Beruflich Dokumente
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www.elsevier.com/locate/jhydrol
a
i2 Technologies, 909 E. Las Colinas Blvd, Irving, TX 75039, USA
Ecole Nationale du Genie Rural, des Eaux et des Forets 19, avenue du Maine, 75732 Paris Cedex 15, France
Abstract
A fuzzy conceptual rainfallrunoff (CRR) framework is proposed herein to deal with those parameter uncertainties of
conceptual rainfallrunoff models, that are related to data and/or model structure: with every element of the rainfallrunoff
model assumed to be possibly uncertain, taken here as being fuzzy. First, the conceptual rainfallrunoff system is fuzzied and
then different operational modes are formulated using fuzzy rules; second, the parameter identication aspect is examined using
fuzzy regression techniques. In particular, bi-objective and tri-objective fuzzy regression models are applied in the case of
linear conceptual rainfallrunoff models so that the decision maker may be able to trade off prediction vagueness (uncertainty)
and the embedding outliers. For the non-linear models, a fuzzy least squares regression framework is applied to derive the
model parameters. The methodology is illustrated using: (1) a linear conceptual rainfallrunoff model; (2) an experimental twoparameter model; and (3) a simplied version of the Sacramento soil moisture accounting model of the US National Weather
Services river forecast system (SAC-SMA) known as the six-parameter model. It is shown that the fuzzy logic framework
enables the decision maker to gain insight about the model sensitivity and the uncertainty stemming from the elements of the
CRR model. q 2001 Elsevier Science Ltd. All rights reserved.
Keywords: Rainfallrunoff; Conceptual rainfallrunoff models; Uncertainty analysis; Fuzzy logic; Parameter estimation; Fuzzy regression
1. Introduction
The purposes of this paper are (1) to develop a
fuzzy conceptual rainfallrunoff framework to
analyze those parameter uncertainties of conceptual
rainfallrunoff (CRR) models that are related to
data and/or model structure and (2) to apply the methodology to CRR parameter identication under those
uncertainties.
The rainfallrunoff process is usually modied
through (1) CRR models and (2) system theoretic
approaches (Klemes, 1982; O'Connell and Clarke,
1981; Sorooshian, 1983; Young and Wallis, 1985;
* Corresponding author.
zelkan).
E-mail address: ertunga_ozelkan@i2.com (E.C. O
Singh, 1988). CRR models are considered as physically based (although not in the strict scientic sense
of rigid adherence to known physical laws) because
they are designed to reect, albeit in a simplied
manner, the mechanisms that govern the hydrologic
cycle. On the other hand, system theoretic approaches
establish an inputoutput mapping without physical
considerations. For this reason, these models are
referred to as black-box approaches.
In general, a CRR model is composed of submodules that reect mechanisms governing elements
of the hydrologic cycle, where each sub-module is
coupled to others. In addition, because of the threshold parameters representing the capacity of the
conceptual storage tanks, CRR models are `modal'
in structure. As noted by Gupta and Sorooshian
0022-1694/01/$ - see front matter q 2001 Elsevier Science Ltd. All rights reserved.
PII: S 0022-169 4(01)00430-9
42
Fig. 1. (a) An algorithmic ow diagram resulting from `IFTHEN' rules. Each `IF' represents a branching decision process (e.g. IF X . Y) and
Ci represents the model subcomponent computation on each branch; (b) modal decomposition of the hypothetical ow diagram given in (a).
43
X ts
s
Is;m Xt21
; Uts ; Q s Xts;m
s
Is;m Xt21
; Uts ; Q s Zts;m
m1
and
Zts
M
X
m1
where
s
Is;m Xt21
; Uts ; Q s
otherwise
PM
s
s
s
m1 Is;m Xt21 ; Ut ; Q
44
where the `^' is used to denote a fuzzy number. The socalled fuzzy extensions of Eqs. (3) and (4) can be
written as:
!
M
X
s
^
Xt
I^s;m X^ st21 ; U^ st ; Q^ s X^ s;m
7
t
m1
and
Z^ st
M
X
m1
!
