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Published online 4 October 2007 in Wiley InterScience

(www.interscience.wiley.com) DOI: 10.1002/hyp.6812

neuro-fuzzy inference system

Mahmut Firat* and Mahmud Güngör

Civil Engineering Department, Faculty of Engineering, Pamukkale University, 20017 Denizli, Turkey

Abstract:

Accurate forecasting of hydrological time-series is a quite important issue for a wise and sustainable use of water resources. In

this study, an adaptive neuro-fuzzy inference system (ANFIS) approach is used to construct a time-series forecasting system. In

particular, the applicability of an ANFIS to the forecasting of the time-series is investigated. To illustrate the applicability and

capability of an ANFIS, the River Great Menderes, located in western Turkey, is chosen as a case study area. The advantage of

this method is that it uses the input–output data sets. A total of 5844 daily data sets collected from 1985 to 2000 are used for

the time-series forecasting. Models having various input structures were constructed and the best structure was investigated.

In addition, four various training/testing data sets were built by cross-validation methods and the best data set was obtained.

The performance of the ANFIS models in training and testing sets was compared with observations and also evaluated. In

order to get an accurate and reliable comparison, the best-fit model structure was also trained and tested by artificial neural

networks and traditional time-series analysis techniques and the results compared. The results indicate that the ANFIS can

be applied successfully and provide high accuracy and reliability for time-series modelling. Copyright 2007 John Wiley &

Sons, Ltd.

KEY WORDS hydrological time-series; ANFIS; ANN; fuzzy logic; River Great Menderes

plex hydrologic systems and have been widely used

In recent decades, the forecasting of time-series in hydro- for prediction. Some specific applications of ANNs to

logical processes has become quite important to deliver hydrology include modelling the rainfall–runoff process

sustainable use and effective planning and management (Sajikumar and Thandaveswara, 1999), rainfall forecast-

of water resources. In order to estimate hydrological pro- ing (Bodri and Cermak, 2000), river flow forecasting

cesses such as precipitation, runoff and change of water (Chang et al., 2002; Dibike and Solomatine, 2001; Sud-

level by using existing methods, parameters such as the heer and Jain; 2004), sediment transport prediction (Firat

physical properties of the watershed and river network and Güngör, 2004), and sediment concentration estima-

and observed detail data are necessary. In the litera- tion (Nagy et al., 2002). The ASCE Task Committee

ture, there have been many approaches generally used (2000) undertook a comprehensive review of the applica-

in the forecasting of time-series, such as the Box and tions of ANNs in hydrological forecasting context. Jain

Jenkins (1970) autoregressive (AR), AR moving average and Kumar (2007) proposed a new hybrid time-series

(ARMA), AR integrated moving average, and autore- neural network model that is capable of exploiting the

gressive moving average with exogenous inputs methods.

strengths of traditional time-series approaches and ANNs.

Some of the earliest examples of the AR type of stream

Tingsanchali and Gautam (2000) applied neural networks

flow forecast models include those of Thomas and Fier-

and stochastic hydrologic models to the forecasting of

ing (1962) and Yevjevich (1963). Carlson et al. (1970)

floods in two river basins in Thailand.

proposed significant developments in the form of ARMA

Another approach is the fuzzy logic method, first

models of the hydrologic time-series. These approaches

developed to explain the human thinking and decision

have employed conventional methods of time-series fore-

system by Zadeh (Şen, 2001). Several studies have

casting and modelling (Toth et al., 2000; Owen et al.,

been carried out using fuzzy logic in hydrology and

2001; Ho et al., 2002; BuHamra et al., 2003; Zhang,

2003; Arena et al., 2006; Komornik et al., 2006; Moham- water resources planning (Liong et al., 2000; Mahabir

madi et al., 2006). Artificial neural networks (ANNs) et al., 2000; Chang et al., 2001; Özelkan and Duck-

have recently been accepted as an efficient alternative stein, 2001; Nayak et al., 2004a; Şen and Altunkaynak,

2006). Recently, an adaptive neuro-fuzzy inference sys-

tem (ANFIS), which consists of the ANN and fuzzy

logic methods, has been used for several application,

* Correspondence to: Mahmut Firat, Civil Engineering Department, Fac-

ulty of Engineering, Pamukkale University, 20017 Denizli, Turkey. such as database management, system design and plan-

E-mail: mfirat@pamukkale.edu.tr ning/forecasting of water resources (Chang et al., 2001;

