River stage forecasting using wavelet analysis
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Transcript of River stage forecasting using wavelet analysis
RIVER STAGE FORECASTING USING
WAVELET TECHNIQUE
By-
1. Rajeev Ranajan Sahay, Assistant Professor,
Department of Civil Engineering,
BIT, Mesra.
2. Vinit Sehgal, BE
Department of Civil Engineering,
BIT, Mesra.
FLOOD PRONE RIVER KOSI
River Kosi,a tributary of Ganga River, is often
called the ‘Sorrow of Bihar ‘ because of the
widespread destruction caused by the river
due to frequent floods in it.
About 90% of the catchment area of River
Kosi is flood prone.During floods,water stage
of Kosi increases to about 18 times its
average value.
Floods generally cause great devastation due to their poor and late estimation. A recent flood occurred in River Kosi in Monsoon season of 2008 that lead to heavy loss of man and material.
In event of occurring of a flood, authorities and people of the area are not forewarned of the incoming high flood, thereby, not allowing them enough time for taking up appropriate flood-fighting measures.
RIVER STAGE FORECASTING
To predict river stage accurately and timely, several mathematical models are employed.
These are based on several techniques. Some of them include:
Auto Regression(AR)
Artificial Neural Networks(ANN)
Genetic Algorithm(GA)
Genetic Programming (GP)
Discrete Wavelet Transform(DWT) etc.
DATA ANALYSIS
For Flood forecasting, 231 monsoon stage data of year 2005 and 2006 is used as derivation set data.
120 stage data of year 2007 is used as verification set data for verifying the ANN and DWT models.
The developed models are applied to forecast one-day ahead flood levels of Kosi River.
PARAMETERS OF STAGE DATA
The statistical parameters of stage data is
given in the given Table.
Parameter Verification data
(m)
Derivation data
(m)
Min. Stage 73.70 72.88
Max. stage 74.95 74.98
Mean stage 74.39 74.22
Std. Dev. 0.24 0.31
Range 1.25 2.10
WAVELET REGRESSION MODEL
Wavelet Regression Model is a recent technique to model complex and nonlinear hydrological processes without underlying physics being explicitly provided.
Wavelet models have a strong generalization ability, which means that once mother wavelet is properly selected, they are able to provide accurate results even for cases they have never seen before.
Wavelet analysis is multi resolution analysis in time and frequency domain .
Wavelets are simple oscillatory function of finite duration with a mean value of zero. If φ(t) represents the mother wavelet,
At each step of analysis, correlation of wavelet to the input signal is measured. When the full series is covered, a set of wavelet coefficients is generated having same consistency in time as that of original signal.
Wavelet analysis is the breaking up of a selected most suitable mother signal into shifted and scaled versions of wavelets. This convolution process is called continuous wavelet transform and is given by:
a denotes wavelet dilation and is called scaling or frequency factor, b denotes time shift of wavelet and is hence called the time factor, R denotes all real numbers and * Symbol denotes complex conjugate
Since most of the natural time series are
discreet in nature, Discrete Wavelet
Transform is to applied for decomposition
and reconstruction of time series.
DWT FILTERS
DWT operates as set of two functions or
filters i.e. high pass filter and low pass filter.
The original time series is decomposed
through a process consisting of a number of
successive filtering steps giving
a) Approximation(Low frequency terms)
b) Details(High frequency terms)
DWT PROCESS
The derivation set data was decomposed uptothree levels of decomposition to obtain d1,d2,d3,a3 (i.e. the details and the approximation).
d1,d2,d3,a3 were arranged in various lags and their correlation with the original derivation set data was obtained.
TABULATION OF CORRELATION
coif5 Average value of R
d10.053
d20.144
d30.155
a30.79
Average correlation for d1 is
lowest . This indicates that it
may induce irregularity in
the mathematical model.
Hence, it is eliminated from
further analysis.
FORMATION OF WR MODELS
d1 component was neglected and the d2, d3
and a3 so obtained, were fed to three AR models separately as independent inputs. The outputs of these AR models were added to obtain the predicted river stage Sp. This provided wavelet regression model 1 (WR1 model).
Another wavelet regression model had slightly different methodology. A modified series, obtained by adding d2, d3 and a3 (MD) was used as input to Auto regression model. This provided Wavelet regression model 2 (WR2 model).
