents the performances of the developed Bi-LSTM models on the training and validation datasets. It is evident from Table 11 that the absolute variances between the training and validation performances increased with the increase in the forecasting horizon. Overall, the training performances were satisfactory for all forecasting horizons.
The trained and validated Bi-LSTM models were then used to forecast ET0 values on the test dataset, which were selected from the entire dataset. Testing performances were assessed using several evaluation indices, as shown in Table 12. It is perceived from Table 12 that the forecasting horizon greatly influenced the forecasting accuracies. The accuracy decreased with the increase in the forecasting horizon as in the case of the training and validation performances. However, the overall performances of the Bi-LSTM model for all forecasting horizons showed particularly good performance, as indicated by the computed statistical performance evaluation indices. The performance of the developed models was also assessed using line graphs and error plots as shown in Figure 10.
It is observed from Table 12 that the Bi-LSTM model showed reasonably good performance, as evidenced by the computed performance indices. It produced lower values of cost indices (RMSE, NRMSE, MAD, and MAE) as well as higher values of benefit indices (R, NS, IOA). However, it is noted that the forecasting accuracy largely depended on the forecasting horizon, i.e., the sequence of forecasting accuracies are as follows: 1 day > 2 days > 3 days > 4 days > 5 days. This finding is in good agreement with the work of Yin et al. [128], who also stated that forecasting accuracy decreased with the increased forecasting horizon. Nevertheless, the forecasting accuracy of the Bi-LSTM model at 5 days ahead was also found acceptable for deep learning-based modeling of ET0. Ferreira and da Cunha [82] also reported better deep learning model performance (CNN-LSTM) on the first and second forecasting days. Our findings using the Bi-LSTM model (RMSE = 0.11–0.28 mm/d) outperformed the CNN-LSTM model proposed by Ferreira and da Cunha [82] (mean RMSE values of 0.87 to 0.88 mm/d) with respect to RMSE criterion. Our proposed Bi-LSTM model performed better than the Bi-LSTM model proposed by Yin et al. [128] with respect to RMSE, R, and NS criteria. For instance, for 1 day-ahead forecasting, Yin et al. [128] obtained RMSE, R, and NS values of 0.159 mm/d, 0.992, and 0.988, respectively, whereas the values of RMSE, R, and NS in our study were found to be 0.11 mm/d, 1.00, and 0.99, respectively. Similarly, our proposed Bi-LSTM model outperformed the Bi-LSTM model presented by Yin et al. [128] for 4 day-ahead ET0 forecasting. Moreover, our results also showed superior performance than the Bi-LSTM model results presented by Roy [81] in terms of R and IOA criteria for 1 day-ahead ET0 forecasting. Roy [81] reported R and IOA values of 0.698 to 0.999 and 0.833 to 0.999, respectively, while the present study provided R and IOA values of 1.00 and 1.00, respectively. Therefore, it can be inferred that our proposed Bi-LSTM model is suitable for forecasting multi-step-ahead ET0 values quite efficiently and precisely. It is noted that the Bi-LSTM model produced a slightly higher forecast error, especially at the end of the ET0 time series. This comparatively big error at the end of the dataset may have arisen from higher values of ET0 (outliers), which was not smoothed in order to evaluate the performance of the proposed modeling approaches for datasets containing outliers. Nevertheless, these values are still acceptable in the context of modeling ET0 using machine learning approaches.

3.4. Generalization Capability of the Proposed Best ET0 Prediction Models

The validation of the proposed best models (LSTM for daily predictions and Bi-LSTM for multi-step-ahead forecasts) was performed using data obtained from a new test station at which the models were not developed. The entire dataset of the test station (Ishurdi station) was split into three separate sets, each of which was employed to validate the models developed at the training station (Gazipur Sadar station). These three standalone datasets were fed into the LSTM and Bi-LSTM models to predict daily ET0 values and forecast multi-day-ahead ET0, respectively. The outputs from the models were weighed against the FAO-56 PM-computed ET0 values using numerous statistical performance evaluation indices.

