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Artificial Neural Network Model Application in

Stochastic Generation of Monthly Streamflows
for Mula Project
Conference Paper October 1999
DOI: 10.13140/2.1.1818.8164

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Artificial Neural Network Model Application in Stochastic Generation

of Monthly Streamflows for Mula Project
Taymoor A. Awchi and D.K. Srivastava
Department of Hydrology,
Indian Institute of Technology, Roorkee-247667, India
e-mail: awchi2002@yahoo.co.in, dkshyfhy@iitr.ernet.in
Abstract
A hybrid model for streamflow generation is presented, based on a multilayer feedforward neural network. The
structure of the model results from two components, the artificial neural networks (ANN) deterministic
component and a random component. The second part of the model incorporates the uncertainty associated with
hydrological processes. The model is calibrated with series of monthly inflows of Mula project in Maharashtra,
India. The validation is performed through estimation of a set of statistics that is relevant for water resources
systems planning and management. Drought and storage among other statistics are computed and compared for
both, the generated and the historical series. A comparison was made between the performance of the ANNbased model results and the results of the ThomasFiering models. The results show that ANN represents a
promising modeling alternative for simulation purposes, with interesting potential in the context of water
resources systems management and optimization.
Introduction
The analysis and synthesis of various types of hydrologic variables is usually required for the planning and
management studies of water resources systems. It is well known that water resources systems simulation using
only historical records of precipitation, discharge or both, introduces severe restrictions. For example, Loucks et
al. (1981) remark that the limited range of designs or alternative strategies that result when applying only
historical data for simulating the future behavior of a water resources system, while better operation rules and
designs are obtained when they are tested with a variety of generated hydrological scenarios. For instance,
estimating the needed storage capacity of a system of reservoirs may be made based on synthetic generation of
streamflows, at one or more sites. Likewise, operational studies of reservoir systems may require forecasting
variables, such as rainfall and runoff. In general, water resources systems investigation may involve data
generation and/or forecasting, not only of hydrologic variables but of other variables also, related to the use of
water such as for irrigation, hydropower and urban water supply. Thus, the search for an optimum design of a
water resource project often involves finding a method or technique of generating long sequences of flows
characteristics of the river in question. The generated sequence can then be used to analyze the performance of
the water resources design.
An attractive feature of Artificial Neural Networks (ANNs) is the ability to extract the relation between the
inputs and outputs of a process, without the physics being explicitly provided to them. They are able to provide
a mapping from one multivariate space to another, given a set of data representing that mapping . Even if the
data is noisy and contaminated with errors , ANNs have been known to identify the underlying rule. These
properties suggest that ANNs may be well-suited to the problems of estimation and prediction in hydrology. In
many respects, ANNs are similar to regression-based models in hydrology, except that they do not require
specification of a mathematical form . In addition, ANNs are more versatile because of the freedom available
with the choice of number of hidden layers and the nodes associated with each of these layers. The ANN
structure allows for information to be processed along multiple paths simultaneously, thereby offering
opportunities for parallel implementation.
Several annual and monthly stochastic streamflow generation and forecasting models have been employed for
planning of water resources systems. The most extended techniques include simple and multiple linear

