Science Time Series: Deep Learning in Hydrology

This research is part of a systematic study of scientific time series. In the last three years, hundreds of papers and over fifty new deep-learning models have been described for time series models. These mainly focus on the key aspect of time dependence, whereas in some scientific time series, the situation is more complex with multiple locations, each location having multiple observed and target time-dependent streams and multiple exogenous (known) properties that are either constant or time-dependent. Here, we analyze the hydrology time series using the CAMELS and Caravan global datasets on catchment rainfall and runoff. Together, these have up to 6 observed streams and up to 209 static parameters defined at each of about 8000 locations. This analysis is fully open source with a Jupyter Notebook running on Google Colab for both an LSTM-based analysis and the data engineering preprocessing. Our goal is to investigate the importance of exogenous data, which we look at using eight different choices on representative hydrology tasks. Increasing the exogenous information significantly improves the data representation, with the mean square error decreasing to 60% of its initial value in the largest dataset examined. We present the initial results of studies of other deep-learning neural network architectures where the approaches that can use the full observed and exogenous observations outperform less flexible methods, including Foundation models. Using the natural annual periodic exogenous time series produces the largest impact, but the static and other periodic exogenous streams are also important. Our analysis is intended to be valuable as an educational resource and benchmark.