Predictability of river flow and suspended sediment transport in the Mississippi River basin: a non‐linear deterministic approach

As the Mississippi River plays a major role in fulfilling various water demands in North America, accurate prediction of river flow and sediment transport in the basin is crucial for undertaking both short‐term emergency measures and long‐term management efforts. To this effect, the present study investigates the predictability of river flow and suspended sediment transport in the basin. As most of the existing approaches that link water discharge, suspended sediment concentration and suspended sediment load possess certain limitations (absence of consensus on linkages), this study employs an approach that presents predictions of a variable based on history of the variable alone. The approach, based on non‐linear determinism, involves: (1) reconstruction of single‐dimensional series in multi‐dimensional phase‐space for representing the underlying dynamics; and (2) use of the local approximation technique for prediction. For implementation, river flow and suspended sediment transport variables observed at the St. Louis (Missouri) station are studied. Specifically, daily water discharge, suspended sediment concentration and suspended sediment load data are analysed for their predictability and range, by making predictions from one day to ten days ahead. The results lead to the following conclusions: (1) extremely good one‐day ahead predictions are possible for all the series; (2) prediction accuracy decreases with increasing lead time for all the series, but the decrease is much more significant for suspended sediment concentration and suspended sediment load; and (3) the number of mechanisms dominantly governing the dynamics is three for each of the series. Copyright © 2005 John Wiley & Sons, Ltd.     

Searching for strange attractor in wastewater flow

 Chaos is a complex and irregular world in contrast with simple and regular natures of linear systems. Scientists and engineers have invoked low-dimensional chaos for understanding the nature of real systems. In this study, the complex behavior of a daily wastewater flow and evidence of deterministic nonlinear dynamics are investigated. The analysis involves both a metric approach of the correlation dimension and a topological technique called the close returns plot. The estimation procedure of delay time and delay time window is reviewed using a new technique called the C–C method for the state space reconstruction. And both parameters are used for estimating the correlation dimension. As a result, the daily wastewater flow shows no evidence of chaotic dynamics, which implies that stochastic models rather than deterministic chaos may be more appropriate for representing an investigated series.     

Nonlinear dynamics and chaos in hydrologic systems: latest developments and a look forward

During the last two decades or so, studies on the applications of the concepts of nonlinear dynamics and chaos to hydrologic systems and processes have been on the rise. Earlier studies on this topic focused mainly on the investigation and prediction of chaos in rainfall and river flow, and further advances were made during the subsequent years through applications of the concepts to other problems (e.g. data disaggregation, missing data estimation, and reconstruction of system equations) and other processes (e.g. rainfall-runoff and sediment transport). The outcomes of these studies are certainly encouraging, especially considering the exploratory stage of the concepts in hydrologic sciences. This paper discusses some of the latest developments on the applications of these concepts to hydrologic systems and the challenges that lie ahead on the way to further progress. As for their applications, studies in the important areas of scaling, groundwater contamination, parameter estimation and optimization, and catchment classification are reviewed and the inroads made thus far are reported. In regards to the challenges that lie ahead, particular focus is given to improving our understanding of these largely less-understood concepts and also finding ways to integrate these concepts with the others. With the recognition that none of the existing one-sided ‘extreme-view’ modeling approaches is capable of solving the hydrologic problems that we are faced with, the need for finding a balanced ‘middle-ground’ approach that can integrate different methods is stressed. To this end, the viability of bringing together the stochastic concepts and the deterministic concepts as a starting point is also highlighted.     

Incorporating the spatio-temporal distribution of rainfall and basin geomorphology into nonlinear analyses of streamflow dynamics

Many recent studies have been devoted to the investigation of the nonlinear dynamics of rainfall or streamflow series based on methods of dynamical systems theory. Although finding evidence for the existence of a low-dimensional deterministic component in rainfall or streamflow is of much interest, not much attention has been given to the nonlinear dependencies of the two and especially on how the spatio-temporal distribution of rainfall affects the nonlinear dynamics of streamflow at flood time scales. In this paper, a methodology is presented which simultaneously considers streamflow series, spatio-temporal structure of precipitation and catchment geomorphology into a nonlinear analysis of streamflow dynamics. The proposed framework is based on “hydrologically-relevant” rainfall-runoff phase-space reconstruction acknowledging the fact that rainfall-runoff is a stochastic spatially extended system rather than a deterministic multivariate one. The methodology is applied to two basins in Central North America using 6-hour streamflow data and radar images for a period of 5 years. The proposed methodology is used to: (a) quantify the nonlinear dependencies between streamflow dynamics and the spatio-temporal dynamics of precipitation; (b) study how streamflow predictability is affected by the trade-offs between the level of detail necessary to explain the spatial variability of rainfall and the reduction of complexity due to the smoothing effect of the basin; and (c) explore the possibility of incorporating process-specific information (in terms of catchment geomorphology and an a priori chosen uncertainty model) into nonlinear prediction. Preliminary results are encouraging and indicate the potential of using the proposed methodology to understand via nonlinear analysis of observations (i.e., not based on a particular rainfall-runoff model) streamflow predictability and limits to prediction as a function of the complexity of spatio-temporal forcing relative to basin geomorphology.     