regression, autoregressive (AR) models, autoregressive moving average (ARMA) models, ARMA with
exogenous variable (ARMAX) , ARMA and ARMAX models with periodic parameters. In all cases, a linear
relationship among the relevant hydrological variables is assumed. Nevertheless, the linear assumption not
always yields the best results, and sometimes is found to be inadequate (Raman and Sunilkumar, 1995).
Numerous studies employed the AR models in the field of inflow generation and forecasting. The results
showed that low order models, as well as contemporaneous ARMA models, reproduce quite well the main
statistical characteristics of the time series analyzed (Salas et al., 1985), also the results showed that the
stochastic streamflow models can lead to improvements in the precision of reservoir design capacity estimates
(Vogel and Stedinger, 1988). Peng and Buras (2000) showed that there is no evidence that the multivariate
AR(1) model is inadequate. The Thomas-Fiering model is an autoregressive lag-1 (AR1) model with seasonally
varying coefficients, is a good example of this approach.
Early studies (Brittan, 1961; Julian, 1961; Thomas and Fiering , 1962; Yagil, 1963; Beard, 1967; Fiering, 1967)
have attempted to describe streamflow sequences by mathematical models, which can reproduce special features
of the historical record such as periodicities and account for the effects of serial correlation. Of these, the most
important contribution was made by Thomas and Fiering (1962). They proposed that streamflows could be
simulated by a simple linear relationship with previous flows. The Thomas and Fiering model, based on the
assumptions that the correlation between months with a lag greater than one is negligible and that the serial
correlation is linear, will generate an artificial record of any length. The Thomas-Fiering model has been applied
successfully in many studies, e.g., flow data generation (Colston and Wiggert, 1970), rainfall data generation
(Ramasastri ,1993; Gangyan et al., 2002; Dhama, 2002)
Several studies have been carried out specially in the last decade employing the ANNs for forecasting and
generation of hydrological variables, e.g., in the fields of flood forcasting (Smith and Eli, 1995; Dawson and
Wilby, 1998; Campolo et al., 1999; Liong et al., 2000), rainfall-runoff prediction (Minns and Hall, 1996;
Thirumalaiah and Deo, 2000), flow prediction (Karunanithi et al., 1994; Jain et al., 1999), rainfall prediction
(French et al., 1992), and multivariate streamflow generation (Raman and Sunilkumar, 1995, Ochoa-Rivera et
al., 2002).
The present paper aims to explore the possibilities of using the artificial neural networks (ANN) as generators of
future scenarios for Mula irrigation project in Maharashtra, India. The ANN based model presented here is the
most extensively used in literature, and is based on the well known three-layer feedforward architecture trained
with backpropagation learning algorithm. The presented model has a deterministic component ( determined
using ANN), in addition to second part which contains a normally distributed random noise, which takes into
account the uncertainty typically affecting hydrological process. The model is applied to generate monthly
streamflow series which in turn may be applied for real-time operation of the water resources system. The
results of ANN are compared with that of Thomas-Fiering models.
Data Processing
The basic assumption of the synthetic streamflow generation is that the streamflow population can be described
by a stationary stochastic process. Then, a statistical model may be fitted to the historic streamflows to generate
synthetic streamflows. Most probability theory and statistical techniques applied to hydrologic time series
analysis were developed assuming that the variables are normally distributed. Therefore, one needs to test the
data for normality before further analysis. A transformation is required if a time series is not normally
distributed. Some widely used methods for transforming data to a normal distribution include the logarithmic
transformation, the power transformation, and the Box-Cox transformation (Box and Cox, 1964). The Box-Cox
transformation is used to transform the historical inflows because their normal probability plots show that they
are not normally distributed. It aims to remove the seasonality from the mean and the variance. In literature this
operation is called seasonal standardization or deseasonalizing, which results in normally distributed variables
with zero-mean and unit standard deviation.
A series of observed monthly inflows to the Mula irrigation reservoir for the period of June, 1972 to May, 1990
(i.e., 18 years) is employed in this study (the month of June is referred as month 1). A preliminary exploration of
these observed data showed that the skewness coefficients are biased. Therefore, a transformation to reduce this
skewness closer to zero was needed.
In case the skewness coefficients are biased, a transformation to reduce the skewness to zero are needed (Salas
et al., 1980). The skewness of the observed data is reduced using log-transformation which can be written as:

X, = log (Q, + c Q )

(1)

(2)

c = a / g

where Q, is monthly observed inflow (MCM/month) for month ( = 1, ., 12) and year ( = 1, ., N); N
is number of years of record of the series; Q is monthly average inflow for month , a is a constant; g is the
skewness coefficient for the set Q1,, Q2,, .., QN,; and X, are the normalized inflows, for year and month .
Raman and Sunilkumar (1995) and Salas et al. (1985) used a log-transformation in order to reduce the skewness
coefficient; the equation they used contained a constant value of c value (i.e., the same value for every month).
Ochoa-Rivera et al. (2002) employed a variable value of c (i.e., different values for each month) to achieve an
optimal skewness reduction. For Mula irrigation project variable c values are adopted. Preliminary trial and
error data tests showed that using a value of 0.85 for a resulted in best performance of the model.
Then the data were standardized on monthly basis through:

Y , =

X , X

(3)

where X , S are sample mean and standard deviation of normalized inflows for month , and Yv, is
standardized value for month and year . Here, the standardized data Yv, are utilized for data generation by
Thomas-Fiering model.
An optimal data set that can be used with the ANN models should be representative of the probable occurrence
of an input vector and should facilitate the mapping of the underlying nonlinear process. Inclusion of
unnecessary patterns could slow network learning. In the contrast, an insufficient data set could lead to poor
learning. A step before training the neural network, it is often useful to scale the inputs and targets so that they
always fall within a specified range. For Mula irrigation project, the data were scaled in the range of [-1, +1]
using the equation:

Z , =

2 (Y , Ymin
, )
min
(Ymax
, Y , )

(4)

1
min

max

where Z, is standardized inflow values lying in the range of [-1, +1], and Y , and Y , are minimum and
maximum standardized inflows values, respectively. This step helps the neural network training to be more
efficient (Demuth and Beale, 1992).
The Thomas-Fiering (T-F) Model
For the assessment of the ANN model results, Thomas-Fiering model (Thomas and Fiering, 1962) was
employed to the data series of Mula Reservoir. The method of Thomas and Fiering implicity allows for the nonstationarity observed in monthly discharge data. In its simplest form, the method consists of the use of twelve
linear regression equations. The model may be written as:

and

Y , +1 = Y +1 + b ( Y , Y ) + R ,+1

(5)

R , +1 = , S +1 1 r

(6)

where, Y, and Y,+1 = normalized and standardized volumes of generated discharges during the th and (+1)th
month, respectively;
th
th
Y and Y+1 = mean of normalized and standardized monthly discharges during the and (+1)
months, respectively;
b = regression coefficient for estimating volume of discharge in the (+1)th month from the th month,
which equals r . S+1 / S
R,+1 = random component;
, = random normal deviate with zero mean and unit variance;

