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Received 7 April 2004; received in revised form 23 March 2005; accepted 28 April 2005
Available online 15 July 2005
Abstract
Accurate prediction of the water level in a reservoir is crucial to optimizing the management of water resources. A neuro-fuzzy
hybrid approach was used to construct a water level forecasting system during ood periods. In particular, we used the adaptive
network-based fuzzy inference system (ANFIS) to build a prediction model for reservoir management. To illustrate the applicability
and capability of the ANFIS, the Shihmen reservoir, Taiwan, was used as a case study. A large number (132) of typhoon and heavy
rainfall events with 8640 hourly data sets collected in past 31 years were used. To investigate whether this neuro-fuzzy model can be
cleverer (accurate) if human knowledge, i.e. current reservoir operation outow, is provided, we developed two ANFIS models: one
with human decision as input, another without. The results demonstrate that the ANFIS can be applied successfully and provide
high accuracy and reliability for reservoir water level forecasting in the next three hours. Furthermore, the model with human deci-
sion as input variable has consistently superior performance with regard to all used indexes than the model without this input.
2005 Elsevier Ltd. All rights reserved.
Keywords: Adaptive neuro-fuzzy inference system (ANFIS); Articial neural networks; Water level forecasting; Reservoir management; Control and
prediction
0309-1708/$ - see front matter 2005 Elsevier Ltd. All rights reserved.
doi:10.1016/j.advwatres.2005.04.015
2 F.-J. Chang, Y.-T. Chang / Advances in Water Resources 29 (2006) 110
Recently, articial neural networks (ANNs) have the use of the adaptive neuro-fuzzy inference system
been accepted as a potentially useful tool for modeling (ANFIS) methodology [21] to self-organize network
complex non-linear systems and widely used for predic- structure and to adapt parameters of the fuzzy system
tion [16]. In the hydrological forecasting context, ANNs for predicting the water level of a control reservoir system.
have also proven to be an ecient alternative to tradi-
tional methods for rainfall forecasting [13,15,26], 2.1. Architecture and algorithm
streamow forecasting [24,6,10,18,22,36,39], ground-
water modeling [24,37], and reservoir operation The ANFIS is a multilayer feedforward network
[17,19,30]. The ASCE Task Committee report [40,41] which uses neural network learning algorithms and
did a comprehensive review of the application of ANNs fuzzy reasoning to map an input space to an output
to hydrology, as did Maier and Dandy [27], and also space. With the ability to combine the verbal power of
Govindaraju and Rao [14] in a specialized publication. a fuzzy system with the numeric power of a neural sys-
In this study, we present a novel neuro-fuzzy ap- tem adaptive network, ANFIS has been shown to be
proach, namely adaptive neuro-fuzzy inference system powerful in modeling numerous processes, such as
(ANFIS), in forecasting 13 hours-ahead water level of motor fault detection and diagnosis [1], power systems
a reservoir during ood periods. To verify its applicabil- dynamic load [12,28], wind speed [33], forecasting sys-
ity, the Shihmen reservoir, Taiwan, was chosen as the tem for the demand of teacher human resources [25],
study area. Because the reservoir water level is a control and real time reservoir operation [5,7,29].
system, its variability cannot be solely determined by ANFIS possesses good capability of learning, con-
meteorological eects. Human knowledge and its oper- structing, expensing, and classifying. It has the advan-
ating decisions could signicantly change the status of tage of allowing the extraction of fuzzy rules from
water level within a short period; consequently, a suit- numerical data or expert knowledge and adaptively con-
able prediction model should include upstream condi- structs a rule base. Furthermore, it can tune the compli-
tions and human decisions. To demonstrate that the cated conversion of human intelligence to fuzzy systems.
neuro-fuzzy network has the ability to deal with human The main drawback of the ANFIS predicting model is
knowledge and enhance the model performance, we the time requested for training structure and determin-
developed two ANFIS models for water level forecast- ing parameters, which took much time.
ing, one with a human decision of reservoir outow as For simplicity, we assume the fuzzy inference system
input variable, another without. under consideration has two inputs, x and y, and one
In the following, the methodology of constructing the output, z. For a rst-order Sugeno fuzzy model [35], a
ANFIS model for prediction of the reservoir water level typical rule set with two fuzzy ifthen rules can be ex-
is presented. The theorem, network structure, and pressed as
parameters estimating algorithms are described rst.
Rule 1 : If x is A1 and y is B1 then z1 p1 x q1 y r1
Next, a presentation of the study watershed, available
data, and model construction are given. In Section 4, Rule 2 : If x is A2 and y is B2 then z2 p2 x q2 y r2
the results of two ANFIS model are presented and dis-
cussed. Last, a conclusion of this study is drawn. where pi, qi and ri (i = 1 or 2) are linear parameters in
the then-part (consequent part) of the rst-order Sugeno
fuzzy model. The architecture of ANFIS consists of ve
2. The methodology of ANFIS layers (Fig. 1), and a brief introduction of the model is
as follows.