I^s;m X^ st21 ; U^ st ; Q^ s Z^ s;m
t
Fig. 3. Location of the Lucky Hills and the Walnut Gulch experimental watersheds in Arizona.
PM
^
^s
^s ^ s
m1 I s;m X t21 ; U t ; Q
45
dXt
dt
K2
;
Dt 1 K1
C3
K1
Dt 1 K1
C5
K3
:
Dt 1 K1
C2
C4
Dt 2 K2
;
Dt 1 K1
Dt 2 K3
;
Dt 1 K1
(11)
46
12
Let the two modes of the TWOPAR system be reformulated as fuzzy rules.
Rule 1.
if X^ t #C^ then
^
X^ t;1 12K
X^ t21 1U^ t ; R^ t;1 0; S^ t;1
^
K
X^ t21 1U^ t :
Rule 2.
if X^ t .C^ then
13
14
15
16
47
^
if D#
A^ then
^U
^L
^U
^
^L
P^ t;1 X^ U
t21 1U t :C C K 1C 2
^ W^ ; E^ U
^ A
^U
^
C^ L K^ L D:
t;1 X t21 1U t
18
17
^ ^U
^
Rule P2. if D.
A^ then P^ t;2 X^ U
t21 1U t ; E t;2 0;
U
^
where E denotes the remaining water in the upper
storage after the percolation process has taken place.
The consequences from the percolation sub-module
are then obtained as:
P^ t I^P1;t P^ t;1 1I^P2;t P^ t;2
19
^
^U
^
^U
E^ U
t I P1;t Et;1 1I P2;t E t;2
20
L
if X^ t #C^ L then
Rule L2.
L
^
if X^ t .C^ L AND T#
C^ L then
^ E^ Lt;2 0
B^ t;2 C^ L K^ L ; X^ Lt;2 T;
Rule L3.
21
L
^
if X^ t .C^ L AND T.
C^ L then
^
B^ t;3 C^ L K^ L ; X^ Lt;3 C^ L ; E^ Lt;3 T2
C^ L
where E^ L denotes the
excess water from the lower
L
storage and T^ X^ t 2CL K^ L : Then, the lower
zone consequences from the lower zone rules can be
48
computed as:
B^ t I^L1;t B^ t;1 1I^L2;t Bt;2 1I^L3;t B^ t;3
22
23
24
U
if X^ t #C^ U then
U
if X^ t .C^ U then
^U ^
^U ^
^U
^U
X^ U
t;2 12K C ; St;2 K C ; Rt;2
U
X^ t 2C^ U
^
^U
^
^U
X^ U
t I U1;t X t;1 1I U2;t X t;2
25
26
27
U
^ U ^
^ ^
^U
^U
X^ U
t;1 12K X t ; St;1 K X t ; Rt;1 0
Rule U2.
28
49
Fig. 6. Sensitivity analysis of the TWOPAR model: sum of square vagueness (SSV) of simulated fuzzy channel ow for different sensitivity
scenarios.
Fig. 7. Sensitivity analysis of the SIXPAR model: sum of square vagueness (SSV) of simulated fuzzy channel ow for different sensitivity
scenarios.
50
Fig. 8. Sensitivity analysis of the TWOPAR model by introducing 5% vagueness to rainfall data, C (mm) and K (l/h): fuzzy rainfall series,
storage level, and the channel ow ( upper fuzzy condence level; lower fuzzy condence level).
51
Fig. 9. Sensitivity analysis of the SIXPAR model by introducing 5% vagueness into rainfall data, C U (mm), K U (l/h), C L (mm), K L (l/h), A and
W: rainfall series, percolation, lower storage level, upper storage level, and the channel ow ( upper fuzzy condence level; lower
fuzzy condence level).
29
30
31
52
^ a c 1 a; c2 a; K
^ a
Q^ a {C
k1 a; k2 a}:
Thus, for fuzzy regression at a selected a -level,
each fuzzy parameter requires that two parameters
(lower and upper condence limits) be estimated.
