IMPORTANCE OF INPUT PARAMETER SELECTION FOR
SYNTHETIC STREAMFLOW GENERATION OF DIFFERENT
TIME STEP USING ANN TECHNIQUES
Maya Rajnarayn Ray
1
and Arup Kumar Sarma
2
1
Research Scholar, Department of Civil Engineering, Indian Institute of Technology, Guwahati, India
2
Department of Civil Engineering, Indian Institute of Technology, Guwahati, India
Keywords: Synthetic streamflow, Artificial neural network, Input parameters, Time step discretization.
Abstract: Streamflow time series is gaining importance in planning, management and operation of water resources
system day by day. In order to plan a system in an optimal way, especially when sufficient historical data
are not available, the only choice left is to generate synthetic streamflow. Artificial Neural Network (ANN)
has been successfully used in the past for streamflow forecasting and monthly synthetic streamflow
generation. The capability of ANN to generate synthetic series of river discharge averaged over different
time steps with limited data has been investigated in the present study. While an ANN model with certain
input parameters can generate a monthly averaged streamflow series efficiently, it fails to generate a series
of smaller time steps with the same accuracy. The scope of improving efficiency of ANN in generating
synthetic streamflow by using different combinations of input data has been analyzed. The developed
models have been assessed through their application in the river Subansiri in India. Efficiency of the ANN
models has been evaluated by comparing ANN generated series with the historical series and the series
generated by Thomas-Fiering model on the basis of three statistical parameters- periodical mean, periodical
standard deviation and skewness of the series. The results reveal that the periodical mean of the series
generated by both Thomas –Fiering and ANN models is in good agreement with that of the historical series.
However, periodical standard deviation and skewness coefficient of the series generated by Thomas–Fiering
model are inferior to that of the series generated by ANN.
1 INTRODUCTION
Proper planning, efficient management and optimal
operation of the water resources system is an utmost
need of the recent time. Earlier, water resources
planners used to handle planning and management
with the only available historical hydrological
records. Those approaches have a limitation that
they do not have a futuristic aspect in their planning
because of insufficiency of long series of future data.
As a result, synthetically generated time series is
gaining high importance among researchers which
has lead to the development of several models for
the generation of time series. Forecasting of
streamflows is of vital importance for flood caution,
operation of flood-control-purposed reservoir,
determination of river water potential, production of
hydroelectric energy, allocation of domestic and
irrigation water in drought seasons, and navigation
planning in rivers (Bayazıt, 1988). Conventional
time series models such as Thomas-Fiering model
(Thomas and Fiering, 1962), autoregressive moving
average (ARMA) models, auto-regressive integrated
moving average (ARIMA), autoregressive moving
average with exogenous inputs (ARMAX) and (Box
and Jenkins, 1976) have been applied by many
researches in their studies, as they predict reasonably
accurate results. But the traditional methods suffer
from the limitation of being linear and stationary.
Hence, new technologies and algorithms have come
up as powerful tools for modeling several problems
related to water resources engineering. ANN is one
of them. ANN has been used successfully to solve
different kinds of hydrological problems (ASCE,
2000). Particularly, the ANN approaches when
applied to hydrologic time series modeling and
forecasting have shown better performance than the
classical techniques (Govindaraju and Rao, 2000).
211
Rajnarayn Ray M. and Kumar Sarma A..
IMPORTANCE OF INPUT PARAMETER SELECTION FOR SYNTHETIC STREAMFLOW GENERATION OF DIFFERENT TIME STEP USING ANN
TECHNIQUES.
DOI: 10.5220/0003681802110217
In Proceedings of the International Conference on Neural Computation Theory and Applications (NCTA-2011), pages 211-217
ISBN: 978-989-8425-84-3
Copyright
c
2011 SCITEPRESS (Science and Technology Publications, Lda.)
Ahmed and Sarma (2007) presented ANN model
for generating synthetic streamflow series of the
river Pagladia, Assam in India. Comparing different
models they found that the ANN model is the best in
generating synthetic streamflow series for the
Pagldia Project. Wen and Lee (1998) presented a
neural-network based multiobjective optimization of
water quality management for river basin planning
and water quality control for the Tou-Chen River
Basin in Taiwan. Chandramouli and Raman (2001)
developed a dynamic programming based neural
network model for optimal multi reservoir operation
Parambikulam Aliyar Project. Chandramouli and
Deka (2005) introduced a decision support model
(DSM) based on ANN for optimal operation of a
reservoir in south India. Diamantopoulou et al.