3.4.1. Generalization Capability of Proposed Best LSTM Model: Daily Prediction of ET0

Table 13 summarizes the evaluation results for a variety of performance indices. The LSTM model exhibited a reasonably good performance at the test station data’s three different sets (entire, first half, and second half). The computed performance indices indicated a satisfactory performance of the proposed LSTM model. It produced reasonably higher values of benefit indices (R, NS, and IOA) and lower values of the cost indices (RMSE, NRMSE, MAD, and MAE) for the entire, the first half, and the second half of the test station data. It is also observed that the first half of the dataset produced relatively better performance when compared to that of the second half and the entire dataset. Overall, the performance is satisfactory. On this basis, it is arguably concluded that the proposed LSTM model at Gazipur Sadar station can predict daily ET0 values at Ishurdi station without developing a model at Ishurdi station. Additionally, performance data were presented using scatter and error plots, as illustrated in Figure 11, which depict the distribution of errors at individual data points.

3.4.2. Generalization Capability of Proposed Best Bi-LSTM Model: Multi-Step (Multi-Day)-Ahead ET0 Forecasting

For multi-step (multi-day)-ahead ET0 forecasting, new Bi-LSTM models were developed because the nature of data was different. However, a similar model structure and parameters as in the case of Gazipur station were used. As a Bi-LSTM model performed better for one-step-ahead prediction at Gazipur station, the Bi-LSTM model was used to develop models for forecasting 1, 2, 3, and 5 day-ahead ET0 values at the Ishurdi station. For this, time-lagged information from the ET0 time series was collected for 50 lags. The most significant input variables were determined by observing partial autocorrelation functions of the lagged time series, as shown in Figure 12.
Five Bi-LSTM models were developed to forecast 1, 2, 3, 4, and 5 day-ahead ET0 forecasting. For all models, the selected time-lagged variables were served as inputs to the Bi-LSTM models. Table 14 presents the performances of the proposed Bi-LSTM models at the training and validation datasets. The absolute variances between the training and validation performances increased with the increase in the forecasting horizon. Overall, the training performances were satisfactory for all forecasting horizons.
The trained and validated Bi-LSTM models were then used to forecast ET0 values on the test dataset, which were selected from the entire dataset. Testing performances were assessed using several statistical index values, as shown in Table 15. The forecasting horizon greatly influenced the forecasting accuracies. The accuracy decreased with the increase in the forecasting horizon, as in the case of the training and validation performances. However, the overall performances of the Bi-LSTM model for all forecasting horizons showed particularly good performance, as indicated by the computed statistical performance evaluation indices. Performance evaluation results of the developed models were also assessed with the aid of line graphs and error plots, as shown in Figure 13. The performance results illustrated in Figure 13 were in good agreement with the statistical index values presented in Table 15. As observed in the line graphs and error plots, forecasting accuracy largely depended on the forecasting horizon: forecasting accuracy decreased with increases in the forecasting horizon.
It is observed from Figure that 1 day- and 2 day-ahead forecasting results were relatively better when compared to the results produced in three, four, and five day-ahead forecasts with respect to the RMSE criterion. A closer look at the line graphs also revealed the superiority of one day- and two day-ahead forecasts over the other three forecasting horizons and that Bi-LSTM models captured the lower values of the ET0 time series quite accurately in comparison with the higher values for one day-, two day-, and three day-ahead forecasts. While producing acceptable results, the Bi-LSTM models followed similar trends for both the lower and higher values in the ET0 time series in the case of the four day- and five day-ahead forecasts. It is also perceived from the line graphs that errors were relatively smaller at the end of the time series for the one day- and two day-ahead forecasts, while the Bi-LSTM models produced relatively higher errors at the end of the dataset for the three, four, and five day-ahead forecasts. Although performed differently at different forecast horizons, the Bi-LSTM model forecasts were quite accurate and closer to the FAO-56 PM-estimated ET0 values. This is also evident from the statistical performance evaluation indices presented in Table 15. In particular, the NRMSE values of 0.03, 0.05, 0.08, 0.16, and 0.20 for the one, two, three, four, and five day-ahead forecasts, respectively, revealed the reasonable accurate forecasts of the proposed Bi-LSTM model. A model’s performance is said to be excellent when the NRMSE value is lower than 0.1, good when the NRMSE value is between 0.1 and 0.2, fair when the NRMSE value is between 0.2 and 0.3, poor when the NRMSE is greater than 0.3 [129,130].