Dynamics of hourly sea level at Hillarys Boat Harbour,Western Australia: a chaos theory perspective

Water level forecasting using recorded time series can provide a local modelling capability to facilitate local proactive management practices. To this end, hourly sea water level time series are investigated. The records collected at the Hillarys Boat Harbour, Western Australia, are investigated over the period of 2000 and 2002. Two modelling techniques are employed: low-dimensional dynamic model, known as the deterministic chaos theory, and genetic programming, GP. The phase space, which describes the evolution of the behaviour of a nonlinear system in time, was reconstructed using the delay-embedding theorem suggested by Takens. The presence of chaotic signals in the data was identified by the phase space reconstruction and correlation dimension methods, and also the predictability into the future was calculated by the largest Lyapunov exponent to be 437 h or 18 days into the future. The intercomparison of results of the local prediction and GP models shows that for this site-specific dataset, the local prediction model has a slight edge over GP. However, rather than recommending one technique over another, the paper promotes a pluralistic modelling culture, whereby different techniques should be tested to gain a specific insight from each of the models. This would enable a consensus to be drawn from a set of results rather than ignoring the individual insights provided by each model.     

Suspended sediment load transport in the Mississippi River basin at St. Louis: temporal scaling and nonlinear determinism

This study investigates the dynamic behavior of suspended sediment load transport at different temporal scales in the Mississippi River basin. Data corresponding to five successively doubled temporal scales (i.e. daily, two‐day, four‐day, eight‐day and 16‐day) from the St. Louis gaging station in Missouri are analyzed. The investigation is focused on identifying possible low‐dimensional deterministic behavior in the suspended sediment load transport dynamics, with an aim towards reduction in model complexity. The correlation dimension method is used to identify low‐dimensional determinism. The suspended sediment load dynamics are represented through phase‐space reconstruction, and the variability is estimated using the (proximity of) reconstructed vectors in the phase space. The results indicate the presence of low‐dimensional determinism in the suspended sediment load series at each of the five temporal scales, with the variables dominantly governing the dynamics in the order of three or four. These results not only suggest the appropriateness of relatively simpler models but also hint at possible scale invariance in the suspended sediment load transport dynamics. Copyright © 2006 John Wiley & Sons, Ltd.     

Comparison of data-driven modelling techniques for river flow forecasting

Abstract

Accurate forecasting of streamflow is essential for the efficient operation of water resources systems. The streamflow process is complex and highly nonlinear. Therefore, researchers try to devise alterative techniques to forecast streamflow with relative ease and reasonable accuracy, although traditional deterministic and conceptual models are available. The present work uses three data-driven techniques, namely artificial neural networks (ANN), genetic programming (GP) and model trees (MT) to forecast river flow one day in advance at two stations in the Narmada catchment of India, and the results are compared. All the models performed reasonably well as far as accuracy of prediction is concerned. It was found that the ANN and MT techniques performed almost equally well, but GP performed better than both these techniques, although only marginally in terms of prediction accuracy in normal and extreme events.

Citation Londhe, S. & Charhate, S. (2010) Comparison of data-driven modelling techniques for river flow forecasting. Hydrol. Sci. J. 55(7), 1163–1174.     

Temporal scaling in river flow: can it be chaotic? / L’invariance d’échelle de l’écoulement fluvial peut-elle être chaotique?

Abstract

Abstract Identification of the presence of scaling in the river flow process has been a challenging problem in hydrology. Studies conducted thus far have viewed this problem essentially from a stochastic perspective, because the river flow process has traditionally been assumed to be a result of a very large number of variables. However, recent studies employing nonlinear deterministic and chaotic dynamic concepts have reported that the river flow process could also be the outcome of a deterministic system with only a few dominant variables. In the wake of such reports, a preliminary attempt is made in this study to investigate the type of scaling behaviour in the river flow process (i.e. chaotic or stochastic). The investigation is limited only to temporal scaling. Flow data of three different scales (daily, 5-day and 7-day) observed in each of three rivers in the USA: the Kentucky River in Kentucky, the Merced River in California and the Stillaguamish River in Washington, are analysed. It is assumed that the dynamic behaviour of the river flow process at these individual scales provides clues about the scaling behaviour between these scales. The correlation dimension is used as an indicator to distinguish between chaotic and stochastic behaviours. The results are mixed with regard to the type of flow behaviour at individual scales and, hence, to the type of scaling behaviour, as some data sets show chaotic behaviour while others show stochastic behaviour. They suggest that characterization (chaotic or stochastic) of river flow should be a necessary first step in any scaling study, as it could provide important information on the appropriate approach for data transformation purposes.     