(2006) developed three layer cascade correlation
artificial neural network (CCANN) models for the
prediction of monthly values of some water quality
parameters in rivers Axios and Strymon, at a station
near the Greek Bulgarian borders. Yurekli et al.
(2004) used Thomas-Fiering and ARIMA models
for the daily maximum stream flow. Srinivasulu and
Jain (2006) presented a study on different training
methods available for the training of multi-layer
perceptron (MLP) network for modeling rainfall-
runoff process. Treiber and Schultz (1976) generated
sreamflow data on monthly and daily basis using
Thomas-Fiering model and the Karlsruhe model
type A for computing reservoir capacity. Zealand et
al. (1999) investigated the utility of ANN for short
term forecasting of streamflow. Birikundavyi et al.
(2002) investigated the performance of ANN
methods in prediction of daily streamflows. They
showed that ANN method yielded better results than
ARMA models. Kumar et al. (2004) employed
recurrent neural network (RNN) model in
streamflows forecasting. Stedinger and Taylor
(1982) presented that streamflow construction and
simulation is a process of verification that a
stochastic streamflow model reproduces those
statistics which by design it should reproduce.
In the present study an attempt has been made to
evaluate the efficiency of ANN model to generate
synthetic series of streamflow rate averaged over
different time steps with varying input parameters.
The ANN generated outputs are compared with
conventional Thomas-Fiering model and historical
streamflow of the Lower Subansiri Hydroelectric
Project (LSHEP).
1.1 Study Area
This project is located on the Assam-Arunachal
boarder near North Lakhimpur town of Assam as
shown in Fig.1. The project area lies in the Lower
Subansiri District of Arunachal Pradesh and
Dhemaji District of Assam, India. River Subansiri
originates from the south of the Po Rom peak
(Mount Pororu) at an elevation of 5059 m in the
Tibetan Himalaya. After flowing for 190 km through
Tibet, it enters India. It continues its journey through
the Himalayas of India for 200 km and enters the
plains of Assam through a gorge near Gerukamukh.
The Subansiri is the largest tributary of the
Brahmaputra. Its total length up to the confluence of
Brahmaputra River is 520 km. Its drainage area up
to its confluence of the River Brahmaputra is 37,
000 Sq.km. The river maintains almost a stable
course in the hilly terrain but becomes unstable as
soon as it enters the alluvial plains of Assam.
2 SYNTHETIC STREAM FLOW
GENERATION
The basic assumption in synthetic streamflow
generation is that the streamflow population can be
described by stationary stochastic process. Hence
synthetic streamflow may be generated by fitting
statistical model. In the following sections two
different methods viz. Thomas-Fiering and ANN for
synthetic sreamflow generation are discussed.
Figure 1: Location of the LSHE dam site.
2.1 Thomas-Fiering Model
Thomas Firings method is widely used for the
generation of synthetic streamflow. It is a Markov
Chain model which describes that there is a definite
NCTA 2011 - International Conference on Neural Computation Theory and Applications
212
dependence between the flow of present time step
and that of previous time step. For applying Thomas
Firings method input data is generally transformed
by using different methods like log transformation,
power transformation and Box-Cox transformation
(Box-Cox, 1962) to have the input data in a normal
distribution. In this study log transformation method
is adopted to transfer the historical data. Raman and
Sunil Kumar (1995) and Salas et al. (1985) used the
same method for the transformation of data in their
studies and found it to be quite efficient. Maass et al.