4. Conclusions

Precise prediction and forecasting of ET0 have been a critical and emerging first step for developing a justifiable and effective irrigation scheduling plan. This research provided a selection of the best machine and deep learning algorithms to develop robust prediction and forecasting tools for daily and multi-step (5 day)-ahead ET0 prediction and forecasting, respectively. The selection results indicated the superiority of the LSTM model for daily ET0 predictions, whereas for multi-step-ahead forecasting, the Bi-LSTM model provided superior performance. For daily ET0 prediction, a number of meteorological variables were used as inputs to the model, whereas the computed ET0 values were used as outputs from the model. For multi-step (5 day)-ahead forecasting, the appropriate daily time-lagged ET0 values were used as inputs to the Bi-LSTM model, and the outputs from the Bi-LSTM model were the one, two, three, four, and five step-ahead ET0 values. On the basis of the results of the one-step-ahead prediction performed previously for model selection, we found that the Bi-LSTM model was further employed to provide multi-step (5 day)-ahead forecasting. Results revealed the suitability of the Bi-LSTM model in predicting multi-step-ahead ET0 values.
In a further step, best models for daily prediction (LSTM) and multi-step-ahead forecasting (Bi-LSTM) were used to generalize the ET0 values for the data obtained from a different weather station, for which the models were neither trained nor validated. More specifically, the LSTM network was used to generalize the daily ET0 predictions in a nearby meteorological station without developing a model for that station. On the other hand, the Bi-LSTM model was developed for the Ishurdi station to forecast 1, 2, 3, 4, and 5 day-ahead ET0 forecasting. The relatively low errors obtained by the LSTM and Bi-LSTM approaches led to a good fit of the models in predicting daily ET0 values and forecasting multi-step-ahead ET0 values. This can be expected to be very useful in the practice of irrigation water management, for which ET0 is an important parameter.

Author Contributions

Conceptualization, supervision, methodology, formal analysis, writing—original draft preparation, writing—review and editing, D.K.R., T.K.S., S.S.A.K.; data curation, project administration, investigation, T.G., M.A.M. (Md Abdul Muktadir); conceptualization, funding acquisition, writing—review and editing, writing—original draft preparation, H.M.A.-G., A.A., A.Z.D., A.A.E.-S., M.A.M. (Mohamed A. Mattar). All authors have read and agreed to the published version of the manuscript.

Funding

This research was financially supported by the Vice Deanship of Research Chairs at King Saud University.

Institutional Review Board Statement

Not applicable.

Informed Consent Statement

Not applicable.

Data Availability Statement

The data presented in this study are available on request from the corresponding author.

Acknowledgments

This work was financially supported by the Vice Deanship of Research Chairs at King Saud University.

Conflicts of Interest

The authors declare no conflict of interest.

