1. Time Series Forecasting
Using A.N.N.
at
Selective Stations of Brahmaputra
Presentation of Work Done
For
Defense of Doctoral Thesis
By
Aniruddha Gopal Banhatti
Research Scholar
at
N.I.T.K. Surathkal
Guide
Dr. Paresh Chandra Deka
1
2. INTRODUCTION
Forecasting- A Major Requirement For
Water Resources Planning
Using Past Records of Daily Streamflow
At Gauging Stations Pandu and
Pancharatna, a Model for Forecasting Is
Proposed
Artificial Neural Network (ANN) Model
Long Term Extrapolation Method Is
Suggested
2
3. Problem Background
Brahmaputra : A Himalayan River
Snowmelt and Monsoons
Both Sources of Streamflow
Large Variation of Gradient
Daily Streamflow Data Treated as Time
Series
The Data Show Large Range of Variation
Non-Linear Data
Non-Stationary Data
3
5. Artificial Neural Networks
Soft Computing Technique
Data Driven Model
Black Box Model
Successfully Used In Time Series
Prediction
Non Stationary Nature of Data Causes
Loss of Accuracy of Prediction
Pre Processing of Data Improves
Prediction Accuracy
5
6. Study Area
The Gauging Stations at Pancharatna and
Pancharatna Near Guwahati are Taken as
Study Area
6
7. Research Objectives
Study Effect of Preprocessing Techniques
on Prediction Accuracy of ANNs
Study Forecasting for Time Series Using
ANNs
7
8. Specific Objectives
Constructing ANNs Using
• Different Network Architectures
• Varying Number of Neurons
• Different Datasets
Conducting Training of Networks
Prediction by Networks for Unseen Datasets
Performance Evaluation for Different
Network-Dataset Combinations
Outlining Procedure for Effective Long Term
Extrapolation
8
9. Data Availability
The data was available from
Water Resources Department, Government of
Assam, India,
With help from Dr. P. C. Deka
At Pandu station
Daily Stream flow in m3/s
Starting from 1/1/1980 to 30/12/1998
Total of 6939 data points.
At Pancharatna station
Daily Stream flow in m3/s
Starting from 1/1/1980 to 31/12/1999
Total of 7305 data points.
9
10. Classification and Selection of Data
Data points are arranged for one day, two
day and three day lagged data
Beginning 2/3rd for ‘Training and Validation
Dataset’
Remaining 1/3rd for ‘Testing Dataset’
10
11. Classification and Selection of Data
At Pancharatna
4624 Data Points for Training and
Validation
2312 Data Points for Testing
At Pancharatna
4868 Data Points for Training and
Validation
2434 data points for Testing
11
12. Model Evaluation Criteria
Root Mean Square Error (R.M.S.E.)
Mean Absolute Percentage Error (M.A.P.E.)
Where X = Observed Value
Y = Computed Value
N = No. of Observations
12
13. Results and Discussion
PANDU STATION
Raw Data
◦ One day lag
◦ Two day lag
◦ Three day lag
Log Transformed Data
◦ One day lag
◦ Two day lag
◦ Three day lag
Log plus First Difference Data
◦ One day lag
◦ Two day lag
◦ Three day lag
13
70. Results and Discussion
PANCHARATNA STATION
Raw Data
◦ One day lag
◦ Two day lag
◦ Three day lag
Log Transformed Data
◦ One day lag
◦ Two day lag
◦ Three day lag
Log plus First Difference Data
◦ One day lag
◦ Two day lag
◦ Three day lag
70
142. Conclusions
For the prediction of streamflow at Pandu station,
the ANN with LOGSIG activating function using
Log Transformed dataset and having 6 neurons in
the hidden layer is most efficient and gives
minimum errors in prediction.
For the prediction of streamflow at Pancharatna
station the ANN with LOGSIG architecture using
Log Transformed dataset and having 5 neurons in
the hidden layer is most efficient nad gives
minimum errors in prediction.
142
143. Conclusions
Log Transformation as a preprocessing
technique for a time series of large
variance and non-stationary nature is a
very good tool to improve the prediction
by Artificial Neural Networks.