(1970) presented that log transformed data has the
advantage of eliminating the occurrence of negative
flows while generating synthetic streamflow. The
recursive equation of Thomas Fiering model used
for the study is give below:
21/2
1, ,1 ,1 1 , , 1 ,1 ,
(/)( ) (1 )
pt avp pp p p pt avp p pp pt
qq r qq r
σ
σσ
ζ
++++ ++
=+ +
(1)
where, p = period which may be 10 days or month;
t= year; q
av,p
= mean of the historical streamflow
series for period p(current period t); q
av,p+1
= mean
of the historical streamflow series for period
p+1(next period); σ
p
and σ
p+1
= standard deviation
of historical series of period p and p+1 respectively;
r
p,p+1
= correlation between period p and p+1 of
historical series; ξ
p,t
= independent standard normal
random variable; q
p+1,t
= logarithmic predicted value
of period p+1 for particular t. The q
p+1, t
values thus
generated are then transformed to periodical flow by
using the following relationship;
1, 1,
exp( )
pt pt
Qq
++
=
Using the above model 100 years synthetic
steramflow series is generated for the LSHE project
of different time step.
2.2 Artificial Neural Network (ANN)
Application of ANN is gaining popularity in
different fields. It has been efficiently applied to
solve many problems of water resources and
hydrology. The neural networks are composed of
simple elements operating in parallel. These
elements are analogous to biological nervous
systems. Neurons arranged in a group are called
layers. The neurons in a layer are connected to the
adjacent layer by the means of weights; the network
function is determined largely by the connections
between elements. But in the same layer, these
neurons do not have any connection. A neural
network can be trained to perform a particular
function by adjusting the values of the connections
(weights) between elements. Generally, neural
networks are adjusted, or trained, in order to achieve
a particular target for a give output. Feed forward
neural network is used in the present study. The
network has one input layer with some neurons
where input data is fed to the network, one or more
hidden layer(s) where data is processed and one
output layer from where results are produced for the
given input. The training process involves giving
known input and target to the network and adjusting
internal parameters viz. weight and biases based on
the performance measure and other network
parameters.
2.2.1 Parameters of Network Selection
Selection of network involves rigorous trial and
error procedures. Mean Square Error (MSE) and
Mean Relative Error (MRE) are two indices which
have been used for the performance measure of the
network. As MSE and MRE are good measures for
indicating the goodness of fit at high and moderate
output values respectively (Karunanithi et al., 1994).
2
1
)(
)(
2
1
j
q
p
j
t
j
yyMSE =
∑∑
=
(2)
100
1
1
)(
)(
∑∑
=
=
q
p
j
t
j
j
t
j
y
yy
pq
MRE
(3)
where, y
j
(t)
= standardized target value for pattern j,
y
j
= output response from the network for pattern j, p
= total number of training pattern; q = number of
output nodes.
Besides the network architecture, momentum
factor and learning rate are also important network
parameters, used to evaluate the network
performance. The network architecture is decided
based on the MRE value as MRE gives more
realistic idea about the predicted output. Therefore,
it plays an important role in network selection. The
value of learning rate η and momentum factor α is
decided after evaluating different combinations. The
learning rate is highly influential for the
convergence of training. If it is too high, then search
may miss a valley in the error surface, on the other
hand if it is too small, the convergence will be very
slow (Chandramouli and Raman, 2001). A
momentum factor, α, is generally used to accelerate
the convergence (Ahmed and Sarma, 2007). An
iterative procedure in combination of different
learning rate and moment factor is adopted to
finalize the number of neurons in the hidden layer.