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Figure 1. Weather station locations.
Figure 1. Weather station locations.
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Figure 2. A schematic diagram of an ANFIS structure derived from a first-order Sugeno-type FIS. Reprinted with permission from Jang [98].
Figure 2. A schematic diagram of an ANFIS structure derived from a first-order Sugeno-type FIS. Reprinted with permission from Jang [98].
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Figure 3. Absolute error boxplots. M1–M9 represent LSTM, Bi-LSTM, ANFIS, GPR, M5 tree, MARS_C, MARS_L, PLR, and SVR models, respectively.
Figure 3. Absolute error boxplots. M1–M9 represent LSTM, Bi-LSTM, ANFIS, GPR, M5 tree, MARS_C, MARS_L, PLR, and SVR models, respectively.
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Figure 4. SSR-LSTM performance: (a) estimated (FAO-56 PM-computed) and SSR-LSTM-forecasted ET0 values for the test dataset; (b) future projections beyond the observed ET0 values.
Figure 4. SSR-LSTM performance: (a) estimated (FAO-56 PM-computed) and SSR-LSTM-forecasted ET0 values for the test dataset; (b) future projections beyond the observed ET0 values.
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Figure 5. SSR-LSTM performance after network updating: (a) estimated (FAO-56 PM-computed) and SSR-LSTM-forecasted ET0 values for the test dataset; (b) future projections beyond the observed ET0 values.
Figure 5. SSR-LSTM performance after network updating: (a) estimated (FAO-56 PM-computed) and SSR-LSTM-forecasted ET0 values for the test dataset; (b) future projections beyond the observed ET0 values.
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Figure 6. ACF (a) and PACF (b) plots of the ET0 time series for 50 lags at Gazipur station.
Figure 6. ACF (a) and PACF (b) plots of the ET0 time series for 50 lags at Gazipur station.
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Figure 7. Scatter plots and regression plots for the values of FAO-56 PM-calculated ET0 and ANFIS-forecasted ET0 for the training (a) and testing (b) phases.
Figure 7. Scatter plots and regression plots for the values of FAO-56 PM-calculated ET0 and ANFIS-forecasted ET0 for the training (a) and testing (b) phases.
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Figure 8. FAO-56 PM-calculated and LSTM-projected ET0 values with error plots computed on the test dataset.
Figure 8. FAO-56 PM-calculated and LSTM-projected ET0 values with error plots computed on the test dataset.
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Figure 9. FAO-56 PM-calculated and Bi-LSTM-projected ET0 values with error plots computed on the test dataset.
Figure 9. FAO-56 PM-calculated and Bi-LSTM-projected ET0 values with error plots computed on the test dataset.
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Figure 10. Line graph and error plots for 1, 2, 3, 4, and 5 day-ahead forecasting at Gazipur station.
Figure 10. Line graph and error plots for 1, 2, 3, 4, and 5 day-ahead forecasting at Gazipur station.
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Figure 11. Line graph and error plots of FAO-56 PM-computed and LSTM-predicted daily ET0 at Ishurdi station: (a) entire dataset, (b) first half of the dataset, and (c) second half of the dataset.
Figure 11. Line graph and error plots of FAO-56 PM-computed and LSTM-predicted daily ET0 at Ishurdi station: (a) entire dataset, (b) first half of the dataset, and (c) second half of the dataset.
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Figure 12. Sample partial autocorrelation functions of the lagged ET0 time series at Ishurdi station.
