Journal of Hydrology 544 (2017) 343–351

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Journal of Hydrology
journal homepage: www.elsevier.com/locate/jhydrol

Research papers

Wavelet-cointegration prediction of irrigation water in the irrigation

district
Jinping Zhang a,⇑, Yanyan Li a, Yong Zhao b,⇑, Yang Hong c
a
School of Water Conservancy & Environment, Zhengzhou University, Zhengzhou 450001, China
b
State Key Laboratory of Simulation and Regulation of Water Cycle in River Basin, China Institute of Water Resources and Hydropower Research, Beijing 100038, China
c
School of Civil Engineering and Environmental Sciences, University of Oklahoma, Norman, OK 73019, USA

a r t i c l e i n f o a b s t r a c t

Article history: Affected by various influencing factors, many time series analysis methods are used to predict irrigation
Received 15 July 2016 water. However, it is often assumed to be stationary for the hydrologic time series which will result in an
Received in revised form 4 November 2016 insignificant ‘‘spurious regression”. Actually, irrigation water is largely determined by rainfall and crop
Accepted 19 November 2016
water requirement in the irrigation district. With the wavelet analysis method, the varying fluctuation
Available online 23 November 2016
This manuscript was handled by Andras
characteristics of rainfall, irrigation water, and crop water requirement with multi-temporal scales are
Bardossy, Editor-in-Chief, with the exhibited. The cointegration equilibrium relationship amongst their original time series and decomposed
assistance of Fi-John Chang, Associate Editor time series are also revealed by the cointegration theory. Combining the wavelet analysis method with
the cointegration theory, the wavelet-cointegration prediction model of irrigation water is proposed.
Keywords: The results show that the model has the available prediction accuracy, and the relative errors of all pre-
Wavelet-cointegration prediction dicted years are less than 5%, except 2004 and 2012.
Irrigation water Ó 2016 Elsevier B.V. All rights reserved.
Rainfall
Crop water requirement

1. Introduction needs a hydrological model, so this may have problems in practical

For irrigation districts, irrigation water is a main economic indi-
cator. The rational prediction of irrigation water is important to the
limited water resources, and also has a great significance for the
irrigation water planning and agricultural development. Actually,
irrigation water is affected by many factors, such as climate
changes, water engineering, and crop planting, which results in
the inter-annual variation of irrigation water. So it is difficult to
construct a determined model to measure.
In practice, irrigation quota is often used to estimate irrigation
water. This method is simple, but it needs more practical experi-
ence (Bai and Li, 2003). So it is adoptable for the rough estimation
of irrigation water. Some scholars explored the mechanism of crop
water requirement to determine irrigation water. They calculated
crop evapotranspiration with the Penman formula, and considered
rainfall, farm seepage, etc. to predict irrigation water according to
the water balance in the irrigation district ( Allen et al., 1998; Kuo
et al., 2006; Trajkovic and Kolakovic, 2009; Usman et al., 2015; Guo
and Shen, 2016). This method needs a great amount of basic data,
including meteorological, soil, crop planting, etc. and sometimes it
⇑ Corresponding authors.
E-mail addresses: jinping2000_zh@163.com (J. Zhang), iwhrzhy@sohu.com
(Y. Zhao).
application. Moreover, the irrigation water calculation by FAO
needs a crop coefficient, which is usually determined by irrigation
experiments. Because it is affected by the actual soil, climate and
growth conditions, etc., the crop coefficient often varies, so it must
be modified. Currently, researchers apply the time series analysis
methods into the prediction of irrigation water and try to find
the development patterns of either irrigation water itself or the
relations between irrigation water and other influencing factors
with the long data series. Considering the complexity and random-
ization of the influencing factors on irrigation water, some uncer-
tainty analysis methods (e.g. grey theory, fuzzy mathematics,
artificial neural network, etc.) are introduced (Elshorbagy and
Parasuraman, 2008; Kim and Kim, 2008; Zou et al., 2010; Zhang
et al., 2014; Abdullah et al., 2015; Mattar et al., 2015; Si et al.,
2015). With these combination methods, the irrigation water pre-
diction accuracy is improved.
However, no matter how much progress the previously studies
made, these studied results were all with the same hypothesis: the
hydrologic time series are stationary. Actually, the statistic charac-
teristics of hydrological variables always change in time, so the
hydrological time series is non-stationary. However, the traditional
econometric method assumes that the stationary and normality
exist in hydrological time series. This assumption will result in
‘‘spurious regression.” It means that there are no dependencies

http://dx.doi.org/10.1016/j.jhydrol.2016.11.040
0022-1694/Ó 2016 Elsevier B.V. All rights reserved.
344 J. Zhang et al. / Journal of Hydrology 544 (2017) 343–351