Burian et al. 2001 stated that typically the
generalization of prediction and accuracy of an
application increase as the number of hidden
neurons decreases; as the number of hidden neurons
IMPORTANCE OF INPUT PARAMETER SELECTION FOR SYNTHETIC STREAMFLOW GENERATION OF
DIFFERENT TIME STEP USING ANN TECHNIQUES
213
increases, there is a corresponding increase in the
number of parameters describing the approximating
functions. Hence the ANN network becomes more
specific to the training data as the neurons in the
hidden layer increases. Generally, in ANN
application the numbers of neurons in the hidden
layer are decided after trial and error for a particular
application. The trial for this study is started with
three neurons in the hidden layer and the network is
studied up to a model with 20 neurons in the hidden
layer. The activation function used for this work is
sigmoid. This function generally takes the
normalized input and target. Therefore
normalization of the data is essential. The inputs and
targets patterns are normalized so that the values fall
in the range of [-1, 1]. The expression used for the
same is given below;
1
minmax
min
2
=
pp
p
n
p
p
(4)
The tan-sigmoid function is also used for the output
in order to achieve the output values in range of -1 to
1. The obtained output is then un-normalized to get
the predicted target value in the same unit. The
expression for the output of un-normalization is;
pppn
pp min)min)(max1(5.0 ++=
(5)
where, p
n
is normalized input, p is actual input min
p
is minimum value of input vector, max
p
is maximum
value of the input vector.
2.2.2 ANN Model for Synthetic Streamflow
Generation
In the present study, three layer feed-forward neural
networks is selected. The tan-sigmoid transfer
function is used in hidden layer and output layer
which generate the output value ranging from 0 to 1.
The illustrative neural network architecture is shown
in Fig. 2 which is developed on monthly basis.
Inflow data of the six years (2002-2007) for the
LSHE project has been used in this study, out of
which, 4 years data is used for the training of the
network and 3 years overlapped data are used for the
testing of the network. Since, there are 12 periods
for monthly series, the value of the mean, standard
deviation, average time rate of change of discharge
in different periods of the series (gradient),
maximum and minimum value of historical flow
repeats after each 12 period for the particular
generation. The same is followed for each time step.
The most common and popular multi-layer network
used in training algorithm- Back Propagation (BP)
(Rumelhart et al., 1986 and Hagan et al., 1996) is
adopted in this study.
Inner Layer Hidden Layer Outer layer
Figure 2: ANN architecture for synthetic streamflow
generation.
It is found that a model working well for a
monthly streamflow series does not perform well for
a series having smaller time step discretization such
as ten daily, eight daily, six daily. Therefore it was
decided to attempt different model for different time
step discretization.
Nonlinearity of streamflow series increases with
decrease in the length of time step over which the
values are averaged. Therefore different models
having different number of input parameters have
been tried to obtain the best possible model for a
particular time step length. Different models have
been tried in this study by using different
combinations of input parameter from the following
set of input parameters; streamflow of current period
(I
t
), streamflow of previous period (I
t-1
), mean (μ
t+1
)
and standard deviation (σ
t+1
) of historical streamflow
of next period, minimum value of inflow from the
given historical record (min
t+1
) and maximum value
of inflow from the given historical record (max
t+1
),
average time rate of change of discharge of the
series (G
t+1
). A total of seven different combinations
of input parameters were tried. Nomenclature
followed for the ANN model of different time step
is: ANN (time step) DI, where ANN stands for
Artificial Neural Network, D represent day and I
(can varies from 1 to 7) represents a particular trial
combinations of the input parameters. Thus
ANN10D1 represent 10 daily ANN model with 1st
input parameter combination.
Training was initially carried out for 2500
iterations but it was found that there was no
significant improvement in MSE value after 2000
iteration, rather the time requires to train the network
was increasing, hence the network is trained up to
2200 epochs. The MRE value for the testing and
I
t-1
I
t
μ
t+1
σ
t+1
min
t+1
max
t+1
G
t+1
I
p, t+1
NCTA 2011 - International Conference on Neural Computation Theory and Applications
214
training was found separately and network is
selected considering the lowest MRE and MSE
values for the particular number of neurons in
hidden layer. In this study, the best model has been
decided by varying numbers of neurons in hidden
layer from 3 to 10. For each network different
combinations of learning rate η = 0.00, 0.01, 0.02,
0.04, 0.05, 0.07, 0.09, 0.1, 0.2, 0.3, 0.5, 0.7 and 0.9
and momentum factor α = 0.01, 0.02, 0.04, 0.05,
0.07, 0.09, 0.1, 0.2, 0.3, 0.5, 0.7 and 0.9 have been
tried for the final selection of model.
The best value for learning rate η and momentum
factor α was found after extensive trial of different
combination of η and α. Table-1 present the best
ANN models selected for different time step.