Figure 12. Sample partial autocorrelation functions of the lagged ET0 time series at Ishurdi station.
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Figure 13. Line graph and error plots for 1, 2, 3, 4, and 5 day-ahead forecasting at Ishurdi station.
Figure 13. Line graph and error plots for 1, 2, 3, 4, and 5 day-ahead forecasting at Ishurdi station.
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Table 1. Descriptive statistics of the weather data for the training station (Gazipur Sadar Upazilla).
Table 1. Descriptive statistics of the weather data for the training station (Gazipur Sadar Upazilla).
Climatic VariablesMinMaxMeanStandard DeviationSkewnessKurtosis
Data Range: 1 January 2004 to 30 June 2019 (5660 Daily Entries)
Minimum temperature, °C4.4034.5021.175.64−0.63−0.88
Maximum temperature, °C12.0053.0030.933.92−1.102.11
Relative humidity, %38.0089.0080.228.20−0.630.75
Wind speed, m/s0.685.062.791.05−0.06−1.32
Sunshine duration, h0.0011.405.543.09−0.40−1.04
Table 2. Descriptive statistics of the entire, first half, and the second half of the weather data for the test station (Ishurdi Upazilla).
Table 2. Descriptive statistics of the entire, first half, and the second half of the weather data for the test station (Ishurdi Upazilla).
Climatic VariablesMeanStandard DeviationSkewnessKurtosis
Entire dataset (1 June 2015 to 31 December 2020: 2041 daily entries)
Minimum temperature, °C21.375.98−0.73−0.76
Maximum temperature, °C31.464.16−0.830.28
Relative humidity, %78.8912.18−1.231.93
Wind speed, m/s1.430.230.070.22
Sunshine duration, h5.903.19−0.41−0.71
First half data (1 June 2015 to 3 October 2018: 1221 daily entries)
Minimum temperature, °C21.066.08−0.65−0.92
Maximum temperature, °C31.274.21−0.710.26
Relative humidity, %80.0611.30−1.242.25
Wind speed, m/s1.430.230.060.35
Sunshine duration, h5.753.18−0.42−0.98
Second half data (4 October 2018 to 31 December 2020: 820 daily entries)
Minimum temperature, °C21.695.87−0.83−0.56
Maximum temperature, °C31.664.11−0.950.35
Relative humidity, %77.7112.89−1.181.54
Wind speed, m/s1.440.230.090.08
Sunshine duration, h6.053.19−0.39−0.44
Table 3. Training options and the associated parameter values.
Table 3. Training options and the associated parameter values.
Training OptionsCorresponding Parameter Values
Solver for optimization‘adam’
Maximum number of epochs1000
Gradient threshold value1
Preliminary learning rate0.01
Minimum size of the batch 150
Length of sequence 1000
Table 4. Different combinations of two-, three-, and four-input combinations.
Table 4. Different combinations of two-, three-, and four-input combinations.
Two-Input CombinationsThree-Input CombinationsFour-Input Combinations
Min temp, max tempMin temp, max temp, humidityMin temp, max temp, humidity, wind speed
Min temp, humidityMin temp, max temp, wind speedMin temp, max temp, humidity, sunshine hours
Min temp, wind speedMin temp, max temp, sunshine hoursMin temp, max temp, wind speed, sunshine hours
Min temp, sunshine hoursMin temp, humidity, wind speedMin temp, humidity, wind speed, sunshine hours
Max temp, humidityMin temp, humidity, sunshine hoursMax temp, humidity, wind speed, sunshine hours
Max temp, wind speedMin temp, wind speed, sunshine hours
Max temp, sunshine hoursMax temp, humidity, wind speed
Humidity, wind speedMax temp, humidity, sunshine hours
Humidity, sunshine hoursMax temp, wind speed, sunshine hours
Wind speed, sunshine hoursHumidity, wind speed, sunshine hours
Table 5. Prediction errors of deep learning-based ET0 models (LSTM and Bi-LSTM) with different input combinations on the test dataset.
Table 5. Prediction errors of deep learning-based ET0 models (LSTM and Bi-LSTM) with different input combinations on the test dataset.
