Sequential Monte Carlo (SMC) methods are known to be very effective for the state and parameter estimation of nonlinear and non-Gaussian systems. In this study, SMC is applied to the parameter estimation of an artificial neural network (ANN) model for streamflow prediction of a watershed. Through SMC simulation, the probability distribution of model parameters and streamflow estimation is calculated. The results also showed the SMC approach is capable of providing reliable streamflow prediction under limited available observations.
Keywords: artificial neural network, parameter estimation, rainfall – runoff modeling, sequential Monte Carlo, streamflow forecasting