Nonlinear ensemble prediction of chaotic daily rainfall

The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955–2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on the phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996–2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature.     

A stochastic model reduction method for nonlinear unconfined flow with multiple random input fields

In this paper we present a stochastic model reduction method for efficiently solving nonlinear unconfined flow problems in heterogeneous random porous media. The input random fields of flow model are parameterized in a stochastic space for simulation. This often results in high stochastic dimensionality due to small correlation length of the covariance functions of the input fields. To efficiently treat the high-dimensional stochastic problem, we extend a recently proposed hybrid high-dimensional model representation (HDMR) technique to high-dimensional problems with multiple random input fields and integrate it with a sparse grid stochastic collocation method (SGSCM). Hybrid HDMR can decompose the high-dimensional model into a moderate M-dimensional model and a few one-dimensional models. The moderate dimensional model only depends on the most M important random dimensions, which are identified from the full stochastic space by sensitivity analysis. To extend the hybrid HDMR, we consider two different criteria for sensitivity test. Each of the derived low-dimensional stochastic models is solved by the SGSCM. This leads to a set of uncoupled deterministic problems at the collocation points, which can be solved by a deterministic solver. To demonstrate the efficiency and accuracy of the proposed method, a few numerical experiments are carried out for the unconfined flow problems in heterogeneous porous media with different correlation lengths. The results show that a good trade-off between computational complexity and approximation accuracy can be achieved for stochastic unconfined flow problems by selecting a suitable number of the most important dimensions in the M-dimensional model of hybrid HDMR.     

Nonlinear extensions of a fractal–multifractal approach for environmental modeling

We present the extension of a deterministic fractal geometric procedure aimed at representing the complexity of patterns encountered in environmental applications. The procedure, which is based on transformations of multifractal distributions via fractal functions, is extended through the introduction of nonlinear perturbations in the generating iterated linear maps. We demonstrate, by means of various simulations based on changes in parameters, that the nonlinear perturbations generate yet a richer collection of interesting patterns, as reflected by their overall shapes and their statistical and multifractal properties. It is shown that the nonlinear extensions yield structures that closely resemble complex hydrologic spatio-temporal datasets, such as rainfall and runoff time series, and width-functions of river networks. The implications of this nonlinear approach for environmental modeling and prediction are discussed.     

Adaptive neural-based fuzzy inference system (ANFIS) approach for modelling hydrological time series

Abstract

The main aim of this study is to develop a flow prediction method, based on the adaptive neural-based fuzzy inference system (ANFIS) coupled with stochastic hydrological models. An ANFIS methodology is applied to river flow prediction in Dim Stream in the southern part of Turkey. Application is given for hydrological time series modelling. Synthetic series, generated through autoregressinve moving-average (ARMA) models, are then used for training data sets of the ANFIS. It is seen that the extension of input and output data sets in the training stage improves the accuracy of forecasting by using ANFIS.     

Application of nonlinear forecasting techniques for meteorological modeling

A nonlinear forecasting method was used to predict the behavior of a cloud coverage time series several hours in advance. The method is based on the reconstruction of a chaotic strange attractor using four years of cloud absorption data obtained from half-hourly Meteosat infrared images from Northwestern Spain. An exhaustive nonlinear analysis of the time series was carried out to reconstruct the phase space of the underlying chaotic attractor. The forecast values are used by a non-hydrostatic meteorological model ARPS for daily weather prediction and their results compared with surface temperature measurements from a meteorological station and a vertical sounding. The effect of noise in the time series is analyzed in terms of the prediction results.     

Simulating and predicting river discharge time series using a wavelet‐neural network hybrid modelling approach

Accurate simulation and prediction of the dynamic behaviour of a river discharge over any time interval is essential for good watershed management. It is difficult to capture the high‐frequency characteristics of a river discharge using traditional time series linear and nonlinear model approaches. Therefore, this study developed a wavelet‐neural network (WNN) hybrid modelling approach for the predication of river discharge using monthly time series data. A discrete wavelet multiresolution method was employed to decompose the time series data of river discharge into sub‐series with low (approximation) and high (details) frequency, and these sub‐series were then used as input data for the artificial neural network (ANN). WNN models with different wavelet decomposition levels were employed to predict river discharge 48 months ahead of time. Comparison of results from the WNN models with those of the ANN models alone indicated that WNN models performed a more accurate prediction. Copyright © 2011 John Wiley & Sons, Ltd.     