between variables originally, but the regression results indicate the pffiffiffiffiffiffi Z
W f ða; bÞ ¼ f ðtÞ; ua;b ðtÞ ¼ 1= jaj f ðtÞuððt  bÞ=aÞdt ð2Þ
presence of dependencies. Fortunately, the wavelet analysis pro-
vides a powerful tool for non-stationary signals (Xu and Liu,
where W f ða; bÞ is called the wavelet coefficient, its reconstruction
2013). With the wavelet analysis method, the hydrological time
equation is calculated as (Mallat, 1998):
series can be decomposed into different temporal scales with the
 Z þ1 Z þ1
relatively stable statistics characteristics to reflect its fluctuation 1
f ðtÞ ¼ ð1=a2 ÞW f ða; bÞua;b ðtÞdb ð3Þ
features and development patterns (Compagnucci et al., 2000; Cu 1 1
Gaucherel, 2002; Kahya and Kalayci, 2008; Can et al., 2005;
Battista and Visini, 2006; Parmar and Bhardwaj, 2013). Usually, The hydrological time series is often a discrete time series. Sup-
the wavelet analysis method can be integrated with other mathe- pose the discretization of scale parameter a and translation param-
j
matical methods and technologies (Avci, 2007; He et al., 2008; eter b are written as a ¼ a0j , a0 > 1,j 2 Z; b ¼ ka0 b0 , b0 > 0, k 2 Z,
Chenini and Khemiri, 2009; Rajaee et al., 2010; Yilmaz and Oysal, the discrete wavelet function can be described as (Mallat, 1998):
2010; Abiyev, 2011; Zhang et al., 2013; Venkata et al., 2013;

j  
Aman, 2015). Moreover, the cointegration theory proposed by uj;k ðtÞ ¼ a0 2 u ðt  ka0j b0 Þ=a0j ð4Þ
Engle and Granger (1987) can overcome this shortcoming. The
cointegration theory can deal with the non-stationary time series The discrete wavelet transform wavelet coefficient can be
of variables, and it describes the short-term dynamic fluctuations expressed as (Mallat, 1998):
and long-term balance relationship between variables. The cointe- Z þ1

gration theory has been used in econometrics for decades (Loomis, W f ðj; kÞ ¼ f ðtÞ; uj;k ðtÞ ¼ f ðtÞuj;k ðtÞdt ð5Þ
1
1996; Levin et al., 2002; Han et al., 2004; Basher and Sadorsky,
2006; Chen et al., 2010; Sebri, 2015; Ghosh and Kanjilal, 2016), Thus, its reconstruction equation is calculated as (Mallat, 1998):
and also in hydrological fields in recent years (Yoo and Yang, X
f ðtÞ ¼ C u W f ðj; kÞuj;k ðtÞ ð6Þ
1999; Cole, 2004; Seung-Hoon, 2007), but it is rare for the
j2N;k2N
relationship among rainfall, irrigation water, and crop water
requirement.
Combing the cointegration theory with the wavelet analysis 2.2. Cointegration theory
method, Zhang et al. (2015) have proposed the multi-resolution
cointegration prediction model for runoff and sediment load in 2.2.1. Cointegration concept
Weihe River of China. However, as we know, the water issues of Cointegration theory is commonly used in econometrics to
irrigation districts are distinct from that of rivers. In irrigation dis- describe the dynamic relationship between two or more economic
tricts, ‘‘water supply” involves rainfall and irrigation water, while variables over the long run. According to Engle and Granger (1987),
‘‘water demand” refers to crop water requirement (ETc). Affected if a time series is non-stationary, but it becomes stationary after
by climate changes and human activities, these three variables the d differencing, the original time series is denoted as IðdÞ, which
have some relations among them. The irrigation water in irrigation means it is integrated of order d. Suppose a time series defined as
districts is largely determined by rainfall and ETc. Also from the X t ¼ ðx1t ; x2t ; . . . ; xnt ÞT , if it satisfies the following conditions (Engle
view of hydrological cycle in irrigation districts, irrigation water and Granger, 1987):
and rainfall are ‘‘water input” and ETc is ‘‘water output”. So their
relations are relatively complex. (1) xit Is IðdÞ (i ¼ 1; 2; . . . n), d is integer;
Therefore, the objective of this paper is that the fluctuation (2) the presence of a non-zero vector makes that a particular
characteristics of rainfall, ETc and irrigation water with multi- combination of them Z t  aT X t ¼ et is stationary at the level
temporal scales are exhibited using the wavelet analysis method form, that is Z t  aT X t ¼ et  Ið0Þ.
firstly. Then with the cointegration theory, the short-term fluctua-
tions and the long-term balance relationships of the original time Thus, X t is cointegrated, where a is a cointegrated vector.
series and the decomposed time series are all presented. Finally,
combing the wavelet analysis method with the cointegration the-
2.2.2. Stationary test
ory, the wavelet-cointegration prediction of irrigation water is
Prior to the cointegrated test, the stationary of data series must
established. So, this method not only presents the cointegration
be tested. The unit root test based on the augmented Dickey-Fuller
relations between variables with the different decomposed time
test is widely employed to test the stationary of data series. The
scales, but also ensures the prediction accuracy of irrigation water
ADF test is as the following (Dickey and Fuller, 1979):
with the reconstructed decomposed time series.
X
p
Dyt ¼ a þ bt þ dyt1 þ ni Dyti þ et ð7Þ
2. Materials and methods i¼1