S+1 = standard deviation of the normalized and standardized discharge in the (+1)th month; and
r = correlation coefficient between flows in the th and (+1)th months.
Clarke (1973) stated that in order to estimate the parameters in the regression equations with reasonable
precision, it is suggested that the method be used only with caution if fewer than twelve years of data are
available. With twelve years data , the correlation coefficients r are each based upon ten degrees of freedom,
and are then of good precision; similarly, the S+1 are based upon eleven degrees of freedom. It may be found
that where the Thomas-Fiering model is fitted to monthly streamflows, values in the generated sequence are
sometimes negative, and this will not be found if the model is fitted to log flows. Where negative values are
encountered, it has been recommended that they should be retained and used to derive the subsequent values in
the sequence; once the generated sequence is complete, however, all negative values in the generated sequence
are replaced by zero.
It is some times necessary to generate synthetic discharge sequences for stream having no discharge during dry
season, Clarke (1973) described a procedure to deal with such a case, and the same was considered for Mula
project as the inflow data contained zero inflows.
Higher Lag Modification of T-F Model
The Thomas-Fiering model may be generalized by the inclusion of more terms of higher lag on the left-hand
sides of the equations defining the model, so that they become multiple regression equations. One such
generalization can be written as:
Y , +1 = Y +1 + b1, (Y Y ) + b2 , (Y 1 Y1 ) + R , +1

and

R ,+1 = , S +1 1 mr

(7)
(8)

where mr = multiple correlation coefficient obtained when discharge in month (+1) is regressed upon
discharges in months and (-1);
b1, and b2, = regression coefficient to estimate volume of discharge in the (+1)th month from the th
and -1th months.
Artificial Neural Networks Architecture
Neural networks are composed of simple elements operating in parallel. These elements are inspired by
biological nervous systems. As in nature, the network function is determined largely by the connections between
elements. A neural network can be trained to perform a particular function by adjusting the values of the
connections (weights) between elements. Commonly neural networks are adjusted, or trained, so that a
particular input leads to a specific target output. Such a situation is shown below (Figure 1). There, the network
is adjusted, based on a comparison of the output and the target, until the network output matches the target.
Typically many such input/target pairs are used, in this supervised learning, to train a network. Neural networks
have been trained to perform complex functions in various fields of application including pattern recognition,
identification, classification, speech, vision and control systems. Today neural networks can be trained to solve
problems that are difficult for conventional computers or human beings.
The field of neural networks has a history of some five decades but has found solid application only in the past
two decades, and the field is still developing rapidly. Thus, it is distinctly different from the fields of control
systems or optimization where the terminology, basic mathematics, and design procedures have been firmly
established and applied for many years. Since the early nineties, ANN have been successfully used in
hydrology-related areas, a detailed review has been shown in (ASCE-TCAANNH, 2000).
The NN is initialized by assigning random numbers from the interval (-1, +1) to the interconnection weights and
defining the sigmoid function parameters for both the hidden layer and output layer nodes. Also, a learning rate,
, is selected which controls the incremental change in the interconnection weights during iterative training as a
percentage of the difference between the desired or target output and the NN computed output. Training of the
NN is accomplished by providing inputs to the model, computing the outputs, and adjusting the interconnection
weights until the desired output is reached. The training method used in this work is known as back propagation;
it is an iterative technique commonly used for NN learning (French et al., 1992; Smith and Eli, 1995; Jain et al.,
1999; Liong et al., 2000). The recent studies have shown that a three-layer feedforward ANN using sigmoid
transfer functions can implement any continuous and bounded multivariate function mapping (Hsu et al., 1995).

Target

Input

Neural Network
including connections
(Weights) between
neurons

Compare
Output

Adjust
weight

Figure 1. Supervised neural network structure

Feedforward Neural Networks

The architecture of a feedforward neural network (Figure 2) refers to its framework as well as its
interconnection scheme. The framework is often specified by the number of layers and the number of nodes per
layer. The types of layers include: The input layer: the nodes in it are called input units, which encode the
instance presented to the network for processing. For example, each input unit may be designated by an attribute
value possessed by the instance. The hidden layer: the nodes in it called hidden units, which are not directly
observable and hence hidden. They provide nonlinearities for the network, and the output layer: the nodes in it
are called output units, which encode possible concepts (or values) to be assigned to the instance under
consideration. For example, each output unit represents a class of objects. Input units do not process
information; they simply distribute information to other units.

Output
layer

Oj
bj

Hidden
layer

W1
X1

wj,i
Input
layer

Wn
X2

Xn

n
O j = F Wi X i + b j

i =1

F: Activation Function

Figure 2. Feedforward neural network computational model

The number of hidden layer neurons required is much more difficult to determine since no general methodology
is available for its determination. Thus, the architecture of the network is finalized after a trial-and-error
procedure. If the architecture is too small, the network may not have sufficient degree of freedom to learn the
process correctly. On the other hand if the network is too large, it may not converge during training or it may
overfit the data. The work is started first with only one neuron in the hidden layer. Then the trial is carried out
with more neurons. Often, the values of the MSE are used as the indices to check the ability of a particular
architecture.
Initialization of connection weights and thresholds values is an important consideration. The closer the initial
guess is to the optimum weight space, the faster the training process. However, there is no way of making a
good initial guess of the weights, and they are initialized in a random fashion. Usually, small random weights
are suggested. Connection weights can be real numbers or integers. They can be confined to a range. They are
adjustable during network training, but some can be fixed deliberately. When training is completed, all of them
should be fixed.
The activation levels of nodes can be discrete (e.g., 0 and 1) or continuous across a range (e.g.,
[0, 1]) or unrestricted. This depends on the activation (transfer) function chosen. If it is a hard-limiting function,

then the activation levels are 0 (or 1) and 1. For a sigmoid function, the activation levels are limited to a
continuous range of reals [0, 1]. The sigmoid function F can be written as:
F ( ) =