We thus have 2 2 4 parameters to be estimated for the TWOPAR model, and 6 2 12
parameters for the SIXPAR model. As shown in
the literature (e.g. Tanaka et al., 1982; Bardossy,
1990), there is an innite number of solutions to
the fuzzy regression problem; the aim is, then, to
seek the optimal fuzzy parameter vector Q^ p , such
that a measure of vagueness (or fuzziness) or the
prediction is minimized.
There are mainly two directions in fuzzy regression model building: fuzzy linear regression as
proposed by Tanaka et al. (1982) and its variations, and fuzzy least squares regression as developed by Diamond (1988) and Celmins (1987a,b).
Before summarizing the research done in each of
these two directions, the rationale for the why and
when to use fuzzy regression is discussed.
5.2. Why and when to use fuzzy regression?
Some of the major reasons listed in the literature for using fuzzy regression analysis instead of
statistical regression analysis can be summarized
as follows:
when the data set is insufcient to support
(32)
Fig. 10. Illustration of the conditions for fuzzy linear regression: at a selected a -level; predicted runoff Z^ pt includes the observed Z^ t runoff value.
53
2 PR;t a2 }f ada
(35)
on [0, 1] such
where f(a ) is a continuous function
R
that f(a ) . 0 if a . 0 and 10 f ada 1=2. As
shown in Bardossy et al. (1992), Eq. (35) yields the
ordinary least squares estimators when the model
input and output are assumed to be crisp (i.e. nonfuzzy).
5.5. Drawbacks of fuzzy regression
Besides the advantages of fuzzy regression that
were listed in Section 5.2, there have been many criticisms of the original fuzzy linear regression formulation. In contrast, the fuzzy least squares regression has
received very little criticism because of its similarity
with the traditional least squares regression formulation, whose problems have long been recognized. The
major problems with fuzzy linear regression can be
summarized as follows: (1) it does not allow all data
points to inuence the estimated parameters (Savic
and Pedrycz, 1991); (2) it is sensitive to data outliers;
(3) prediction intervals become wider as more data
are collected (Redden and Woodall, 1994, 1996);
(4) it may yield some crisp parameter estimates
(Celmins, 1987a,b); and (5) it is scale dependent
(Jozsef, 1992).
To remedy these drawbacks, one may cite the methods developed by Celmins (1987a,b), Savic and
zelkan
Pedrycz (1991), and Peters (1994). Recently, O
(1997) has proposed a large set of multi-objective
fuzzy regression models based on the trade-off
between data outliers and prediction vagueness:
these models are applied below to the parameter estimation problem.
5.6. Multi-objective fuzzy regression (MOFR) models
The rst MOFR formulation, that results in a biobjective fuzzy regression (BOFR), addresses the
data outlier problem in Tanaka et al.'s (1982) fuzzy
54
(36)
TOFR3.
The solution of Eq. (36) is the set of non-dominated solutions known as the Pareto solution set.
The nal compromise solution is chosen according
to the decision maker's relative preference
between the two objectives. In Eq. (36), from
which `min-dominate' means nding the nondominated Pareto optimum set for minimizing a
multi-objective problem, eL;t and eR;t can be
considered
as relaxation variables and Ep
P p
p
t eL;t 1 eR;t is the Lp norm, where 1 # p # 1
indicates the compensation level between the
relaxation variables. The most commonly used
compensation levels are p 1, meaning compensation from which we obtain the sum of relaxation
variables, p 2, for the sum of squares of the
relaxation variables, and p 1, yielding the
max{eL;t ; eR;t } and indicating that no compensation
is allowed. Generally, the vagueness V is also
dened as an aggregated expression of the individual prediction vagueness. In Eq. (36), all the
constraints are active and, therefore, all the data
points contribute to the parameter estimation.
Next, using similar concepts to those embodied in
Eq. (36), the models of Sakawa and Yano (1992) are
extended to a tri-objective fuzzy regression (TOFR)
formulation, as follows:
TOFR1.