2.1. Wavelet analysis
The wavelet function can be defined as: set uðtÞ belongs to a
^ ðwÞ satisfies
two-dimensional space L2 ðRÞ, if its Fourier transform u
R information criterion (AIC) or Schwartz criterion (SC) (Schwarz,
the permitted condition C u ¼ R ju ^ ðwÞ2=wdw < 1j, uðtÞ is called a
mother wavelet or basic wavelet. The telescopic or translation of
mother wavelet uðtÞ can be conducted as follows (Mallat, 1998):
pffiffiffiffiffiffi
ua;b ðtÞ ¼ 1= jajuððt  bÞ=aÞa; b 2 R; a > 0
where a is the scale parameter, and b is the translation parameter.
The continuous wavelet transform of any function f ðtÞ 2 R2 is
(Mallat, 1998):
where Dyt ¼ yt  yt1 is the first difference of yt , a, b, d, ni are param-
eters, t is time, p is the lag length and et is the pure white noise error
term.
The optimal lag length p is obtained by the smallest Akaike
1978). The null hypothesis of H0 : c ¼ 0 means no cointegration.
The ADF test involves the modified t-statistic allocated with the
ordinary least squares (OLS) method, and it ensures the null
ð1Þ hypothesis is accepted. The ADF test statistic is a negative number,
and the more negative it is, the stronger the rejection of the
hypothesis that there is a unit root. If the ADF test statistic is pos-
itive, one can automatically decide not to reject the null hypothesis
of unit root. ADF test statistics are computed at significance levels
 J. Zhang et al. / Journal of Hydrology 544 (2017) 343–351
of 1%, 5% and 10% respectively. If the ADF test statistic is less than
the critical value, then the null hypothesis is rejected.
2.2.3. Cointegration test
In 1987, Engle and Granger proposed the Engle-Granger (E-G)
test to test the cointegration of variables. This test method can also
be applied to test trivariate cointegration relationships. The test
steps are that (1) for three time series xt  IðdÞ, yt  IðdÞ,
zt  IðdÞ, the cointegration regression is conducted by OLS to
obtain their residuals; (2) then, the unit root test is used to test
the stationary of the residuals. If the residuals are all Ið0Þ, these
three time series are cointegrated.
2.2.4. Error correction model (ECM)
If the cointegration is in the time series, ECM can be established
according to the cointegration theory to describe their long-term
balance relationships and short-term fluctuations. An autoregres-
sive distributed lag model of order 1 with three variables
ADLð1; 1; 1Þ is presented as follows (Zivot and Wang, 2006):
zt ¼ b0 þ b1 xt þ b3 xt1 þ b1 yt þ b3 yt1 þ b2 zt1 þ et
The mathematical expectation of both sides is (Zivot and Wang,
2006):
b0 b þ b3
Eðzt Þ ¼ þ 1 fEðxt Þ þ Eðyt Þg
1  b2 1  b2
This formula (9) shows the long-term balance relationships of
xt , yt , andzt .
ECM is achieved by the first differencing of zt as (Zivot and
Wang, 2006):
Dzt ¼ b0 þ b1 ðDxt þ Dyt Þ þ aecmð1Þ þ et
1 þb3
where a ¼ b2  1 is the error balance coefficient, a ¼ b1b 2
,
b3 ¼ a  ðaÞ  b1 , ecmð1Þ ¼ zt1  bb12þb
1
3
ðxt1 þ yt1 Þ is the error
correction term and reflects the deviation from the long-term bal-
ance of zt1 when it has the short-term fluctuations. Usually,
a < 0 and it indicates the adjust speed of zt which can drive zt back
to keep the long-term balance relationships of xt , yt , and zt . So, ECM
involves not only the short-term fluctuations of Dxt and Dyt , but
also the adjustment of Dzt to their long-term balance relationship.
3. Results and discussions
3.1. Data series
Luhun irrigation district, with its irrigation area of
8.96  104 hm2, is located in the hilly area in the western Henan
province of China (Fig. 1). It crosses the Yellow river basin and
the Huai river basin and involves seven counties belonging to three
cities as Zhengzhou, Pingdingshan and Luoyang. The annual aver-
age rainfall in the Luhun irrigation district is only 611.02 mm while
the evaporation attains to 1034.32 mm, so it is more prone to
meteorological drought. The irrigation water of the Luhun irriga-
tion district comes from the upper Luhun reservoir constructed
by the Yihe river (it is the secondary tributary of the Yellow river),
and the annual irrigation water is 1.82  108 m3.