River flow regimes in a changing climate

Abstract

A river flow regime describes an average seasonal behaviour of flow and reflects the climatic and physiographic conditions in a basin. Differences in the regularity (stability) of the seasonal patterns reflect different dimensionality of the flow regimes, which can change subject to changes in climate conditions. The empirical orthogonal functions (EOF) approach can be used to describe the intrinsic dimension of river flow regimes and is also an adopted method for reducing the phase space in connection to climate change studies, especially in studies of nonlinear dynamic systems with preferred states. A large data set of monthly river flow for the Nordic countries has been investigated in the phase space reduced to the first few amplitude functions to trace a possible signature of climate change on the seasonal flow patterns. The probability density functions (PDF) of the weight coefficients and their possible change over time were used as an indicator of climate change. Two preferred states were identified connected to stable snowmelt-fed and rainfed flow regimes. The results indicate changes in the PDF patterns with time towards higher frequencies of rainfed regime types. The dynamics of seasonal patterns studied in terms of PDF renders it an adequate and convenient characterization, helping to avoid bias connected to flow regime classifications as well as uncertainties inferred by a modelling approach.     

Nonlinear and multifractal approaches of the geomagnetic field

Recent nonlinear dynamics techniques have been developed to analyse chaotic time series data. We first summarize the procedure which gives an appropriate reconstruction of the unknown dynamics from scalar measurements in a pseudophase space. It permits, firstly, the representation of the trajectories of the dynamical system—they define an attractor when the system is dissipative—by preserving its topological properties. We then present the invariant measures and ergodic quantities such as the multifractal spectrum and Lyapunov exponents which can be estimated on the reconstructed attractor. The multifractal analysis provides us with a characterization of the scaling energy of the process whereas the Lyapunov exponent gives another statistical measure of the stability of the dynamics. The estimation of these quantities was tested on synthetic data. The nonlinear and multifractal analyses were finally applied to the hourly mean values of the magnetic field recorded at the Eskdalemuir (ESK) observatory over 79 years (692,520 data measurements for each component). The estimations of a 5-dimensional pseudo-phase space and a positive Lyapunov exponent confirm the possibility of low-dimensional deterministic chaos in the magnetic field observations at ESK observatory. The correlation between the solar activity (the Wolf number), the unstable nature of the magnetic field, and the singularity spectrum points out the forcing of the solar cycles on the dynamics of the magnetic field at ESK observatory.     

A nonlinear time series analysis using two‐stage genetic algorithms for streamflow forecasting

Streamflow forecasting is very important for the management of water resources: high accuracy in flow prediction can lead to more effective use of water resources. Hydrological data can be classified as non‐steady and nonlinear, thus this study applied nonlinear time series models to model the changing characteristics of streamflows. Two‐stage genetic algorithms were used to construct nonlinear time series models of 10‐day streamflows of the Wu‐Shi River in Taiwan. Analysis verified that nonlinear time series are superior to traditional linear time series. It is hoped that these results will be useful for further applications. Copyright © 2008 John Wiley & Sons, Ltd.     

Genetic programming model for forecast of short and noisy data

Though forecasting of river flow has received a great deal of attention from engineers and researchers throughout the world, this still continues to be a challenging task owing to the complexity of the process. In the last decade or so, artificial neural networks (ANNs) have been widely applied, and their ability to model complex phenomena has been clearly demonstrated. However, the success of ANNs depends very crucially on having representative records of sufficient length. Further, the forecast accuracy decreases rapidly with an increase in the forecast horizon. In this study, the use of the Darwinian theory‐based recent evolutionary technique of genetic programming (GP) is suggested to forecast fortnightly flow up to 4‐lead. It is demonstrated that short lead predictions can be significantly improved from a short and noisy time series if the stochastic (noise) component is appropriately filtered out. The deterministic component can then be easily modelled. Further, only the immediate antecedent exogenous and/or non‐exogenous inputs can be assumed to control the process. With an increase in the forecast horizon, the stochastic components also play an important role in the forecast, besides the inherent difficulty in ascertaining the appropriate input variables which can be assumed to govern the underlying process. GP is found to be an efficient tool to identify the most appropriate input variables to achieve reasonable prediction accuracy for higher lead‐period forecasts. A comparison with ANNs suggests that though there is no significant difference in the prediction accuracy, GP does offer some unique advantages. Copyright © 2006 John Wiley & Sons, Ltd.     

Predictability performance enhancement for suspended sediment in rivers:Inspection of newly developed hybrid adaptive neuro-fuzzy system model

Reliable modeling of river sediments transport is important as it is a defining factor of the economic viability of dams, the durability of hydroelectric-equipment, river susceptibility to pollution, suitability for navigation, and potential for aesthetics and fish habitat. The capability of a new machine learning model, fuzzy c-means based neuro-fuzzy system calibrated using the hybrid particle swarm optimization-gravitational search algorithm（ANFIS-FCM-PSOGSA） in improving the estimation accur...