1
1 + e

(9)

In the case of a linear activation function, the activation levels are open (Fu, 1994).
Demuth and Beale (2001) reported that feedforward networks often have one or more hidden layers of sigmoid
neurons followed by an output layer of linear neurons. Multiple layers of neurons with nonlinear transfer
functions allow the network to learn nonlinear and linear relationship between input and output vectors. The
linear output layer lets the network produce values outside the range 1 to +1. A tan-sigmoid function when
used as activation function to produce output vector in the range of [-1, +1], can be written as:
F () =

2
1
1 + e

(10)

In addition, linear activation functions for the output layer are employed, which can be written as:
F () =

(11)

Backpropagation Training Algorithm

The backpropagation network is probably the most well known and widely used among the current types of
neural network systems available. The learning rule is known as backpropagation, which is a kind of gradient
descent technique with backward error (gradient) propagation. The training instance set for the network must be
presented many times in order for the interconnection weights between the neurons to settle into a state for
correct classification of input patterns. While the network can recognize patterns similar to those they have
learned, they do not have the ability to recognize new patterns. This is true for all supervised learning networks.
In order to recognize new patterns, the network needs to be retained with these patterns along with previously
known patterns. If only new patterns are provided for retraining , then old patterns may be forgotten. In this
way, learning is not incremental over time. This is a major limitation for the supervised learning networks.
Another limitation is that the backpropagation network is prone to local minima, just like any other gradient
descent algorithm.
The backpropagation algorithm involves two steps. The first step is a forward pass, in which the effect of the
input is passed forward through the network to reach the output layer. After the error is computed, a second step
starts backward through the network. The errors at the output layer are propagated back toward the input layer
with the weights being modified according to Eq. 12. Back-propagation is a first-order method based on the
steepest gradient descent, with the direction vector being equal to the negative of the gradient vector:
Consequently, the solution often follows a zigzag path while trying to reach a minimum error position, which
may slow down the training process. It is also possible for the training process to be trapped in the local
minimum despite the use of a learning rate.
The backpropagation network in essence learns a mapping from a set of input patterns (e.g., extracted features)
to a set of output patterns (e.g., class information). This network can be designed and trained to accomplish a
wide variety of mappings. This ability comes from the nodes in the hidden layer or layers of the network which
learn to respond to features found in the input patterns. The features recognized or extracted by the hidden units.
As the network is trained with different examples, the network has the ability to generalize over similar features
found in different patterns. The key issue is that the hidden units must be trained to extract a sufficient set of
general features applicable to both seen and unseen instances. To achieve this goal, at first, the network must not
be overtrained. Overtraining the network will make it memorize the individual input-output training pairs rather
than settling in the mapping for all cases. To prevent this undesired effect, one way is to terminate training once
a performance plateau has been reached. Another way is to prune the network, creating a bottleneck between the
input and output layers. The bottleneck will force the network to learn in a more general manner.
The backpropagation algorithm can be formulated as follows:
- Setting all weights and node thresholds to small random numbers.
- Estimating the activation level Oj of a hidden and output unit is determined using Eqs. 10 and 11.
- Starting at the output units and work backward to the hidden layers recursively. Adjusting weights by:

Wj,i (t+1) = Wj,i(t) + Wj,i

(12)

where Wj,i(t) is the weight from unit i to unit j at time t (or tth iteration) and Wj,i is the weight adjustment.
- Computing the weight change by:
Wj,i = jOi

(13)

where is a learning rate (0 < < 1) and j is the error gradient at unit j . Convergence is sometimes faster by
adding a momentum term :
Wj,i(t+1) = Wj,i(t) + jOi + [Wj,i(t) Wj,i(t-1)]
Where 0 < < 1.

(14)

The error gradient is given by:

- for the output units:
j = Oj (1 - Oj)(Tj - Oj)

(15)

where Tj is the target output activation and Oj is the actual output activation at output unit j.
- for the hidden units:
j = Oj (1 - Oj)

k Wk,j

(16)

where k is the error gradient at unit k to which a connection points from hidden unit j.
- Repeating epochs until convergence in terms of the selected performance function. An iteration includes
an instance, calculating activations, and modifying weights. The typical performance function is used for
training feedforward neural networks is the mean sum of squares of the network errors:
mse =

1 N
(T j O j ) 2
N j =1

(17)

and more details can be found in Haykin (1994) and Fu (1994).