The used data series are provided by the Irrigation Management
Bureau of the Luhun irrigation district, which involves the irriga-
tion water, crop growth parameters, and daily meteorological data
(including rainfall, wind speed, maximum temperature, minimum
temperature, relative humidity, net radiation, etc.) from 1970 to
2013. ETc is determined by the following (Allen et al., 1998):
ET C ¼ K C  ET 0
345
where K c ¼ 0:77 is the crop coefficient and determined by farmland
experiments, ET 0 is reference crop evaporation which is calculated
by the Penman-Monteith formula recommended by FAO in 1998.
The original annual data series of rainfall, ETc, and irrigation water
in the Luhun irrigation district are shown in Fig. 2.
3.2. Decomposed time series with wavelet analysis
With Daubechies wavelet at level5 (Db5), the decomposed time
series of rainfall, ETc, and irrigation water are obtained (shown in
Figs. 3–8).
In general, Figs. 3–8 indicate that the rainfall, ETc, and irrigation
water all present the changes with multi-temporal scales, and the
periodic fluctuations of these variables change severely in small
scales but become stable in large scales. The periodic fluctuations
in small scales are involved in the periodic fluctuations in
medium-large scales. Usually, the periodic fluctuations in large
scales indicate the change characteristics (such as trend) in the
whole time domain, while the periodic fluctuations in small scales
ð8Þ show the details of their changes (such as high and low variation).
The change periods of the decomposed time series of rainfall, ETc,
and irrigation water in the Lunhun irrigation district from 1970
to 2013 are displayed as Table 1.
Table 1 shows that for rainfall, ETc, and irrigation water, a
ð9Þ change periodic of 2–4 years is all in the three 1st-layer decom-
posed time series. In the 2nd-layer decomposed time series, there
is a change periodic of 4–7 years for ETc and irrigation water, while
5–8 years for rainfall. In the 3rd-layer, there is 9–12 years for rain-
fall, 8–14 years for ETc, and 8–15 years for irrigation water. In the
4th-layer, a change periodic of 22 years is presented for rainfall,
15–24 years for ETc, and 16–20 years for irrigation water. In the
ð10Þ
5th-layer, a change periodic of 30 years is displayed for rainfall,
38 years for ETc, and 37 years for irrigation water. The 6th-layer
decomposed time series indicates the trend of rainfall, ETc, and irri-
gation water, which shows that rainfall tends to decrease, while
ETc tends to increase, whereas irrigation water decreases firstly,
and then increases.
3.3. Cointegration analysis
3.3.1. Stationary test
The data used in this study is all transformed into logs. This log-
arithmic transformation does not change the relations between
data but it can eliminate the autocorrelation between the time data
series. Since ADF test is based on the linear regression, it assumes
normal distribution. The log-transformation can convert an expo-
nential trend possibly present in the data to a linear trend. There-
fore, it is common practice to log-transform the time series before
employing ADF test.
Suppose that rainfall, ETc, and irrigation water time series are
xit , yit , and zit (i ¼ 0; 1; 2; 3; 4; 5; 6), x0t , y0t , and z0t denote the origi-
nal time series of rainfall, ETc, and irrigation water while Dx0t , Dy0t ,
and Dz0t are their first difference, xit , yit , and zit (i ¼ 1; 2; 3; 4; 5; 6)
indicate their decomposed time series by the wavelet analysis
method. ADF unit test is used to test the stationary of the original
and decomposed time series of rainfall, ETc, and irrigation water.
Their optimal lag length is determined by the Schwarz criterion.
Table 2 gives out the ADF unit root test of rainfall, ETc, and irriga-
tion water time series.
It can be seen that the original time series of rainfall, ETc, and
irrigation water have a unit root and are all non-stationary, but
after the first differencing, they become stationary. Meanwhile,
there have no unit root in their decomposed time series, so their
ð11Þ
decomposed time series are all stationary.
346 J. Zhang et al. / Journal of Hydrology 544 (2017) 343–351