TOFR2.
(37)
(38)
(39)
55
Fig. 11. Obtaining Pareto optimal solutions for BOFR for the rainfallrunoff example using the e -constraint technique (output 10% fuzzy).
56
Fig. 12. Rainfallrunoff estimation using BOFR. Calibration event Lucky Hills, 1 August 1974, and comparison of the results with Tanaka et
al.'s (1982, 1987) model (output 10% fuzzy).
57
58
Fig. 13. Rainfallrunoff estimation using TOFR. Calibration event Lucky Hills, 1 August 1974, and comparison of the results with Sakawa and
Yano's (1992) model, a 0.5 (output 10% fuzzy).
59
Fig. 14. Rainfallrunoff estimation using BOFR. Validation event Lucky Hills, 27 July 1973, and comparison of the results with Tanaka et al.'s
(1982, 1987) model (output 10% fuzzy).
60
Fig. 15. Rainfallrunoff estimation using BOFR. Validation event Lucky Hills, 17 July 1975, and comparison of the results with Tanaka et al.'s
(1982, 1987) model (output 10% fuzzy).
61
Table 1
Estimated parameters for the rainfallrunoff example: runoff 10% fuzzy
Parameter
x0p
b0
x1p
b1
x2p
b2
x3p
b3
x4p
b4
x5p
b5
V
Tanaka et al.
BOFR: e -const. V # S ie i
BOFR: L1
BOFR: L1
0.5
0.75
0.5
0.75
0.5
0.75
0.5
0.75
0.045
0.024
0
13.132
0
8.205
0.844
0
1.013
0.355
0.254
0
25.9
0.043
0.044
0
30.978
0
16.516
1.053
0
0.877
0.372
0.225
0
47.2
0.041
0.084
0
66.670
0
33.136
1.158
0
0.809
0.408
0.210
0
89.8
0.062
0.202
0
0
0
0
0
0
2.210
0
0.215
0
7.7
0.062
0.216
0
0
0
0
0
0
2.210
0
0.215
0
8.2
0.062
0.227
0
0
0
0
0
0
2.210
0
0.215
0
8.6
0.060
0.010
0
0
0
0
0
0
2.210
0
0.215
0
0.4
0.062
0.021
0
0
0
0
0
0
2.210
0
0.215
0
0.1
0.062
0
0
0
0
0
0
0
2.210
0
0.215
0
0.1
0.064
0.012
0
0.630
0
1.489
0
0
2.210
0.167
0.212
0.026
7.8
0.063
0.020
0
0.364
0
3.111
0
0
2.210
0.136
0.215
0.024
8.3
0.060
0.016
0
0
0
5.944
0
0.141
2.211
0
0.215
0.001
8.7
Fig. 16. Fuzzy regression estimates for the TWOPAR parameter C and their comparison with the crisp estimates under different experimental
error scenarios (he: heteroscedastic; ho: homoscedastic).
62
Fig. 17. Fuzzy regression estimates for the TWOPAR parameter K and their comparison with the crisp estimates under different experimental
error scenarios (he: heteroscedastic; ho: homoscedastic).
Fig. 18. Fuzzy regression estimates for the SIXPAR parameter C U and their comparison with the crisp estimates under different experimental
error scenarios (he: heteroscedastic; ho: homoscedastic).
Fig. 19. Fuzzy regression estimates for the SIXPAR parameter K U and their comparison with the crisp estimates under different experimental
error scenarios (he: heteroscedastic; ho: homoscedastic).
63
64
Table 2
Relative sum of squares error of the crisp (i.e. non-fuzzy) and fuzzy
estimated parameter values from the true parameter value for the
TWOPAR and the SIXPAR models
Parameter
TWOPAR
C
K
SIXPAR
CU
KU
CL
KL
Crisp
Fuzzy
91.4
2.2
3.5
0.5
4.1
5.1
4.7
8.7
1.7
2.7
1.8
5.6
Acknowledgements
The research reported here has been partially
supported by the US National Science Foundation
and the US Army Corps of Engineers, especially
during the rst author's doctoral studies in the Department of Systems and Industrial Engineering at The
University of Arizona, Tucson. Both authors would
like to thank Hoshin V. Gupta, Agnes Galambosi
and the referees for their constructive suggestions.