Levenberg-Marquardt training algorithm
The Levenberg-Marquardt training algorithm (Demuth and Beale, 2001) is one of the most fast convergence
algorithms and it is highly recommended for the small and medium networks, which contains several hundreds
of connections. The algorithm was designed to approach second-order training speed without having to compute
the Hessian matrix. When the performance function has the form of a sum of squares (as in typical in training
feedforward networks), then the Hessian matrix can be approximated as H = J T J and the gradient can be
computed as g = J T e; where J is the Jacobian matrix, which contains first derivatives of the network errors with
respect to the weights and biases, and e is a vector of network errors. The Jacobian matrix can be computed
through a standard backpropagation technique that is much less complex than computing the Hessian matrix.
The Levenberg-Marquardt algorithm uses this approximation to the Hessian matrix in the following Newtonlike update:
xk+1 = xk [JT J + I]-1 JT e

(18)

When the scalar is zero, this is just Newtons method, using the approximate Hessian matrix. When is large,
this becomes gradient descent with a small step size. Newtons method is faster and more accurate near an error
minimum, so the aim is to shift towards Newtons method as quickly as possible. Thus, is decreased after each
successful step (reduction in performance function) and is increased only when a tentative step would increase
the performance function. In this way, the performance function will always be reduced at each iteration of the
algorithm. This algorithm is recommended for most situations.
Streamflow Data Generation Using Neural Network Model With Random Component

The proposed scheme is a mixed stochastic deterministic model for hydrological synthetic data generation, in
terms of monthly series of reservoir inflows using ANN based model is prepared. The model consists of two
components; the first component is the same stochastic part of Thomas-Fiering model, R+1 (Eqs. 6 and 8),
which has been discussed earlier. The second component Yd, is the deterministic component which is
represented by the ANN architecture. The two components are to be gathered over the normalized and
standardized series. Consequently, the neural network component needs to be de-scaled first. The final form of
the model can be resumed as the sum of both components, as given by:
Q, = f ( Yd, + R,)

(19)

where Q, is the synthetic values produced by the model, Yd, are the values produced by ANN scheme, and
R, is the corresponding stochastic component given by equations (6 and 8). Function f represents the inverse of
the preprocessing operations defined by equations (1) and (3) respectively, that is,
X, = ( Yd, + R,) S + X
Q , = 10

X ,

c Q

(20)
(21)

Two neural network based architectures are prepared; the first model (ANN1) generates inflows for the present
month utilizing the inflow of the past month. The second model (ANN2) generates the inflow of the present
month utilizing inflows of two previous months.
A three-layer feedforward architecture is adopted, and tan-sigmoid functions were used as activation function
for which output falls in the range of [-1, +1]. In addition, linear activation functions for the output layer are
employed. For the time series under consideration, the number of input and output nodes of the network are set
in such a way that the target values to be predicted are the immediate next month inflows. The number of hidden
layer nodes was decided by trial and error procedure, it was started with a smallest number of nodes, then this
number was increased and each change of nodes number was followed by network training until no significant
improvement in network performance was detected, then that number of nodes was fixed.
For designing and training the Levenberg-Marquardt training algorithm neural network scheme, the Neural
Network Toolbox, Version 4.0 is employed. This toolbox is one of the MATLAB Version 6.1 Release 12.1
software toolboxes. The toolbox contains many feedforward backpropagation training algorithms.
Evaluation of the Performance of Models
Having estimated the model parameters, diagnostic checks are necessary in order to see whether the model has
been misspecified and to search for model improvements. Diagnostic checks may include model implementation
as well as testing the robustness of the model. For instance, the model may be implemented according to its
intended utilization, such as data augmentation, generation, or forecasting, and examine how well the model
performs. Robustness tests may be applied to see if the model preserves properties not explicitly parameterized
in the model, e.g., Hurst coefficient, drought characteristics, etc. (Salas et al., 1985).
Models are built to reproduce or to resemble the main statistical characteristics of the historical hydrologic time
series. Such reproduction or resemblance is understood to be in the statistical sense. It does not mean that a
generated series based on the model has to give exactly the same statistical characteristics as shown by the
historical record. Unfortunately, It is not easy to know which statistical characteristics are to be reproduced by
the model and how these characteristics should be interpreted. That is attributed mainly to the fact that the
hydrologic series is representing a sample of years, and the true population statistical characteristics is never
known. Another problem is the definition and interpretation of the statistical characteristics derived from the
sample. Usually the mean and standard deviation are the less uncertain characteristics. In the contrary, the
skewness is highly uncertain and its importance depends on the application of the generated hydrologic series.
Similarly, the autocorrelation is very uncertain, especially for small sample sizes.
Salas et al. (1980) presented a technique to be used in comparing the statistical characteristics derived from the
generated series and historical data. This technique depends on the estimation of the overall maximum and
minimum limits for each statistical characteristic (i.e., mean, standard deviation, coefficient of skewness,
constant or periodic correlation coefficient, low flow characteristics, etc.) obtained from the generated data