For a non- linear dataset the activation
function PURELIN does not perform well
and LOGSIG and TANSIG are more
suitable for non- linear datasets.
143
144. Conclusions
The number of neurons in the hidden layer of the
ANN affect the performance. The accuracy
increases due to increasing the number upto a
certain extent only after which a plateau is
reached and the performance remains unaffected
or may decrease in some cases if the number of
neurons is further increased.
More number of inputs improves the
performance of the ANNs upto a certain extent
after which the increase in inputs may not have
any effect on the performance.
144
145. Conclusions
Incorporating the first difference of
successive terms in the input for a time
series analysis does not improve the
accuracy of ANNs and in fact may
decrease it.
A method of long term forecast is
suggested which is simple in use but
effective in its results for long term
forecasts using ANN as the modeling tool.
145
146. Future Scope of Work
The suggested ANNs should be actually
tested at Pandu and Pancharatna and their
reliability should be assessed in field.
More pre-processing techniques should be
suggested and evaluated for treating the input
data thus making ANNs and also other soft
computing techniques more relevant in the
field of hydrology instead of relying only on
statistical and empirical approaches.
146
147. Future Scope of Work
A computer program can be prepared for the
recursive method for long term forecasting
suggested in this work. As the average civil engineer
working at a gauging station is hardly expected to
operate software such as Matlab and carry out
computations of ANNs, a simple Graphical User
Interface should be made available where the
operator has to just update the latest observed
value of the streamflow and computer program
should be able to display the modified forecast on
screen.
147
148. References
Akbari M. Et al. (2009). Fuzzy Rule Based Model
Modification by New Data: Application to Flood Flow
Routing, Springer Science + Business Media B. V.
Ashu Jain, Avadhnam M.K. (2007). Hybrid Neural
Network Models for Hydrologic Time Series Forecasting,
Applied Soft Computing 7, pp 585-592.
C. L. Wu, K. W. Chau (2010). Data Driven Models for
Monthly Streamflow Time Series Prediction, Engineering
Applications of Artificial Intelligence 23, pp 1350-1367.
C. W. Dawson and R. L. Wilby (2001). Hydrologic
Modelling Using Artificial Neural Networks, Progress in
Physical Geography 25, 1 pp 80-108.
Hanh H.Nguyen, Christian W.Chan (2004). Multiple
Neural Networks for a Long Term Time Series Forecast,
Neural Computing and Aplications, 13, pp 90-98.
148
149. References
Kalman R. E. (1960). A New Approach to Linear Filtering and
Prediction Problems, ASME Trans. Basic Eng.82(2) pp 35-45.
Konda Thirumalaiah and Makarand C. Deo (2000). Hydrologic
Forecasting Using Neural Networks, Journal of Hydrologic
Engineering, ASCE, Vol. 5, no. 2, pp 180-189.
Paresh Deka and V. Chandramouli (2005). Fuzzy Neural
Network Model for Hydrologic Flow Routing, Journal of
Hydrologic Engineering, ASCE, Vol.10 No.4. pp 302-314.
Rao S. Govinaraju (2000). Artificial Neural Networks in
Hydrology I:Preliminary Concepts, ASCE task committee report,
Journal of Hydrologic Engineering, vol.5 no.2. pp 115-123.
Rao S. Govinaraju (2000). Artificial Neural Networks in
Hydrology II:Hydrologic Applications, ASCE task committee
report, Journal of Hydrologic Engineering, Vol.5 No.2. pp 124-137.
149
150. List of Publications
Papers in Refereed International Journals
Aniruddha Gopal Banhatti and Paresh Chandra Deka (2012).
Performance Evaluation of Artificial Neural Network Model
using Data Preprocessing in Non-Stationary Hydrologic Time
Series, CiiT Journal of Artificial Intelligent Systems and
Machine Learning, Vol. 4 No. 4, pp 223-228.
Papers in International Conferences
Effects of Data Preprocessing on the Prediction Accuracy of
Artificial Neural Network Model in Non-Stationary
Hydrological Time Series, International Conference on
Environmentally Sustainable Urban Ecosystems ‘ENSURE’
2012 Conference hosted by I.I.T. Guwahati.
150