Fig. 1. The location map of the Luhun irrigation district.

Rainfall
p ETc Irrigation water
irri
200 1
1200 3.50

Irrigation water
Rainfall/ETc

100
Irrigaton water (108m3)

0.5
1000 3.00
Rainfall/ETc(mm)

0
800 2.50 0
2.00 -100
600 -0.5
1.50 -200
400 1.00 -300 -1
1970 1975 1980 1985 1990 1995 2000 2005 2010
200 0.50
Year
0 0.00
1970 1977 1984 1991 1998 2005 2012
Fig. 4. The 2nd-layer decomposed time series of rainfall, ETc, and irrigation water.
Year

Fig. 2. The original annual data series of rainfall, ETc, and irrigation water in the
Luhun irrigation district.

150 0.8
0.6
Irrigation water

100
Rainfall/ETc

0.4
50 0.2
0 0
-50 -0.2
-0.4
200 1.5 -100 -0.6
Irrigation water

150 1 -150 -0.8

Rainfall/ETc

100 1970 1975 1980 1985 1990 1995 2000 2005 2010
50 0.5 Year
0 0
-50 Fig. 5. The 3rd-layer decomposed time series of rainfall, ETc, and irrigation water.
-0.5
-100
-150 -1
-200
1970 1975 1980 1985 1990 1995 2000 2005 2010
-1.5 3.3.2. Cointegration test
Year According to E-G test method, the cointegration regression of
rainfall, ETc, and irrigation water is obtained as the following
Fig. 3. The 1st-layer decomposed time series of rainfall, ETc, and irrigation water. formulas by OLS method firstly. Secondly, with the ADF unit root
 J. Zhang et al. / Journal of Hydrology 544 (2017) 343–351 347

z3t ¼ 0:000076x3t  0:005096y3t ð15Þ

ð0:000850Þ ð0:001859Þ
100 0.15

Irrigation water
50
0.1 z4t ¼ 0:000374x4t þ 0:000346y4t ð16Þ
Rainfall/ETc

ð0:000113Þ ð0:000402Þ
0.05
0
0
-50
z5t ¼ 0:000454x5t þ 0:001414y5t ð17Þ
-0.05 ð0:0000368Þ ð0:0000663Þ

-100 -0.1
1970 1975 1980 1985 1990 1995 2000 2005 2010
z6t ¼ 0:13845x6t þ 0:216270y6t ð18Þ
Year ð0:017833Þ ð0:017028Þ

Fig. 6. The 4th-layer decomposed time series of rainfall, ETc, and irrigation water. The data in brackets are the standard deviation of correspond-
ing coefficient.

150 0.15 3.3.3. Establishment of ECM

The existing cointegration relationship between rainfall, ETc,

Irrigation water
100 0.1
and irrigation water means that the ECM of xit , yit , and zit
Rainfall/ETc

50 0.05 (i ¼ 0; 1; 2; 3; 4; 5; 6) can be established as followings:

0 0
Dz0t ¼ 0:003444  0:966845Dx0t þ 1:342093Dy0t
-50 -0.05 ð0:057495Þ ð0:185279Þ ð0:684747Þ

-100
1970 1975 1980 1985 1990 1995 2000 2005 2010
-0.1  0:965584ecm0 ð1Þ ð19Þ
ð0:166613Þ
Year

Fig. 7. The 5th-layer decomposed time series of rainfall, ETc, and irrigation water. Dz1t ¼ 0:000711  0:003362Dx1t þ 0:000989Dy1t
ð0:065119Þ ð0:000458Þ ð0:001233Þ

 1:38353ecm1 ð1Þ ð20Þ

ð0:147542Þ

850 1.95
800
Dz2t ¼ 0:005537  0:001199Dx2t  0:002180Dy2t
Irrigation water

1.9
Rainfall/ETc

750 ð0:046780Þ ð0:000504Þ ð0:002030Þ

700 1.85
 0:680016ecm2 ð1Þ ð21Þ
650 1.8 ð0:157990Þ
600
1.75
550
500 1.7 Dz3t ¼ 0:006040  0:000124Dx3t  0:004898Dy3t
1970 1975 1980 1985 1990 1995 2000 2005 2010 ð0:022343Þ ð0:000747Þ ð0:001579Þ
Year
 0:127692ecm3 ð1Þ ð22Þ
ð0:095166Þ
Fig. 8. The 6th-layer decomposed time series of rainfall, ETc, and irrigation water.