series, then to compare these limits with the historical statistical characteristics, if the historical characteristic
falls within these limits, this means that the model preserves the historical statistical characteristic.
Results and Discussion
Both the T-F and ANN based models were employed to generate synthetic inflow data to Mula reservoir. The
historical inflow data for Mula reservoir contained 18 years of monthly discharges. In the present study 250
inflow series have been generated, each of 18 years length, and the comparison procedure included verification
of statistics (means, standard deviations, skewness coefficients, and percent occurrence of zero inflows).
All the four statistics mentioned above were computed for each of the 250 generated series, then the monthly
means u g and the standard deviations s(ug) for each of the above statistical characteristics computed are
estimated to calculate the range limits for each statistical characteristics preservation which can be written as
[ u g - k s(ug) ; u g + k s(ug) ]; where k can be equal to 1.0 , 1.5 or 2.0 depending on how strict is the test.
Alternatively k could be taken as the standard normal variate of a given significance level, such as k = 1.96 for
the 5 percent level. The monthly means, standard deviations, skewness coefficients and percent occurrence of
zero inflows are computed for the historical data and are compared with that of the generated data.
Thomas-Fiering (T-F) Models
The Thomas-Fiering lag one model (T-F1) which utilizes one previous months inflow (Y,) is applied for the
Mula project inflow data to generate 250 inflow series. The results of basic statistical characteristics (monthly
values of mean, standard deviation, coefficient of skewness, and percent occurrence of zero inflows) are shown
in Figure (3). The results show that the model is preserving the statistical characteristics of the historical data
since the historical data plot lies within the maximum and minimum limits plots, which are calculated using the
generated inflow data by the model.
The lag two (T-F2) model utilizes two previous months inflows (Y, and Y,-1) to generate the present months
inflow. The generated data using this model are verified by its statistical characteristics and the results are
shown in Figure (4), which proves that this model also preserves the statistical characteristics of the historical
data.
The performances of T-F1 and T-F2 models are compared and the results are shown in Figure (5) and Table (1).
The Figure reveals that generated data statistics are matching with the statistics of historical data especially for
monthly means and standard deviations, which are the less uncertain characteristics. For coefficient of
skewness and percent occurrence of zero inflows, the figure shows that the generated inflow statistics
harmonizing with the monthly variation in historical data statistics. Also it shows that the matching in case of
percent occurrence of zero inflows is quite perfect for the monsoon months and the distinctions are higher in
non-monsoon months. This reveals that the generated data contains more zero inflows than the historical data.
This is attributed to the fact that T-F model generates negative values which should be corrected to zeros
(Clarke, 1973). Therefore, this procedure increases the number of zeros hence higher percents of zero inflows in
the generated data are detected.
The MSE values for the monthly basic statistical characteristics shown in Table (1) reveal that the MSE values
in case of T-F1 model are generally less than its values with T-F2 model. This proves that T-F1 model outfits
the historical inflow data considered in the present study better than the T-F2 model, it also confirms that the
increase of model degree does not necessarily enhance its performance (Salas et al., 1985).

H IS T O R IC A L M E A N

M A X L IM IT

H IS T O R IC A L S D

M IN L IM IT

300

F L O W C H A R A C T E R IS T IC S
M CM

F L O W C H A R A C T E R IS T IC S
M CM

350

250
200
150
100
50
0
-50

M O NTHS

10

11

12

450
400
350
300
250
200
150
100
50
0
-50

M A X L IM IT

M O NTHS

M IN L IM IT

10

11

12

H IS T O R IC A L C S

M A X L IM IT

M IN L IM IT

F L O W C H A R A C T E R IS T IC S
M CM

5
4
3
2
1
0
1

-1

10

11

12

M O NTHS

Figure 3. Historical statistical characteristics and limits calculated from T-F1 model

H IS T O R IC A L M E A N

M A X L IM IT

M IN L IM IT

H IS T O R IC A L S D

300

F L O W C H A R A C T E R IS T IC S
M CM

F L O W C H A R A C T E R IS T IC S
M CM

350
250
200
150
100
50
0
1

-50

10

11

12

450
400
350
300
250
200
150
100
50
0
-50

M A X L IM IT

M O NTHS

10

11

12

(b) Standard deviation

H IS T O R IC A L C S

M A X L IM IT

M IN L IM IT

H IS T O R IC A L P Z

M A X L IM IT

M IN L IM IT

70
F L O W C H A R A C T E R IS T IC S
%

5
F L O W C H A R A C T E R IS T IC S
M CM

M O NTHS

(a) Mean

4
3
2
1
0
-1

M IN L IM IT

10

11

12

60
50
40
30
20
10
0
-10

10

11

12

M O NTHS

M O NTHS

(c) Skewness

(d) Percent occurrence of zero inflows

Figure 4. Historical statistical characteristics and limits calculated from inflow data generated by T-F2 model
Table 1. Mean squared error (MSE) calculated for T-F1 and T-F2 models
T-F1 model
5.67
322.27
0.42
50.08

MSE of means
MSE of standard deviation
MSE of coefficient of skewness
MSE of percent occurrence of zero inflow
H IS T O R IC A L M E A N

