Groundwater level forecasting with artificial neural networks: a comparison of long short-term memory (LSTM), convolutional neural networks (CNNs), and non-linear autoregressive networks with exogenous input (NARX)

Abstract. It is now well established to use shallow artificial neural networks (ANNs) to obtain accurate and reliable groundwater level forecasts, which are an important tool for sustainable groundwater management. However, we observe an increasing shift from conventional shallow ANNs to state-of-the-art deep-learning (DL) techniques, but a direct comparison of the performance is often lacking. Although they have already clearly proven their suitability, shallow recurrent networks frequently seem to be excluded from the study design due to the euphoria about new DL techniques and its successes in various disciplines. Therefore, we aim to provide an overview on the predictive ability in terms of groundwater levels of shallow conventional recurrent ANNs, namely non-linear autoregressive networks with exogenous input (NARX) and popular state-of-the-art DL techniques such as long short-term memory (LSTM) and convolutional neural networks (CNNs). We compare the performance on both sequence-to-value (seq2val) and sequence-to-sequence (seq2seq) forecasting on a 4-year period while using only few, widely available and easy to measure meteorological input parameters, which makes our approach widely applicable. Further, we also investigate the data dependency in terms of time series length of the different ANN architectures. For seq2val forecasts, NARX models on average perform best; however, CNNs are much faster and only slightly worse in terms of accuracy. For seq2seq forecasts, mostly NARX outperform both DL models and even almost reach the speed of CNNs. However, NARX are the least robust against initialization effects, which nevertheless can be handled easily using ensemble forecasting. We showed that shallow neural networks, such as NARX, should not be neglected in comparison to DL techniques especially when only small amounts of training data are available, where they can clearly outperform LSTMs and CNNs; however, LSTMs and CNNs might perform substantially better with a larger dataset, where DL really can demonstrate its strengths, which is rarely available in the groundwater domain though.