2.2.3 Streamflow Generation Model
In this study, after trained and tested network was
simulated to generate the series of synthetic
streamflow, it was found that after several iterations
the network produces the repeated streamflow series.
This may be occurring because of the difference
between actual target values and predicted target
values which leads to the residual series while
training and testing. The statistical analysis of
residual series shows that, it can be adequately
modeled as normally distributed and crosscorrelated
series with zero mean and unit standard deviation
(Ochoa-Rivera et al., 2007). Therefore, it is very
important to introduce random component in the
streamflow generation model to prevent the network
from generating repetitious sequence of streamflow.
A small random component calculated on the basis
of the standard deviation of the observed streamflow
is added to the output produced by the network
(Ahmed and Sarma, 2007). Thus repetitive
generations of streamflow were handled by
introducing a random component ξ
t
σ
t
in the model.
Where, ξ
t
is an independent standard normal random
variable with mean zero and variance unity, σ
t
is the
standard deviation of observed streamflow of the
corresponding month. Synthetic streamflow series of
hundred years are generated by feeding the known
value of inflow of previous period, inflow of current
period, periodical mean of the historical flow of next
period and periodical standard deviation of the
historical flow of next period, maximum and
minimum of historic flow of next period and average
time rate of change of discharge in different periods
of the series (gradient) of flow. The output of the
model will be the predicted inflow of the succeeding
period and it will serve as input for the next
iteration. If negative flow occurs during synthetic
streamflow generation, would be replaced by the
minimum value of the historic flow for the particular
period (Ahmed and Sarma 2007).
3 RESULTS AND DISCUSSION
Hundred years’ synthetic streamflow series has been
generated using Thomas-Fiering model and ANN-
based models for different combinations of inputs.
The results are compared with the observed
Table 1: Different ANN models selected on the basis of different parameters.
ANN
Model
for
Different
Time
Step
Best Input
Parameters
Number
of
Neurons
in
hidden
Layer
Learning
Rate
Moment
um
Factor
Training Testing Skewness of the Series
MSE MRE MSE MRE Actual
Thomas
Fiering
ANN
ANN30
D1
I
t
, μ
t+1
and
σ
t+1
8 0.05 0.05 0.0288 39.6045 0.0636 40.5137 1.3584 1.7089 1.4308
ANN10
D1
I
t
μ
t+1
and
σ
t+1
3 0.05 0.50 0.0405 28.2546 0.0580 41.4286 0.9685 1.1984 1.0925
ANN08
D1
I
t
, μ
t+1
and
σ
t+1
10 0.04 0.02 0.0323 19.3615 0.0426 30.5810 1.3443 2.1950 1.6550
ANN06
D3
I
t
, μ
t+1,
σ
t+1
and G
t+1
8 0.09 0.90 0.0292 19.8986 0.0392 31.6238 1.3548 2.0833 1.9310
Inflow of present time step (I
t
), Mean of the historical series (μ
t+1
) of next period, Standard deviation of historical series (σ
t+1
) of next
period,
Minimum value of inflow from the given historical record (min
t+1
),
Maximum value of inflow from the given historical record (max
t+1
) and
Average time rate of change of discharge of the series (G
t+1
)
IMPORTANCE OF INPUT PARAMETER SELECTION FOR SYNTHETIC STREAMFLOW GENERATION OF
DIFFERENT TIME STEP USING ANN TECHNIQUES
215
streamflow series of six years (2002-2007) on the
basis of statistical parameters; periodical mean,
periodical standard deviation and skewness of the
generated and actual observed series and presented
in Table 1. The best ANN model for each of the
different time discretization has been selected based
on the extensive trial carried out with several
combinations of input parameters. The Table 1 gives
the information of each of those models along with
the corresponding parameter for which they are
working best. Several trails has been made to work
out the best ANN model for different time step
discretization by considering different numbers of
hidden neurons and input parameters. 8 neurons in
hidden layer, momentum factor α = 0.05 and
learning rate η = 0.05 was found to be the best for
monthly streamflow generation. Streamflow
generated by ANN series though generates slightly
higher value in case of periodical mean, periodical
standard deviation of the generated series is quite
close to the actual series. The skewness value of the
series generated by ANN30D1 is found closer to the
skewness value of actual series in comparison to that
of the Thomas-Fiering model.