T -F 1 M O D E L

H IS T O R IC A L S D

T -F 2 M O D E L

250

T -F 1 M O D E L

T -F 2 M O D E L

300
F L O W C H A R A C T E R IS T IC S
M CM

F L O W C H A R A C T E R IS T IC S
M CM

T-F2 model
6.94
366.54
0.36
90.3

200
150
100
50
0
1

M O NTHS

10

11

12

250
200
150
100
50
0
1

M O NTHS

10

11

12

(a) Mean

(b) Standard deviation

H IS T O R IC A L C S

T -F 1 M O D E L

H IS T O R IC A L P Z

T -F 2 M O D E L

F L O W C H A R A C T E R IS T IC S
%

F L O W C H A R A C T E R IS T IC S
M CM

3.5
3
2.5
2
1.5
1
0.5
0
1

10

M O NTHS

(c) Skewness

11

12

T -F 1 M O D E L

T -F 2 M O D E L

45
40
35
30
25
20
15
10
5
0
1

10

11

12

M O NTHS

(d) Percent occurrence of zero inflows

Figure 5. Historical statistical characteristics and limits calculated from inflow data generated by T-F1 and T-F2
models
Artificial Neural Network (ANN) Based Models
Two main ANN based models; ANN1 and ANN2 were prepared. The first model utilizes one previous months
inflow data (Z,) and the second model utilizes two previous months (Z,, Z,-1) inflow data as an input, and
output of the models is the generated present months inflow value. Models with other inputs are also tried and
are presented later on.
To find the best number of nodes in the hidden layer, the models are operated using different number of nodes,
starting with smallest number then the number is increased till no improvement in the model results is detected,
and that number of nodes is then fixed as there is no well-defined algorithm exists for determining the optimal
number of hidden nodes (French et al., 1992). In the preliminary operating stage of the model preparing,
different numbers of training epochs (25, 50, 75, 100, 125, 150, and 200) are employed and the results showed
that with 75 epochs, the model gives best results. This is confirmed by the study of French et al. (1992) who
reported that increasing the number of training epochs alone, with no change in neural network structure,
improves performance on the training data but does not necessarily improves performance on validation data.
Therefore, this epoch number is fixed for the subsequent training procedures.
In order to check the performance of ANN models, maximum and minimum limits are calculated to compare
with the historical data statistical characteristics. Figures (6 and 7) show that the both models (ANN1 and
ANN2) preserve the basic statistical characteristics of the historical inflow data. Table (2) shows MSE values
which are calculated for the results of ANN model with different inputs and different node numbers. In this
table, MSE of basic statistical characteristics for ANN1 model with inputs of (Z,-1; Z,-1, b, and Z,-1, r) and
ANN2 model with inputs (Z,-1, Z,-2; and Z,-1, Z,-2, mr) with different node numbers ( 3, 5 and 7) are shown.
Table (2) shows that the lesser MSE values are recorded when ANN2 model is employed, and precisely when 5
nodes are employed in the hidden layer. The table reveals that it is not necessary for the results to be enhanced
by increasing the number of nodes in the hidden line as in case of using ANN1 model, the results goes better
with the increase of number of nodes when (Z,-1,) along with b are used as inputs for the model. In the
contrary, when (Z,-1) or (Z,-1 , r) are used as inputs for the model, the results goes worse by increasing the
number of nodes. On the other hand, and with ANN2 model when (Z,-1 , Z,-2) are used as inputs and by using
5 nodes, the model gives better results rather than using 3 or 7 nodes. This is attributed to the over-design of the
model when 7 nodes are considered. The model structure should fit out the convolution of the relation between
the inputs and outputs data used in the model. In the above mentioned case, it seems that the model with 7 nodes
in the hidden layer is over-designed. This means that it is neither desirable to over-design the neural network
using more hidden nodes than necessary, as the neural network incorporates more the underlying characteristics
of the process behavior when a large number of hidden nodes are utilized, nor a large number of training epochs
may necessarily improve neural network performance on independent data.

H IS T O R IC A L M E A N

M A X L IM IT

M IN L IM IT

H IS T O R IC A L S D

250
200
150
100
50
0
1

10

11

400
300
200
100
0
1

-1 0 0

12

(a) Mean
H IS T O R IC A L C S

M A X L IM IT

M IN L IM IT

H IS T O R IC A L P Z

3
2
1
0
3

10

11

12

F L O W C H A R A C T E R IS T IC S
%

F L O W C H A R A C T E R IS T IC S
M CM

10 11 12

(b) Standard deviation

M O N TH S

M O N TH S

-1

M IN L IM IT

500

300

F L O W C H A R A C T E R IS T IC S
M CM

F L O W C H A R A C T E R IS T IC S
M CM

350

M A X L IM IT

35
30
25
20
15
10
5
0
-5
-10

M O N TH S

M A X L IM IT

M IN L IM IT

10

11

12

M O N TH S

(c) Skewness

(d) Percent occurrence of zero inflows

Figure 6. Historical statistical characteristics and limits calculated from inflow data generated by ANN1 model
Table 2. MSE of the basic statistical characteristics calculated for ANN models with different inputs and nodes
number

Inputs

Z,-1
Z,-1 , b
Z,-1 , r
Z,-1 , Z,-2
Z,-1 , Z,-2 , mr

Nodes

Means

Standard
deviation

3
5
7
3
5
7
3
5
7
3
5
7
3
5
7

4.63
7.66
17.24
3.69
3.33
2.17
3.76
4.69
13
4.94
6.07
6.64
12.07
6.41
4.98

180.3
196.07
218.01
321.26
271.05
222.21
293.76
272.14
355.23
149.16
107.43
138.3
195.2
215.11
127.62

Coefficient
of skewness
0.48
0.5
0.39
0.43
0.45
0.42
0.38
0.46
0.42
0.37
0.33
0.36
0.48
0.49
0.43