Dz4t ¼ 0:001820 þ 0:000075Dx4t þ 0:000190Dy4t

Table 1 ð0:001906Þ ð0:000160Þ ð0:000442Þ
The change periods of decomposed time series of rainfall, ETc, and irrigation water in
the Lunhun irrigation district from 1970 to 2013.
 0:273581ecm4 ð1Þ ð23Þ
ð0:072595Þ
Decomposed time series Rainfall ETc Irrigation water
The 1st-layer 2–4 2–4 2–4 Dz5t ¼ 0:001446  0:000507Dx5t þ 0:001179Dy5t
The 2nd-layer 5–8 4–7 4–7 ð0:000646Þ ð0:000058Þ ð0:000143Þ
The 3rd-layer 9–12 8–14 8–15
The 4th-layer 22 15–24 16–20
 0:185834ecm5 ð1Þ ð24Þ
ð0:053812Þ
The 5th-layer 30 38 37

Dz6t ¼ 0:009592 þ 4:55269Dx6t þ 18:727402Dy6t

ð0:002319Þ ð1:104743Þ ð4:087448Þ

test, the residuals of these cointegration regressions are found to  0:043791ecm6 ð1Þ ð25Þ
be stationary. If the residuals are stationary, the time series of rain- ð0:037897Þ

fall, ETc and irrigation water are cointegrated. The residuals of the
cointegration regressions of rainfall, ETc, and irrigation water time The data in brackets are the standard deviation of the correspond-
series are shown in Table 3. It can be seen that taking the signifi- ing coefficient.
cance levels of 1%, 5%, and 10%, the test critical values are all Therefore, regardless of the original time series and the
greater than that of ADF test statistic, so there are all cointegrated. decomposed time series of rainfall, ETc, and irrigation water, the
long-term balance relationships are all presented. Additionally,
z0t ¼ 0:864009x0t þ 0:903889y0t ð12Þ the negative coefficient of error correction term reflects the adjust-
ð0:219820Þ ð0:210422Þ
ing speed of irrigation water. For example, for the original time ser-
z1t ¼ 0:003187x1t  0:000986y1t ð13Þ ies, the coefficient of ecm0 ð1Þ is 0.965584, which means that the
ð0:000899Þ ð0:002342Þ deviation of zt1 will be adjusted 96.5584% to keep the long-term
balance at time t. Meanwhile, the irrigation water in the Luhun
z2t ¼ 0:001468x2t  0:0043572y2t ð14Þ irrigation district is influenced not only by its lagged value, but also
ð0:000601Þ ð0:002285Þ by rainfall and ETc on the short-term level.
348 J. Zhang et al. / Journal of Hydrology 544 (2017) 343–351

Table 2
The ADF unit root test of rainfall, ETc, and irrigation water time series.

Time series Variables ADF test statistic Testing type (c, t, k) Test critical values Stationary or not
1% 5% 10%
The original x0t 0.170984 (c, 0, 2) 2.6013 1.9459 1.6186 No
y0t 0.366869 (c, t, 3) 2.6019 1.9460 1.6187 No
z0t 1.343278 (c, t, 2) 2.6196 1.9490 1.6200 No
Dx0t 6.903955 (c, 0, 2) 2.6019 1.9460 1.6187 Yes
Dy0t 8.003188 (c, 0, 1) 2.6013 1.9459 1.6186 Yes
Dz0t 8.680822 (c, 0, 1) 2.6196 1.9490 1.6200 Yes
The 1st-layer x1t 10.10466 (c, 0, 1) 2.6182 1.9488 1.6199 Yes
y1t 10.25268 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
z1t 11.26697 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
The 2nd-layer x2t 13.32036 (c, 0, 1) 2.6182 1.9488 1.6199 Yes
y2t 11.25018 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
z2t 10.37645 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
The 3rd-layer x3t 13.04453 (c, t, 1) 2.6182 1.9488 1.6199 Yes
y3t 13.65675 (c, t, 1) 3.5930 2.9320 2.6039 Yes
z3t 8.779563 (c, t, 1) 3.5930 2.9320 2.6039 Yes
The 4th-layer x4t 8.195253 (c, t, 1) 2.6182 1.9488 1.6199 Yes
y4t 11.81044 (c, t, 1) 3.5930 2.9320 2.6039 Yes
z4t 6.375919 (c, t, 1) 3.5930 2.9320 2.6039 Yes
The 5th-layer x5t 13.91021 (c, t, 1) 2.6182 1.9488 1.6199 Yes
y5t 11.46209 (c, t, 1) 3.5930 2.9320 2.6039 Yes
z5t 7.935681 (c, t, 1) 3.5930 2.9320 2.6039 Yes
The trend x6t 7.613658 (c, t, 1) 3.5930 2.9320 2.6039 Yes
y6t 4.761828 (c, t, 1) 3.5930 2.9320 2.6039 Yes
z6t 3.931989 (c, t, 1) 3.5930 2.9320 2.6039 Yes

Note: c is the intercept item, t is the trend item (t = 0 means no trend) and k is the optimal lag length.

