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Runoff from the high-cold mountains area (HCMA) is the most important water resource in the arid zone, and its accurate forecasting is key to the scientific management of water resources downstream of the basin. Constrained by the scarcity of meteorological and hydrological stations in the HCMA and the inconsistency of the observed time series, the simulation and reconstruction of mountain runoff have always been a focus of cold region hydrological research. Based on the runoff observations of the Yurungkash and Kalakash Rivers, the upstream tributaries of the Hotan River on the northern slope of the Kunlun Mountains at different time periods, and the meteorological and atmospheric circulation indices, we used feature analysis and machine learning methods to select the input elements, train, simulate, and select the preferences of the machine learning models of the runoffs of the two watersheds, and reconstruct the missing time series runoff of the Kalakash River. The results show the following. (1) Air temperature is the most important driver of runoff variability in mountainous areas upstream of the Hotan River, and had the strongest performance in terms of the Pearson correlation coefficient (ρXY) and random forest feature importance (FI) (ρXY = 0.63, FI = 0.723), followed by soil temperature (ρXY = 0.63, FI = 0.043), precipitation, hours of sunshine, wind speed, relative humidity, and atmospheric circulation were weakly correlated. A total of 12 elements were selected as the machine learning input data. (2) Comparing the results of the Yurungkash River runoff simulated by eight machine learning methods, we found that the gradient boosting and random forest methods performed best, followed by the AdaBoost and Bagging methods, with Nash–Sutcliffe efficiency coefficients (NSE) of 0.84, 0.82, 0.78, and 0.78, while the support vector regression (NSE = 0.68), ridge (NSE = 0.53), K-nearest neighbor (NSE = 0.56), and linear regression (NSE = 0.51) were simulated poorly. (3) The application of four machine learning methods, gradient boosting, random forest, AdaBoost, and bagging, to simulate the runoff of the Kalakash River for 1978–1998 was generally outstanding, with the NSE exceeding 0.75, and the results of reconstructing the runoff data for the missing period (1999–2019) could well reflect the characteristics of the intra-annual and inter-annual changes in runoff.
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