Percent
occurrence
of zero
inflows
64.15
54.68
53.41
62.34
50.11
42.63
61.73
65.39
49.46
64.1
39.43
48.7
55.2
53.86
38.31

A comparison is carried out to check the performance of models considered in the present study using the basic
statistical characteristics. The results shown in Figure (8) reveal that the monthly mean and standard deviation
values obtained using generated data matches perfectly with the historical inflows monthly means and standard
deviations. Moreover, the ANN2 model shows better results than other models. Considering the coefficient of
skewness values, it is shown that the results of all the models are harmonizing with the historical monthly
coefficient of skewness values. For the case of percent occurrence of zero inflows for various months, the
results reveal that, generally, the T-F models present values higher than that of historical data. This occurred due
to exchanging the generated negative inflows by zero values (Clarke, 1973), which increases the percent of
monthly zero inflows. In contrast, the ANN models show values less than the historical ones and this can be
attributed to the quantity of historical data which is only 18 values for each month which are not sufficient in
this case.

400
350
300
250
200
150
100
50
0
-50

M A X L IM IT

H IS T O R IC A L S D

M IN L IM IT

M A X L IM IT

10

11

12

500
400
300
200
100
0
1

-100

M O N TH S

H IS T O R IC A L C S

M A X L IM IT

H IS T O R IC A L P Z

M IN L IM IT

F L O W C H A R A C T E R IS T IC S
%

F L O W C H A R A C T E R IS T IC S
M CM

4
3
2
1
0
2

10

11

12

11

12

(b) Standard deviation

M O N TH S

(a) Mean

-1

M IN L IM IT

600
F L O W C H A R A C T E R IS T IC S
M CM

F L O W C H A R A C T E R IS T IC S
M CM

H IS T O R IC A L M E A N

10

11

12

35
30
25
20
15
10
5
0
-5
-10

M A X L IM IT

M IN L IM IT

10

M O N TH S

M O N TH S

(c) Skewness

(d) Percent occurrence of zero inflows

Figure 7. Historical statistical characteristics and limits calculated from inflow data generated by ANN2 model

HISTORICAL MEAN

T-F1

T-F2

ANN1

ANN2

T -F 1

F L O W C H A R A C T E R IS T IC
M CM

200
150
100
50
0

A NN1

A NN2

250
200
150
100
50
0

10

11

12

MONTHS

T-F1

T-F2

A NN1

A NN2

H IS T O R IC A L P Z

F L O W C H A R A C T E R IS T IC
%

3.5
3
2.5
2
1.5
1
0.5
0
2

10

11

12

(b) Standard deviation

H IS T O R IC A L C S

M O NTHS

(a) Mean

F L O W C H A R A C T E R IS T IC S
M CM

T -F 2

300

250
FLOW CHARACTERISTICS
MCM

H IS T O R IC A L S D

M O NTHS

10

11

12

T -F 1

T -F 2

A NN1

A NN2

45
40
35
30
25
20
15
10
5
0
1

10

11

12

M O NTHS

(c) Skewness

(d) Occurrence of zero inflows percent

Figure 8. Historical statistical characteristics and limits calculated from inflow data generated by T-F1, T-F2,
ANN1, and ANN2 models
Table (3) shows the MSE values calculated for the basic statistical characteristics for the data generated using
ANN1 and ANN2 models. As a comparison between the neural networks based (Table 3) and Thomas-Fiering
models (Table 1) for data generation, results show that the best results of MSE values are obtained when ANN2
model is employed. This reveals that for Mula, utilizing two previous months inflow values as input along with
present month inflow value as output assists the model to interpret the relation between the input and output in
better form rather than using only one previous months inflow value as input, which leads to better distribution
of connection weights between the nodes in ANN models layers.

Table 3. MSE of the basic statistical characteristics calculated using the inflow data generated by ANN1 and
ANN2 models

MSE of means
MSE of standard deviation
MSE of coefficient of skewness
MSE of percent occurrence of zero inflows

ANN1 model
4.63
180.3
0.48
64.15

ANN2 model
6.07
107.43
0.33
39.43

Conclusion
A hybrid model is proposed as an effective tool for generation of monthly streamflow series at Mula reservoir
site, Maharashtra, India. The model consists basically of a deterministic component defined in terms of a three
layer feedforward neural network in addition to a stochastic component which includes a white noise module.
Historical monthly inflows were used to train and test the ability of the model for inflow data generation. For
comparison, the Thomas-Fiering model was applied. The Thomas-Fiering model is employed in its common (TF1) form; and modified (T-F2) form, which utilizes two previous months inflows as inputs to generate the
present months inflow. The results showed that the T-F1 model outfits the data and performs better than the TF2 model. The proposed hybrid model is operated and tested using two neural networks architectures, the first
architecture (ANN1) utilizes one previous months inflow, and the second (ANN2) utilizes two previous
months inflows as inputs and in both models the present months inflow is the output of the model. The results
show that the ANN2 model demonstrates better in performance compared to ANN1 and Thomas-Fiering
models. The results revealed that the proposed model performs better comparing with the pure stochastic
Thomas-Fiering Model. It can be concluded that the proposed hybrid model is a promising alternative to be
considered for future applications, competing with other linear pure stochastic autoregressive models.
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