Table 3
The residuals of the cointegration regressions of rainfall, ETc, and irrigation water.

Time series ADF test statistic Testing type (c, t, k) Test critical values Stationary or not
1% level 5% level 10% level
(x0t ; y0t ; z0t ) 4.936748 (c, t, 1) 3.5930 2.9320 2.6039 Yes
(x1t ; y1t ; z1t ) 14.13856 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
(x2t ; y2t ; z2t ) 7.707525 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
(x3t ; y3t ; z3t ) 7.152234 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
(x4t ; y4t ; z4t ) 6.154877 (c, 0, 1) 3.5930 2.9320 2.6039 Yes
(x5t ; y5t ; z5t ) 5.088084 (c, t, 1) 3.5930 2.9320 2.6039 Yes
(x6t ; y6t ; z6t ) 6.771244 (c, t, 1) 3.5930 2.9320 2.6039 Yes

prediction of irrigation water involves two models (shown in

The original time series Fig. 9). One is to predict with ECM of the original times series
Wavelet analysis directly using formula (19). This can be called the cointegration
The decomposed time series prediction model; the other is to conduct cointegration prediction
with different decomposed time series using formula (20)–(25)
Cointegration theory
firstly, then to reconstruct this cointegration predicted decom-
Cointegration relationship posed time series with the inverse wavelet transform to obtain
ECM the original time series. This is called the wavelet-cointegration
prediction model. Fig. 10 shows the comparison of the observed
Cointegration Cointegration prediction with values with the simulated values of two cointegration prediction
prediction model different decomposed time series results.
Inverse wavelet transform It can be seen both of these two cointegration prediction models
can simulate irrigation water, but the wavelet-cointegration
Reconstruct the cointegration prediction model with the reconstructed decomposed time series
predicted decomposed time series are better than the cointegration prediction model with the
original time series. Fig. 11 presents the simulated relative errors
Wavelet-cointegration of these two cointegration prediction models. For the wavelet-
prediction model cointegration prediction model with the reconstructed decom-
posed time series, there are 17 years in which the relative errors
Fig. 9. The flowchart of the wavelet-cointegration prediction. are less than 5%, which occupies 51% of the total simulated years.
Also, only 3 relative errors are more than 10%. While for the
3.3.4. Wavelet-cointegration prediction of irrigation water cointegration prediction model with the original time series, only
The wavelet-cointegration prediction model of irrigation water 5 years have the relative errors which are less than 5%, but 15 years
is constructed with the data series from 1970 to 2003 and verified are more than 15%. So compared with these two cointegration
with the data series from 2004 to 2013. Actually, the cointegration prediction models, the wavelet-cointegration prediction model
 J. Zhang et al. / Journal of Hydrology 544 (2017) 343–351 349

Observed values
Simulated values with the wavelet-cointegration prediction model
Simulated values with the cointegration prediction model
3.5

Irrigation water (108m3)

3.0
2.5
2.0
1.5
1.0
0.5
1970 1974 1978 1982 1986 1990 1994 1998 2002
Year

Fig. 10. Comparison the observed values with the simulated values of two cointegration prediction models.

Relative error of simulated values with the cointegration prediction model

Comparing with other irrigation water models that need more
Relative error of simulated values with the wavelet-cointegration predicion model influencing factors (Deng et al., 2006; Blanke et al., 2007; Hu
40 et al., 2010; Lekakis and Antonopoulos, 2015; Perere et al., 2015;
35 Ren et al., 2016), the irrigation water can be predicted only by rain-
Relative error (%)