HYDROLOGICAL MODELLING USING ANFIS 2123

Nayak et al., 2004b; Chang and Chang, 2006; Chen et al., Knowledge Base

2006; Firat and Güngör, 2007; Firat, 2007). INPUT OUTPUT

The main purpose of this study is to investigate the Database Rulebase

applicability and capability of the ANFIS for hydrolog- Fuzzification Defuzzification

ical time-series forecasting and modelling. To verify the

application of this approach, the River Great Menderes Decision

System

catchment located in the western part of Turkey is cho-

sen as the case study area. The River Great Menderes is Figure 1. The general structure of the fuzzy inference system

one of the most important water resources in Turkey. In

this region, the River Great Menderes has a quite signifi- 2006; Chen et al., 2006; Firat and Güngör, 2007). ANFIS

cant effect on drinking water supply, irrigation, hydro-

uses the learning ability of the ANN to define the

electric energy production and recreation. The River

input–output relationship and construct the fuzzy rules by

Great Menderes flow change depends on various impacts,

determining the input structure. The system results were

such as climatic and hydro-meteorological variables of

obtained by the thinking and reasoning capability of the

the basin, anthropogenic effects of human activities and

fuzzy logic. The hybrid-learning algorithm and subtrac-

water usage for agricultural and hydroelectric energy. To

tive function are used to determine the input structure.

exemplify its applicability and demonstrate that the adap-

The detailed algorithm and mathematical background of

tive network fuzzy inference system has the ability to

the hybrid-learning algorithm can be found in Jang et al.

deal with human activities, we developed ANFIS models

(1997). There are two types of fuzzy inference system

having various input structures for time-series forecast-

in the literature: the Sugeno–Takagi inference system

ing. The models are then applied to the prediction of the

and the Mamdani inference system. In this study, the

flows of the River Great Menderes.

Sugeno–Takagi inference system is used for modelling

of hydrological time-series. The most important differ-

THE ADAPTIVE NEURAL FUZZY INFERENCE ence between these systems is the definition of the con-

SYSTEM sequence parameter. The consequence parameter in the

Sugeno inference system is a linear equation, called a

The fuzzy logic approach is based on a linguistic uncer-

‘first-order Sugeno inference system’, or a constant coef-

tainty expression rather than on numerical uncertainty.

ficient, called a ‘zero-order Sugeno inference system’

Since Zadeh proposed the fuzzy logic approach to

(Jang et al., 1997). It is assumed that the fuzzy inference

describe complicated systems, it has become popular and

system includes two inputs, x and y, and one output, z.

has been used successfully in various engineering prob-

For the first-order Sugeno inference system, typical two

lems (Liong et al., 2000; Mahabir et al., 2000; Chang

rules can be expressed as

et al., 2001; Şen, 2001; Nayak et al., 2004a,b; Chang

and Chang, 2006; Chen et al., 2006; Firat and Güngör,

2007). ANFIS, consisting of the combination of ANNs Rule 1: IF x is A1 and y is B1 THEN f1 D p1 x C q1 y C

and fuzzy logic, has been used by many researchers to r1

organize the network structure itself and to adapt the Rule 2: IF x is A2 and y is B2 THEN f2 D p2 x C q2 y C

parameters of the fuzzy system for many engineering r2

problems, such as the modelling of hydrological time-

series. The fuzzy inference system is a rule-based sys- where x and y are the crisp inputs to the node i, Ai and Bi

tem consisting of three conceptual components. These are the linguistic labels such as low, medium, high, etc.,

are: (1) a rule base, containing fuzzy if–then rules, (2) a which are characterized by convenient membership func-

database, defining the membership function and (3) an tions, and pi , qi and ri are the consequence parameters.

inference system, combining the fuzzy rules and produc- The structure of this fuzzy inference system is shown in

ing the system results (Şen, 2001). The first phase of Figure 2.

fuzzy logic modelling is determination of the member- The ANFIS scheme consists of five layers, and the

ship functions of the input–output variables, the second model can be briefly presented step by step as follows.

phase is the construction of fuzzy rules, and the last phase

is the determination of the output characteristics, out-

w1

put membership function and system results (Firat and mA1 w1(x,y) w1 =

w1+w2

Güngör, 2007; Murat, 2006). Two methods, called the x N f1(x,y)

back-propagation algorithm and the hybrid-learning algo- Π w1 f1

mA2

rithm, provide the learning of the ANFIS and construction f (x,y)

of the rules and are used to determine the membership mB1

function of the input–output variables. A general struc- y N f2(x,y) w2 f2

ture of fuzzy system is demonstrated in Figure 1. Π w2

mB2 w2(x,y) w2 =

ANFIS has been shown to be powerful in modelling w1+w2

numerous processes, such as rainfall–runoff modelling Layer 1 Layer 2 Layer 3 Layer 4 Layer 5

and real-time reservoir operation (Chang and Chang, Figure 2. The ANFIS scheme

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

2124 M. FIRAT AND M. GÜNGÖR

Input nodes (layer 1). Each node in this layer generates Qi5 D fx, y D wi .fi

membership grades of the crisp inputs which belong to i

each of convenient fuzzy sets by using the membership

functions. Each node’s output Oi1 is calculated by w i fi

i

D w i f1 C w i f2 D 7

Oi1 D Ai x for i D 1, 2; wi

i

Oi1 D Bi2 y for i D 3, 4 1

The ANN is trained based on supervised learning. The

where Ai and Bi are the membership functions for the objective is to train adaptive networks having convenient