Since Zadeh [38] proposed the fuzzy logic theorem to Layer 1: input nodes. Each node of this layer gener-
describe complicated systems, it has became very popu- ates membership grades to which they belong to each
lar and been successfully used in various problems, espe- of the appropriate fuzzy sets using membership
cially on control processes such as chemical reactors, functions.
automatic trains and nuclear reactors. More recently, O1;i lAi x for i 1; 2
fuzzy logic has been highly recommended for modeling 1
O1;i lBi2 y for i 3; 4
reservoir operation to solve the inherent imprecision
and vagueness characteristics in reservoirs [23,31]. Nev- where x, y are the crisp inputs to node i, and Ai, Bi
ertheless, the main problem with fuzzy logic is that there (small, large, etc.) are the linguistic labels characterized
is no systematic procedure for the design of a fuzzy con- by appropriate membership functions lAi ; lBi , respec-
troller. On the other hand, a neural network has the tively. Due to smoothness and concise notation, the
ability to learn from the environment (inputoutput Gaussian and bell-shaped membership functions are
pairs), self-organize its structure, and adapt to it in increasingly popular for specifying fuzzy sets. The bell-
an interactive manner. For this reason, we propose shaped membership functions have one more parameter
F.-J. Chang, Y.-T. Chang / Advances in Water Resources 29 (2006) 110 3
x y
N
A1
A x y z1 =p1 x+q1y+ r1
x
z2 =p2 x+q2y+ r2
A2
A N
x y Z
B1
B
N z3 =p3 x+q3y+ r3
y
B2
B z4 =p4 x+q4y+ r4
N
x y
Fig. 1. ANFIS architecture for two-input Sugeno fuzzy model with four rules.
than the Gaussian membership functions, so a non- where wi is the ith nodes output from the previous layer.
fuzzy set can be approached when the free parameter As for {pi, qi, ri}, they are the coecients of this linear
is tuned. The bell-shaped membership function is used combination and are also the parameter set in the con-
in this study sequent part of the Sugeno fuzzy model.
1 1 Layer 5: output nodes. The single node computes the
lAi 2bi lBi2 2bi 2 overall output by summing all the incoming signals.
i i
1 xc
ai
1 yc
ai Accordingly, the defuzzication process transforms each
rules fuzzy results into a crisp output in this layer
where {ai, bi, ci} is the parameter set of the membership P4
functions in the premise part of fuzzy ifthen rules that X4
wi fi
O5;1 wi fi Pi14
6
changes the shapes of the membership function. Param- i1 i1 wi
eters in this layer are referred to as the premise
parameters. This network is trained based on supervised learning. So
Layer 2: rule nodes. In the second layer, the AND our goal is to train adaptive networks to be able to
operator is applied to obtain one output that represents approximate unknown functions given by training data
the result of the antecedent for that rule, i.e., ring and then nd the precise value of the above parameters.
strength. Firing strength means the degrees to which The distinguishing characteristic of the approach is
the antecedent part of a fuzzy rule is satised and it that ANFIS applies a hybrid-learning algorithm, the gra-
shapes the output function for the rule. Hence the out- dient descent method and the least-squares method, to
puts O2,k of this layer are the products of the corre- update parameters. The gradient descent method is em-
sponding degrees from Layer 1 ployed to tune premise non-linear parameters ({ai, bi,
ci}), while the least-squares method is used to identify
O2;k wk lAi x lBj y k 1; . . . ; 4; consequent linear parameters ({pi, qi, ri}). As seen in
i 1; 2; j 1; 2 3 Fig. 1, the circular nodes are xed (i.e., not adaptive)
nodes without parameter variables, and the square nodes
Layer 3: average nodes. In the third layer, the main have parameter variables (the parameters are changed
objective is to calculate the ratio of each ith rules ring during training). The task of the learning procedure
strength to the sum of all rules ring strength. Conse- has two steps: In the rst step, the least square method
quently, wi is taken as the normalized ring strength to identify the consequent parameters, while the anteced-
wi ent parameters (membership functions) are assumed to
O3;i wi P4 i 1; . . . ; 4 4 be xed for the current cycle through the training set.
k1 wk
Then, the error signals propagate backward. Gradient
Layer 4: consequent nodes. The node function of the descent method is used to update the premise parame-
fourth layer computes the contribution of each ith rules ters, through minimizing the overall quadratic cost func-
toward the total output and the function dened as tion, while the consequent parameters remain xed. The
detailed algorithm and mathematical background of the
O4;i wi fi wi pi x qi y ri ; i 1; . . . ; 4 5 hybrid-learning algorithm can be found in [21].