Model No.Different Input CombinationsTest RMSE, mm/d
LSTMBi-LSTM
Single Input Combinations
M1Min temp0.8800.964
M2Max temp0.7750.781
M3Humidity1.1241.211
M4Wind speed1.1771.105
M5Sunshine hours0.7320.807
Two Inputs combinations
M6Min temp, max temp0.7650.779
M7Min temp, humidity0.7290.751
M8Min temp, wind speed1.0041.049
M9Min temp, sunshine hours0.5270.514
M10Max temp, humidity0.6340.602
M11Max temp, wind speed0.7340.743
M12Max temp, sunshine hours0.5010.430
M13Humidity, wind speed0.7270.760
M14Humidity, sunshine hours0.5310.983
M15Wind speed, sunshine hours0.5270.627
Three Inputs Combinations
M16Min temp, max temp, humidity0.5700.574
M17Min temp, max temp, wind speed0.7290.722
M18Min temp, max temp, sunshine hours0.5120.447
M19Min temp, humidity, wind speed0.7260.723
M20Min temp, humidity, sunshine hours0.3370.377
M21Min temp, wind speed, sunshine hours0.4700.501
M22Max temp, humidity, wind speed0.5670.566
M23Max temp, humidity, sunshine hours0.3000.239
M24Max temp, wind speed, sunshine hours0.4090.394
M25Humidity, wind speed, sunshine hours0.3370.333
Four Inputs Combinations
M26Min temp, max temp, humidity, wind speed0.5770.561
M27Min temp, max temp, humidity, sunshine hours0.2620.229
M28Min temp, max temp, wind speed, sunshine hours0.3820.404
M29Min temp, humidity, wind speed, sunshine hours0.2710.238
M30Max temp, humidity, wind speed, sunshine hours0.1070.116
All Inputs
M31Min temp, max temp, humidity, wind speed, sunshine hours0.0810.087
RMSE = root mean squared error, LSTM = long short-term memory networks, Bi-LSTM = bi-directional long-short term memory networks. The numbers in boldface indicate the best performance, whereas the numbers in boldface and italicized represent the worst performance.
Table 6. Ranking of the LSTM and Bi-LSTM models using Shannon’s entropy.
Table 6. Ranking of the LSTM and Bi-LSTM models using Shannon’s entropy.
Sl. No.LSTMBi-LSTM
ModelRanking ValueModelRanking Value
1M310.996M310.966
2 M300.906M300.913
3 M270.702M270.704
4 M230.687M230.696
5 M200.657M290.688
6 M290.652M250.642
7 M250.640M200.621
8 M280.604M240.600
9 M240.600M280.594
10 M210.584M120.581
11 M120.563M180.576
12 M180.561M210.563
13 M140.560M260.557
14 M220.558M90.555
15 M260.556M220.551
16 M150.555M160.551
17 M90.555M100.535
18 M160.554M150.522
19 M100.535M170.488
20 M110.496M190.485
21 M170.493M110.482
22 M190.491M70.478
23 M130.491M130.475
24 M70.483M60.462
25 M50.482M20.460
26 M60.470M50.451
27 M20.470M140.384
28 M10.415M10.376
29 M80.364M80.336
30 M30.306M40.311
31 M40.209M30.256
Table 7. Performance indices of the developed ET0 prediction models for the testing dataset.
Table 7. Performance indices of the developed ET0 prediction models for the testing dataset.
ModelPerformance Evaluation Indices
RNSIOANRMSEMAE, mm/dMAD, mm/d
LSTM 0.9980.9950.9990.0210.6660.025
Bi-LSTM 0.9980.9950.9990.0230.5820.027
ANFIS 0.9910.9810.9950.0430.7060.061
GPR 0.9930.9850.9960.0380.6500.052
M5 Tree 0.9850.9700.9930.0541.1530.062
MARS_C 0.9920.9830.9960.0410.8690.054
MARS_L 0.9920.9830.9960.0400.7600.054
PLR 0.9730.9430.9850.0751.4890.114
SVR 0.9930.9850.9960.0380.6760.050
MARS_C = piecewise cubic, MARS_L = piecewise linear.
Table 8. Shannon’s entropy values for different models and their corresponding ranks.
Table 8. Shannon’s entropy values for different models and their corresponding ranks.
ModelShannon’s Entropy ValueRank
LSTM0.9791
Bi-LSTM0.9782
ANFIS0.8076
GPR0.8393
M5 tree0.7348
MARS_C0.7947
MARS_L0.8105
PLR0.6659
SVR0.8364
Table 9. Performance indices of the one-day-ahead ET0 prediction models for the testing dataset.
Table 9. Performance indices of the one-day-ahead ET0 prediction models for the testing dataset.