Ai and Bi fuzzy sets respectively. Various membership unknown functions given by the training data and to find

functions, such as trapezoidal, triangular, Gaussian func- the proper values of the input and output parameters.

tion, etc., can be applied to determine the membership ANFIS applies the hybrid-learning algorithm to achieve

grades. In this study, the Gaussian membership function this aim, which consists of a combination of the ‘gradient

is used: descent’ and the ‘least-squares’ methods. The gradient

x c2 descent method is used to assign the non-linear input

1

Oi D Ai x D exp 2 parameters, and the least-squares method is employed

2 2 to identify the linear output parameters (pi , qi , ri ). The

where the premise parameters change the shape of the antecedent parameter, i.e. MF given in layer 2, is applied

membership function from one to zero. to construct the rules of the ANFIS model. Since the

input variables within a range might be clustered into

Rule nodes (layer 2). In this layer, the AND/OR several classes, the structure of the input layer needs to be

operator is applied to get one output that represents the determined accurately. The ‘subtractive fuzzy clustering’

results of the antecedent for a fuzzy rule, i.e. firing function, which offers an effective result using less rules,

strength. The outputs of the second layer, called firing is applied to solve the problem in the ANFIS modelling

strengths Oi2 , are the products of the corresponding (Nayak et al., 2004b).

degrees obtained from layer 1, termed w, as follows:

Oi2 D wi D Ai xBi y i D 1, 2 3 STUDY AREA AND THE DATA USED

The applicability of ANFIS as a time-series forecasting

Average nodes (layer 3). The main target is to compute model is investigated. To illustrate the validity and capa-

the ratio of firing strength of each ith rule to the sum of bility of the ANFIS method for time-series forecasting

the firing strengths of all rules. The firing strength in this and modelling, the River Great Menderes, the biggest

layer is normalized as river in western Anatolia, located in the western part of

wi Turkey, is chosen. The river has been used for irrigation,

Oi3 D wi D i D 1, 2 4 hydropower generation, domestic use and recreation. The

wi

i

Great Menderes catchment is one of the most important

agricultural regions in Turkey because of its ecological

Consequent nodes (layer 4). The contribution of the ith features. It has a length of 560 km and a drainage area

rule towards the total output or the model output and/or of 24 976 km2 . The annual runoff potential of the river

the function defined is calculated by is 3Ð03 km3 . The location of the River Great Menderes

and its drainage basin are shown in Figure 3. There are

Oi4 D wi fi D wi pi x C qi y C ri i D 1, 2 5 two river-flow gauging stations, Aydın Bridge (706) and

Burhaniye (712), equipped with automatic daily flow

where wi is the ith node output from the previous layer recorders, on the Great Menderes main branch, as shown

as demonstrated in the third layer. fpi , qi , ri g is the in Figure 3. As can be seen in the figure, the flow gaug-

parameter set in the consequence function and also the ing station of Burhaniye (712) is located upstream of the

coefficients of linear combination in the Sugeno inference flow gauging station Aydın Bridge (706). The records

system. of the Aydın Bridge (706) flow gauging station, located

at 27° 500 2600 W and 37° 470 0000 N, are used for time-series

Output nodes (layer 5). This layer is termed the output forecasting and modelling.

node, in which a single node computes the overall output

by summing all incoming signals and it is the last step

of the ANFIS. The output of the system is calculated as RIVER FLOW ESTIMATION BY THE ADAPTIVE

NEURO-FUZZY INFERENCE SYSTEM

w1 x, yf1 x, y C w2 x, yf2 x, y

fx, y D

w1 x, y C w2 x, y Input variables

w 1 f1 C w 2 f2 The river flow process in any cross-section of a river

D 6 system can be characterized as the function of various

w1 C w2

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

HYDROLOGICAL MODELLING USING ANFIS 2125

Figure 3. Location of the River Great Menderes and its drainage area

variables, such as spatial and temporal distribution of between input and output variables are calculated in

rainfall, catchment and river physical characteristics. The order to apply the ANFIS model. Different combina-

relationship between river flow and influential variables tions of the antecedent flows of the two stations were

can be expressed by used to construct an appropriate input structure in the

time-series forecasting model. Two different types of

Qt D fXt C εt 8 model were constructed. The first one, called the Runoff-

where Qt denotes the river flow in any cross-section I forecasting model, includes only the Aydın Bridge