Fig. 20. Illustration of a fuzzy number, membership function, with the a -level set for observed Z^ t runoff.
65
mB^ y
^
^
Fig. 21. Computation of the fulllment of a fuzzy statement A.
B.
where
SM {a1 a b1 a; a1 a b2 a; a2 a
b1 a; a2 a b2 a}
^ a:B
^ a minSD ; maxSD
A
and where
SD {a1 a : b1 a; a1 a : b2 a; a2 a : b1 a; a2 a
: b2 a};
^ a does not
dened only for the condition that B
include zero.
^ a
^ aB
A
minSP ; maxSP ;
where
SP {a1 ab1 a ; a1 ab2 a ; a2 ab1 a ; a2 ab2 a }. If
A^ and B^ are dened in R1 , then the multiplication
and division operations further simplify as follows:
^ a1B
^ a a1 a 1 b1 a; a2 a 1 b2 a
A
^ aB
^ a a1 a b1 a; a2 a b2 a
A
^ a2B
^ a a1 a 2 b2 a; a2 a 2 b1 a
A
^ a:B
^ a a1 a : b2 a; a2 a : b1 a:
A
^ aB
^ a minSM ; maxSM
A
66
^
B^ is
Similarly, the truth value at level a of A.
computed as the complement of I^L a, i.e. as
Comparison of FNs is required in many decisionmaking problems (e.g. Shrestha and Duckstein, 1997,
zelkan and Duckstein, 1999b). As shown in this
and O
paper in Sections 2.2 and 2.3, with reference to the CRR
model structure, the degree of dominance of one FN
over another needs to be evaluated. For example, for the
TWOPAR model, the truth value of the statement
X^ t #C^ should be evaluated to determine the degree
of fulllment of the model state to rules 1 and 2.
For building fuzzy CRR models, we will use a
similar idea to that in Shrestha and Duckstein
(1997) to compute the degree of dominance of a FN.
More specically, a degree of dominance relation will
be used to compute the fulllment of fuzzy rules in
fuzzy CRR models. The computation is performed at
a selected a -level, as follows: let A^ and B^ be two FNs;
^ B^ let
to evaluate the truth value of a statement A
^
^
^
^
D A2B and Da d1 a; d2 a, let the truth
value at level a be (Fig. 21)
I^L a
8
>
>
>
<
2d1 a
>
a
d
>
2 2 d1 a
>
:
1
if d1 a $ 0
if d1 a , 0 and d2 a . 0
if d1 a # 0
40
I^g a 1 2 I^i a
41
vi t
K
Y
k1
mA^ i;k ak t:
and (41) will be used to compute the degree of applicability of any given CRR rule, also called the degree
of fulllment.
Finally, the response of the fuzzy rules to a given
input vector a1 t; ; aN t can be computed as
!
X
^
vi tB^ i ;
Bt
i
where the parentheses are used to denote a fuzzy arith^ is the estimated fuzzy
metic operation and the Bt
value of b(t).
Appendix B. Table of acronyms
References
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Systems 37, 6575.
Bardossy, A., Bogardi, I., Duckstein, L., 1990. Fuzzy regression in
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Bardossy, A., Hagaman, R., Duckstein, L., Bogardi, I., 1992.
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Kacprzyk, J., Fedrizi, M. (Eds.). Fuzzy Regression Analysis.
Omnitech Press/Physica-Verlag, Warsaw/Heidelberg, pp. 21
44.
Bardossy, A., Disse, M., 1993. Fuzzy rule-based models for inltration. Water Resources Research 29 (2), 373382.
Bardossy, A., Duckstein, L., 1995. Fuzzy Rule-Based Modeling
67
68