Search results for: fine-grained dataset

Authors: Mara Getachew Zenebe, Luuk Fleskens, Abdu Obieda Ahmed

Abstract:

This paper seeks to advance our scientific understanding of optimizing flood utilization in regions impacted by climate change, with a focus on enhancing agricultural productivity through effective irrigation management. The study was conducted as part of a three-year (2021 to 2023) USAID-supported initiative aimed at promoting Economic Growth and Peace in the Gash Agricultural Scheme (GAS), situated in Sudan's water-stressed Eastern region. GAS is the country's largest flood-irrigated scheme, covering 100,800 hectares of cultivable land, with a potential to provide the food security needs of over a quarter of a million agro-pastoral community members. GAS relies on the Gash River, which sources its water from high-intensity rainfall events in the highlands of Ethiopia and Eritrea. However, climate change and variations in these highlands have led to increased variability in the Gash River's flow. The study conducted water balance analyses based on a ten-year dataset of the annual Gash River flow, irrigated area; as well as the evapotranspiration demand of the major sorghum crop. Data collection methods included field measurements, surveys, remote sensing, and CropWat modelling. The water balance assessment revealed that the existing three-year rotation-based irrigation system management, capping cultivated land at 33,000 hectares annually, is excessively risk-averse. While this system reduced conflicts among the agro-pastoral communities by consistently delivering on the land promised to be annually cultivated, it also increased GAS's vulnerability to flood damage due to several reasons. The irrigation efficiency over the past decade was approximately 30%, leaving significant unharnessed floodwater that caused damage to infrastructure and agricultural land. The three-year rotation resulted in inadequate infrastructural maintenance, given the destructive nature of floods. Additionally, it led to infrequent land tillage, allowing the encroachment of mesquite trees hindering major sorghum crop growth. Remote sensing data confirmed that mesquite trees have overtaken 70,000 hectares in the past two decades, rendering them unavailable for agriculture. The water balance analyses suggest shifting to a two-year rotation, covering approximately 50,000 hectares annually while maintaining risk aversion. This shift could boost GAS's annual sorghum production by two-thirds, exceeding 850,000 tons. The scheme's efficiency can be further enhanced through low-cost on-farm interventions. Currently, large irrigation plots that range from 420 to 756 hectares are irrigated with limited water distribution guidance, leading to uneven irrigation. As demonstrated through field trials, implementing internal longitudinal bunds and horizontal deflector bunds can increase adequately irrigated parts of the irrigation plots from 50% to 80% and thus nearly double the sorghum yield to 2 tons per hectare while reducing the irrigation duration from 30 days to a maximum of 17 days. Flow measurements in 2021 and 2022 confirmed that these changes sufficiently meet the sorghum crop's water requirements, even with a conservative 60% field application efficiency assumption. These insights and lessons from the GAS on enhancing agricultural resilience and sustainability in the face of climate change are relevant to flood-based livelihood systems globally.

Keywords: climate change, irrigation management and productivity, variable flood flows, water balance analysis

Procedia PDF Downloads 61

Authors: Ali Kazemi

Abstract:

Those within the volatile and interconnected international economic markets, appropriately predicting market trends, hold substantial fees for traders and financial establishments. Traditional device mastering strategies have made full-size strides in forecasting marketplace movements; however, monetary data's complicated and networked nature calls for extra sophisticated processes. This observation offers a groundbreaking method for monetary marketplace prediction that leverages the synergistic capability of Graph Convolutional Networks (GCNs) and Long Short-Term Memory (LSTM) networks. Our suggested algorithm is meticulously designed to forecast the traits of inventory market indices and cryptocurrency costs, utilizing a comprehensive dataset spanning from January 1, 2015, to December 31, 2023. This era, marked by sizable volatility and transformation in financial markets, affords a solid basis for schooling and checking out our predictive version. Our algorithm integrates diverse facts to construct a dynamic economic graph that correctly reflects market intricacies. We meticulously collect opening, closing, and high and low costs daily for key inventory marketplace indices (e.g., S&P 500, NASDAQ) and widespread cryptocurrencies (e.g., Bitcoin, Ethereum), ensuring a holistic view of marketplace traits. Daily trading volumes are also incorporated to seize marketplace pastime and liquidity, providing critical insights into the market's shopping for and selling dynamics. Furthermore, recognizing the profound influence of the monetary surroundings on financial markets, we integrate critical macroeconomic signs with hobby fees, inflation rates, GDP increase, and unemployment costs into our model. Our GCN algorithm is adept at learning the relational patterns amongst specific financial devices represented as nodes in a comprehensive market graph. Edges in this graph encapsulate the relationships based totally on co-movement styles and sentiment correlations, enabling our version to grasp the complicated community of influences governing marketplace moves. Complementing this, our LSTM algorithm is trained on sequences of the spatial-temporal illustration discovered through the GCN, enriched with historic fee and extent records. This lets the LSTM seize and expect temporal marketplace developments accurately. Inside the complete assessment of our GCN-LSTM algorithm across the inventory marketplace and cryptocurrency datasets, the version confirmed advanced predictive accuracy and profitability compared to conventional and opportunity machine learning to know benchmarks. Specifically, the model performed a Mean Absolute Error (MAE) of 0.85%, indicating high precision in predicting day-by-day charge movements. The RMSE was recorded at 1.2%, underscoring the model's effectiveness in minimizing tremendous prediction mistakes, which is vital in volatile markets. Furthermore, when assessing the model's predictive performance on directional market movements, it achieved an accuracy rate of 78%, significantly outperforming the benchmark models, averaging an accuracy of 65%. This high degree of accuracy is instrumental for techniques that predict the course of price moves. This study showcases the efficacy of mixing graph-based totally and sequential deep learning knowledge in economic marketplace prediction and highlights the fee of a comprehensive, records-pushed evaluation framework. Our findings promise to revolutionize investment techniques and hazard management practices, offering investors and economic analysts a powerful device to navigate the complexities of cutting-edge economic markets.

Keywords: financial market prediction, graph convolutional networks (GCNs), long short-term memory (LSTM), cryptocurrency forecasting

Procedia PDF Downloads 38