In case of the ten daily ANN models, ANN10D1
is found best. It has 3 neurons in hidden layer (Table
1) with α = 0.5 and η = 0.05. It was observed that
both ANN generated series and Thomas-Fiering
model generated series are in good agreement with
the actual series in respect of periodical mean. In
respect of standard deviations and skewness of the
series, ANN10D1 outperform the Thomas-Fiering
model.
The ANN08D1 having 10 neurons in hidden
layer, α= 0.02 and η = 0.04 is performing better
among others ANN models for eight daily time step.
Periodical mean of the ANN generated series has
been found to give slightly lower values in the pre-
monsoon period and slightly higher value in the dry
period as compared to actual series, but it follows
quite well to the observed series in case of periodical
standard deviation. As observed in the previous
cases regarding Thomas-Fiering model, here also it
can capture the periodical mean very well but it fails
to capture the periodical standard deviation. The
skewness coefficient of the entire series generated
by ANN08D1 is relatively close to skewness value
of the actual streamflow series as compared to the
skewness value of the series generated by Thomas-
Fiering model.
For six daily time step discretization the
ANN06D3 model having four input parameter
(Table 1), 8 neurons in hidden layer, α =0.9 and η
=0.09 found to be the most efficient as compared to
others. The results reveals that though the periodical
mean of the series generated by Thomas–Fierings
methods follows good except for the period during
second seasonal peak i.e. during months of August
and September, the series generated by ANN
predicts relatively low values during pre monsoon
period. On the other hand the periodical standard
deviation of series generated by ANN is in close
agreement with the actual series while the series
generated by Thomas-Fiering model gives very high
values. Moreover, the skewness value of the whole
series generated by Thomas Fiering is also found
higher than the skewness of the actual series as
compared to ANN (Table 1).
4 CONCLUSIONS
The performance of the ANN based model for the
synthetic streamflow generation of the LSHE project
with the limited data set has been investigated and
its comparison is made with the Thomas-Fiering
model considering some statistical parameters viz.
(i) periodical mean, (ii) periodical standard deviation
and (iii) skewness coefficient of the series. The
influence of the time step discretization and
selection of input parameters on the synthetic
generation of streamflow has been evaluated using
both the above said methods. Different models based
on input variables and network parameters have
been tried and the best model for each time step
discretization has been evaluated using above said
three statistical measures. The selection of input
parameters plays an important role in the streamflow
generation. It has been found from the result that the
input parameters which have been working well for
higher time step discretization models did not work
well for the cases of smaller time step discretization.
As the models ANN30D, ANN10D and ANN08D
found better with three input parameters i.e. It, μt+1
and σt+1 while for ANN06D: It, μt+1, σt+1 and
Gt+1; were performing better as compared to three
input parameters. Table 1 presents the best model,
their input variables and the network parameters.
The results of the study depict that: though
periodical mean of the series generated by Thomas-
Fiering follows well to the periodical mean of
observed series as compared to the ANN model in
most of the time discretizations, it gives quite high
values in case of periodical standard deviation as
compare to the ANN generated series.. The
skewness of the series generated by Thomas-Fiering
and ANN models are compared, the skewness of the
ANN generated series is found closer to the
NCTA 2011 - International Conference on Neural Computation Theory and Applications
216
skewness of the observed streamflow series for each
of these time step discretizations. Out the three
performance criteria; (i) periodical mean, (ii)
periodical standard deviation and (iii) skewness
coefficient of the series, ANN was found to be
performing quite well for the periodical standard
deviation and skewness coefficient of the series,
while its performance for periodical mean, was also
found satisfactory and within acceptable limit. Based
on the above analysis, ANN can be regarded as a
competitive alternative method of computing
synthetic streamflow series having potential of better
performance as compared to Thomas-Fiering model.
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