ModelPerformance Evaluation Indices
RNSIOANRMSEMAE, mm/dMAD, mm/d
ANFIS 0.7550.5670.8580.2072.7100.308
Bi-LSTM 0.9990.9980.9990.0140.4910.017
LSTM 0.6980.4290.8330.2373.0470.334
SSR-LSTM 0.8180.6660.8980.1842.6870.279
Table 10. Shannon’s entropy-based model ranking for one-day-ahead ET0 forecasts.
Table 10. Shannon’s entropy-based model ranking for one-day-ahead ET0 forecasts.
ModelShannon’s Entropy ValueRank
Bi-LSTM1.001
SSR-LSTM0.302
ANFIS0.273
LSTM0.244
Table 11. Training and validation performances of the developed Bi-LSTM models at Gazipur station.
Table 11. Training and validation performances of the developed Bi-LSTM models at Gazipur station.
Forecasting HorizonTraining RMSE, mm/dValidation RMSE, mm/d
1 day0.080.11
2 days0.120.17
3 days0.090.18
4 days0.100.22
5 days0.100.28
Table 12. Multi-day-ahead forecasting performance of the Bi-LSTM model on the test dataset at Gazipur station.
Table 12. Multi-day-ahead forecasting performance of the Bi-LSTM model on the test dataset at Gazipur station.
IndicesForecasting Horizon
1 Day2 Days3 Days4 Days5 Days
RMSE, mm/d0.110.170.180.220.28
NRMSE0.030.040.050.060.07
R1.000.990.990.980.97
MAD, mm/d0.030.040.040.060.08
MAE, mm/d0.070.080.100.130.17
NS0.990.980.980.970.95
IOA1.000.990.990.990.99
Table 13. Performance of the LSTM model for predicting daily ET0 values on the Ishurdi dataset.
Table 13. Performance of the LSTM model for predicting daily ET0 values on the Ishurdi dataset.
Performance IndicesEntire DatasetFirst Half DataSecond Half Data
RMSE, mm/d0.650.490.84
NRMSE0.180.130.23
R0.870.920.83
MAD, mm/d0.180.180.20
MAE, mm/d0.440.390.52
NS0.720.840.57
IOA0.970.980.96
Table 14. Training and validation performances of the developed Bi-LSTM models at Ishurdi station.
Table 14. Training and validation performances of the developed Bi-LSTM models at Ishurdi station.
Forecasting HorizonTraining RMSE, mm/dValidation RMSE, mm/d
1 day0.090.12
2 days0.100.17
3 days0.110.29
4 days0.120.56
5 days0.100.73
Table 15. Multi-day-ahead forecasting performance of the Bi-LSTM model on the test dataset at Ishurdi station.
Table 15. Multi-day-ahead forecasting performance of the Bi-LSTM model on the test dataset at Ishurdi station.
IndicesForecasting Horizon
1 Day2 Days3 Days4 Days5 Days
RMSE, mm/d0.120.170.290.560.73
NRMSE0.030.050.080.160.20
R1.000.990.980.900.86
MAD, mm/d0.040.050.080.140.24
MAE, mm/d0.090.120.190.370.56
NS0.990.980.950.810.69
IOA1.001.000.990.950.91
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Roy, D.K.; Sarkar, T.K.; Kamar, S.S.A.; Goswami, T.; Muktadir, M.A.; Al-Ghobari, H.M.; Alataway, A.; Dewidar, A.Z.; El-Shafei, A.A.; Mattar, M.A. Daily Prediction and Multi-Step Forward Forecasting of Reference Evapotranspiration Using LSTM and Bi-LSTM Models. Agronomy 2022, 12, 594. https://0-doi-org.brum.beds.ac.uk/10.3390/agronomy12030594

AMA Style

Roy DK, Sarkar TK, Kamar SSA, Goswami T, Muktadir MA, Al-Ghobari HM, Alataway A, Dewidar AZ, El-Shafei AA, Mattar MA. Daily Prediction and Multi-Step Forward Forecasting of Reference Evapotranspiration Using LSTM and Bi-LSTM Models. Agronomy. 2022; 12(3):594. https://0-doi-org.brum.beds.ac.uk/10.3390/agronomy12030594

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Roy, Dilip Kumar, Tapash Kumar Sarkar, Sheikh Shamshul Alam Kamar, Torsha Goswami, Md Abdul Muktadir, Hussein M. Al-Ghobari, Abed Alataway, Ahmed Z. Dewidar, Ahmed A. El-Shafei, and Mohamed A. Mattar. 2022. "Daily Prediction and Multi-Step Forward Forecasting of Reference Evapotranspiration Using LSTM and Bi-LSTM Models" Agronomy 12, no. 3: 594. https://0-doi-org.brum.beds.ac.uk/10.3390/agronomy12030594

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