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0 50 100 150 200
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1 101 201
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(f) ORIGINAL RIVER STAGE DATA(e) MD (a3+ d3+ d2)
(d) a3(c) d3
(b)d2(a) d1
Decomposed wavelet sub time series components
RESULTS FOR WR MODELS
DERIVATION PERIOD VARIFICATION PERIOD
WR1 CC RMSE (m) CC RMSE (m)
MD t-1 0.925 0.129 0.912 0.104
MD t-1, MD t-2 0.959 0.096 0.945 0.082
MD t-1, MD t-2, MD t-3 0.959 0.096 0.947 0.0817
MD t-1, MD t-2, MD t-3, MD t-4 0.963 0.091 0.951 0.079
MD t-1, MD t-2, MD t-3, MD t-4, MDt-5 0.963 0.091 0.951 0.079
WR2 CC RMSE (m) CC RMSE (m)
MD t-1 0.893 0.140 0.901 0.110
MD t-1, MD t-2 0.917 0.124 0.914 0.104
MD t-1, MD t-2, MD t-3 0.939 0.107 0.932 0.092
MD t-1, MD t-2, MD t-3, MD t-4 0.943 0.104 0.938 0.089
MD t-1, MD t-2, MD t-3, MD t-4, MDt-5 0.945 0.103 0.943 0.085
The model for river stage for Kosi River using the best performing WR1model is given as:
St = 0.707+(1.319 MDd2(t-1)-1.99 MDd2(t-2) +1.30 MDd2(t-3)
-0.95 MDd2(t-4) +0.193 MDd2(t-5) )+(2.83 MDd3(t-1)-3.47 MDd3(t-2)
+1.93 MDd3(t-3)-0.27 MDd3(t-4)-0.164 MDd3(t-5) )+(3.87 MDa3(t-1)
-5.95 MDa3(t-2)+4.437 MDa3(t-3)-1.54 MDa3(t-4)+0.179 MDa3(t-5)
Similarly for WR2 model, the equation describing river stage with best results is given by:
St = 2.36+ 2.26 MDt-1 - 2.67 MDt-2 + 2.15 MDt-3 -1.12 MDt-4 + 0.34 MDt-5
EFFECT OF INCREASING THE NUMBER OF LAGS
In the models for river stage of Kosi River, the river stage
values only up to last five days are involved. The models
involving higher number of previous stage data were also
tested but it was observed that there was no significant
increase in the result of the models in terms of coefficient of
correlation.
0.87
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0.89
0.9
0.91
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0.96
1 2 3 4 5 6 7 8 9 10
R v
alu
e
No. of previous day's data involved
EFFECT OF USING DIFFERENT WAVELETS
0.820.840.860.88
0.90.920.940.96
haar db3 db5 db10 sym9 coif5 bior6.8 rbio6.8 dmey
R v
alu
e
Wavelet used in model formation
0
0.02
0.04
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0.08
0.1
0.12
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haar db3 db5 db10 sym9 coif5 bior6.8 rbio6.8 dmey
RM
SE
Wavelet used in model formation
ANN PROCEDURE
As in the case of the WR models, five input combinations based on previous Daily River stages were used as inputs to the ANN models to estimate the current stage value.
The output node consisted of stage S t for the current day.
The three input nodes in this network represent the stages at days t - 1, t - 2, and t – 3 (S t-1, S t-2, and S
t-3), and the unique output represents the stage (St) to be predicted.
RMSE & R STATISTICS OF ANN
MODEL
Model Inputs
ANN
STRUCTURE
DERIVATION
PERIOD
VARIFICATION
PERIOD
CC RMSE (m) CC RMSE (m)
S t-1 (1,4,1) 0.8150.179
0.7870.152
S t-1, S t-2 (2,6,1) 0.8190.297
0.8210.147
S t-1, S t-2, S t-3 (3,8,1) 0.8190.180
0.8270.146
S t-1, S t-2, S t-3, S t-4 (4,8,1) 0.8220.179
0.8290.146
S t-1, S t-2, S t-3, S t-4, St-5 (5,10,1)0.823 0.179 0.831 0.146
COMPARISON OF PERFORMANCE
Performance indices considered for comparing results from
different models are the root mean square error (RMSE),
coefficient of correlation (CC) and the discrepancy
ratio.(DR).RMSE, CC, DR are defined as:
ACCURACY OF MODEL
If the accuracy of the model can be defined as
percentage of DR values falling between -0.001 to
0.001i.e. Predicted values of river stage lying
between 99.8% and 100.2% of the measured
values.
COMPARISON OF PERFORMANCE
Name of the
modelRMSE (m) CC DR Range Accuracy in %
WR 1 0.079 0.95 -0.0016 to 0.0012 97.41
WR 2 0.085 0.94 -0.0014 to 0.0015 95.65
ANN 0.153 0.83 -0.002 to 0.0027 81.74
COMPARISON OF RESULT OF DIFFERENT MODELS
73.70
73.90
74.10
74.30
74.50
74.70
74.90
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Riv
er
Sta
ge
(m
)
No. of days in verification period
Original River stage Stage predicted using ANN model
73.70
73.90
74.10
74.30
74.50
74.70
74.90
1 4 7
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Riv
er
Sta
ge
(m
)
No. of days in Verification period
Original River stage Stage predicted using WR1 model
73.70
73.90
74.10
74.30
74.50
74.70
74.90
1 4 7
10
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Riv
er
Sta
ge (
m)
No. of daya in verification period
Original River stage Stage predicted using WR2 model
73.70
73.90
74.10
74.30
74.50
74.70
74.90
1 4 7
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Riv
er
Sta
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(m
)
Original River stage Stage predicted using ANN model
73.70
73.90
74.10
74.30
74.50
74.70
74.90
1 4 7
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Riv
er
Sta
ge
(m
)
Original River stage Stage predicted using WR1 model
73.70
73.90
74.10
74.30
74.50
74.70
74.90
1 4 7
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Riv
er
Sta
ge (
m)
Original River stage Stage predicted using WR2 model
CONCLUSION
The WR model has been found to perform better than ANN models.
WR model has high value of R, low RMSE and greater accuracy as compared to ANN.
It was also observed that more number of previous days’ stage data did not give much increment to the performance of any model. Hence models involving only up to five previous days’ stage data were studied.