4 F.-J. Chang, Y.-T. Chang / Advances in Water Resources 29 (2006) 110
Table 2
The selection of three independent subsets
Set Training Verication Testing
Year 1971, 1976, 1979, 1982, 1985, 1986, 1972, 1973, 1978, 1981, 1984, 1975, 1980, 1983, 1989,
1988, 1991, 1995, 1998, 2001 1987, 1990, 1994, 1997 1999 1992, 1996, 2000
Number of events 62 38 32
Data sets 4248 2064 2328
Mean (m)a 236.781 237.623 237.356
Standard deviation (m)a 5.91 6.157 6.748
a
Water level in the reservoir.
Ll(t-1)
of each data point xi is dened as
N !
Lg(t-2) Xn
kxi xj k
2
Lg(t-1) Lm(t+i) Di exp 7
Lg(t) N j1 ra =22
Lh(t-2) where the positive constant ra is the radius dening a
Lh(t-1) N
Lh(t) neighborhood of a cluster center. After the density mea-
x y sure of each data point is selected, the point with the
Lm(t-1)
highest density Dc1 as the rst cluster center xc1 is se-
Lm(t)
lected. In order to avoid neighborhood points of the rst
O(t)
cluster center being selected as the second center, the
Layer 1 Layer 2 Layer 3 Layer 4 Layer 5 density measure of each data point xi is revised as
Fig. 3. The architecture of reservoir water level forecasting model.
!
kxi xc1 k2
Di Di Dc1 exp 2
8
rb =2
clustered into several class values in layer 1 to build up A recommended value of setting rb is set equal to 1.5
fuzzy rules, and each fuzzy rule would be constructed ra. The modication of the density measure in the
through several parameters of membership function in remaining point set is applied in each step. The process
layer 2. Accordingly, the number of parameters which of determining the cluster center and its corresponding
need to be determined is enormous as the rule is density repeats until some stop conditions have been
increased. Since our input variables are quite large, i.e. reached. The detailed algorithm and process of imple-
17 or 18, which can produce many possible combination menting the subtractive fuzzy clustering into ANFIS
conditions, the original ANFIS structure becomes dis- model can be found in Chiu [8] and our previous work
couraging. To solve this problem, we use subtractive [5]. After several numbers of clustering are evaluated,
fuzzy clustering to establish the rule base relationship each forecasting model adopts appropriate number of
between the input and output variables. rules (Table 3). It appears that the subtractive fuzzy
Table 3
The performance of tted two ANFIS model at dierent phases
Number Training Verication Testing
of rules
Gbench MAE RMSE CC Gbench MAE RMSE CC Gbench MAE RMSE CC
Model 1 t+1 4 0.680 0.320 0.508 0.996 0.879 0.196 0.307 0.999 0.733 0.436 0.597 0.998
t+2 9 0.696 0.418 0.726 0.993 0.532 0.525 0.875 0.993 0.625 0.741 1.007 0.994
t+3 10 0.796 0.486 0.734 0.992 0.629 0.651 0.976 0.988 0.658 0.784 1.186 0.990
Model 2 t+1 7 0.530 0.393 0.616 0.995 0.544 0.369 0.597 0.997 0.611 0.484 0.720 0.996
t+2 9 0.629 0.469 0.800 0.991 0.477 0.601 0.926 0.989 0.436 1.035 1.436 0.986
t+3 10 0.693 0.574 0.900 0.989 0.549 0.720 1.075 0.985 0.486 1.148 1.652 0.976
F.-J. Chang, Y.-T. Chang / Advances in Water Resources 29 (2006) 110 7
clustering does signicantly reduce the number of rules, vious observed value, ex. for n step ahead
where all forecasting models only need a few number of prediction Qi,bench = Qin.
rules. For example, the forecasting Model 1 for t + 1 If Gbench is negative, the forecasting performance is
only has four rules and for t + 2 only has nine rules. poorer than the benchmark.
That means the vast and complex inputoutput patterns If Gbench is equal to zero, the performance is as
(18 input variables and one output) could be eciently good as the benchmark.
clustered into a few of rules, and those rules could make If Gbench is equal to one, it means perfect t.
an accurate forecasting model.
4.1. The simulation results of two ANFIS models
Fig. 4. Comparison of observed and forecasted values of Models 1 and 2 for onethree steps ahead prediction in test phase.
238
235 Acknowledgements
2000 /0 8/22/ 01 2000/ 08 /2 3/01 2000/ 08 /2 4/01 2000/ 08/ 25/ 01
time (hr)
250
This paper is based on partial work supported by
two step ahead water level prediction
247
National Science Council, R.O.C. (Grant No. NSC91-
observed water level of shihmen reservoir 2313-B-002-315). We would like to thank Assistant Pro-
water level(m)
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