30 fall and ETc with the wavelet-cointegration prediction model, and

25 it also has the rational prediction accuracy (Zheng and Huang,
20 2004; Bai et al., 2004; Xu et al., 2005; Chen et al., 2010; Niu
15 et al., 2013; Cong et al., 2016). Basically, ETc is calculated by K C
10
and ET0, K C is usually determined by farmland experiments, ET0
and rainfall are the meteorological parameters. So if there is not
5
too much other observation data in practical application, and also
0
1970 1974 1978 1982 1986 1990 1994 1998 2002 irrigation water in the irrigation districts wants to be evaluated
Year well, this can be regarded as a good way.
Actually, there are several limitations and assumptions. Firstly,
Fig. 11. The simulated relative errors of two cointegration prediction models. factors effecting irrigation water are more than two variables,
seepage, soil moisture, etc. are all the main variables to calculate
irrigation water requirement. Furthermore, groundwater is
with the reconstructed decomposed time series has the higher
another source of irrigation, and its proportion is about 14%, but
simulation accuracy. Moreover, the Heidke skill score (HSS) can
it is not considered in the analysis. Thirdly, the study has assumed
be used to evaluate the model’s accuracy with a simple score and
that the linear relations exist in rainfall, ETc, and irrigation water,
HSS calculation method can be seen in literatures (Heierli et al.,
but the hydrological variables in practice often present the nonlin-
2004). For the cointegration prediction model, the calculated HSS
ear relations. Although the wavelet-cointegration prediction model
value is 0.257, but for the wavelet-cointegration prediction model,
based on the liner relations of variables has certain accuracy, it
it is 0.956. So the wavelet-cointegration prediction model can be
needs to explore more about their nonlinear relations. Finally, K C
used to simulate irrigation well.
is kept a fixed value of 0.77, which should vary in the whole growth
Table 4 shows the predicted values and their relative errors of
period of the corp.
the wavelet-cointegration prediction model with the reconstructed
However, these limitations and assumptions do not have pro-
decomposed time series. It can be seen that the predicted relative
found effect on the reasonability of this study. For the water cycle
errors of all years are less than 5%, except 2004 and 2012. Also
in irrigation districts, just as previously discussed, irrigation water
there are four relative errors are about 2%, especially in 2007 and
and rainfall are the water supply (water input) and ETc is the water
2008, the relative errors are only about 1%. This proves that the
consumption (water output). Seepage, soil moisture, etc. are the
wavelet-cointegration prediction model with the reconstructed
middle process of the hydrological cycle in irrigation districts. So
decomposed time series is more available for the irrigation water
from the view of the hydrological cycle in irrigation districts, the
prediction.
results are reliable. Although groundwater accounts for about
14% of the irrigation water sources, the water from Luhun reservoir
Table 4 is the main source of irrigation accounting for more than 80%. So
The predicted values and their relatively errors of the wavelet-cointegration
the findings discuss the main water sources. In term of the predic-
prediction model with the reconstructed decomposed time series.
tion results, the wavelet-cointegration prediction model based on
Year Observed value Predicted value Relative error (%) the liner relations of rainfall, ETc, and irrigation water, still has
2004 2.02 2.14 6.19 the higher prediction accuracy and a fixed K C has a minor influence
2005 2.45 2.57 4.78 on it. Of course, if all these limitations and assumptions are consid-
2006 1.24 1.27 2.59 ered or improved, the wavelet-cointegration prediction model will
2007 1.73 1.75 0.94
2008 2.55 2.58 1.00
be improved greatly. This will be the effort in the future work. Any-
2009 1.65 1.70 2.76 way, the combination of the cointegration theory with the wavelet
2010 1.82 1.86 2.06 analysis method is introduced into the water issues in the irriga-
2011 1.78 1.82 2.04 tion district. The main advantageous of this mathematical method
2012 2.00 2.12 6.25
is that it not only overcomes the shortcoming of ‘‘spurious regres-
2013 2.37 2.48 4.57
sion”, but also establishes the detailed connection at small scales,
350 J. Zhang et al. / Journal of Hydrology 544 (2017) 343–351
and then projects them at large scales. This study presents a novel
approach to study relation between multiple variables affecting
irrigation water demand and predict irrigtion water in the irriga-
tion district.
4. Conclusions
(1) Wavelet analysis method reveals the periodic fluctuations
and development patterns of rainfall, ETc, and irrigation
water with multi-temporal scales.
(2) With the cointegration theory and ECM, the long-term
equivalent relations and short-term fluctuation features of
rainfall, ETc, and irrigation water are shown both in their
original time series and in their decomposed time series.
This has led to predict irrigation water effectively according
to these cointegration relationships between rainfall, ETc,
and irrigation water.
(3) Combing the cointegration analysis with the reconstructed
decomposed time series, the wavelet-cointegration predic-
tion of irrigation water with multi-temporal scales is pro-
posed with the higher prediction accuracy compared with
the original cointegration prediction with the original time
series.
(4) The case study indicates that the wavelet-cointegration pre-
diction with the reconstructed decomposed time series has
the available prediction accuracy. The majority of its relative
errors of the simulated values and the predicted values are
less than 5%. This provides a new idea and method to predict
irrigation water according to rainfall and ETc in irrigation
districts.
Acknowledgements
This research is supported by the National Natural Sciences
Foundation of China (Grant No. 51309202), Outstanding Young
Talent Research Fund of Zhengzhou University (Grant No.
1521323002), the National Key Research and Development Plan
(Grant No. 2016YFC0401407), and Fundamental Research Funds
for the Central Universities (Project No. SWU115081).
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