of the river system, Xt is the input vector, which (706) station; the second, called the Runoff-II fore-

consists of many variables (such as the spatial and casting model, consists of a combination of the Aydın

temporal distribution of rainfall, catchment and river Bridge (706) and Burhaniye (712) stations. The gen-

physical characteristics at various time lags), and εt is eral structures of the time-series forecasting models are

the random error. In river flow modelling and forecasting, given in Equation (9) and Equation (10) for the Runoff-

these parameters affect the performance of the forecasting I and Runoff-II models respectively. The structures of

model because the input vector includes a number of the Runoff-I and -II forecasting models are shown in

antecedent values of these variables. Owing to the Tables II and III:

complexity of this process, most conventional approaches

are often unable to provide sufficiently accurate and Qt706 D fQt 1706 , Qt 2706 , . . . ,

reliable results. Qt n706 C εt 9

A total of 5844 observed daily data sets have been

obtained from the river flow gauging stations of the Qt706 D fQt 1706 , Qt 1712 , . . . ,

Aydın Bridge (706) and Burhaniye (712) for the period Qt n706 , Qt n712 C εt 10

1985–2000. To discriminate the process of segregation,

the statistical parameters (i.e. minimum value xmin , max- where Qt represents the river flow at time t, Qt

imum value xmax , mean x, standard deviation sx , varia- 1, . . . , Qt n are the respective river flows at times

tion coefficient cvx , skewness coefficient csx ) for the total t 1, . . . , t n, and εt is the random error.

observed daily data sets are given in Table I. It is evident that the training data sets should cover

all the characteristics of the problem in order to obtain

Model structures an effective forecast. For this purpose, the data set was

One of the most important steps in developing a sat- divided into four training/testing subsets, i.e. m1 , m2 ,

isfactory forecasting model is the selection of the input m3 and m4 , by cross-validation method as a systematic

variables, because these variables determine the struc- process to get effective and sensitive modelling. The

ture of the ANFIS model and affect the weighted coef- structures of the data set are given in Table IV and

ficient and the results of the model. Cross-correlations Figure 4.

In each model every input variable might be clustered

Table I. The statistical parameter for data sets into several class values in layer 1 to build up the fuzzy

rules. Each fuzzy rule is constructed through several

xmin xmax x sx csx parameters of the membership function in layer 2. If

the number of parameters that need to be determined

Qt706 m3 s1 0Ð05 227Ð01 32Ð28 25Ð90 2Ð42

Qt712 m3 s1 0Ð21 211Ð90 20Ð92 11Ð81 1Ð79 increases with the fuzzy rule increment, then the model

structure will become more complicated. In this study, the

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

2126 M. FIRAT AND M. GÜNGÖR

R-I M2 Qt 1706 Qt 2706 2 Qt706

R-I M3 Qt 1706 Qt 2706 Qt 3706 3 Qt706

R-I M4 Qt 1706 Qt 2706 Qt 3706 Qt 4706 4 Qt706

R-I M5 Qt 1706 Qt 2706 Qt 3706 Qt 4706 Qt 5706 5 Qt706

R-I M6 Qt 1706 Qt 2706 Qt 3706 Qt 4706 Qt 5706 Qt 6706 6 Qt706

R-I M7 Qt 1706 Qt 2706 Qt 3706 Qt 4706 Qt 5706 Qt 6706 Qt 7706 7 Qt706

R-II M2 Qt 1706 Qt 1712 Qt 2712 3 Qt706

R-II M3 Qt 1706 Qt 1712 Qt 2712 Qt 3712 4 Qt706

R-II M4 Qt 1706 Qt 2706 Qt 1712 3 Qt706

R-II M5 Qt 1706 Qt 2706 Qt 1712 Qt 2712 4 Qt706

R-II M6 Qt 1706 Qt 2706 Qt 1712 Qt 2712 Qt 3712 5 Qt706

R-II M7 Qt 1706 Qt 2706 Qt 3706 Qt 1712 4 Qt706

R-II M8 Qt 1706 Qt 2706 Qt 3706 Qt 1712 Qt 2712 5 Qt706

R-II M9 Qt 1706 Qt 2706 Qt 3706 Qt 1712 Qt 2712 Qt 3712 6 Qt706

Table IV. The cross-validation data sets for time-series forecast- root-mean-square error RMSE.

ing

N

Cross-validation Dates of the data No. of data QD QD QY QY

iD1

m1 1 Oct 1984–30 Sep 1988 1461 CORR D 11

N

m2 1 Oct 1988–30 Sep 1992 1461

m3 1 Oct 1993–30 Sep 1996 1461 Q Q 2 Q Q 2

D D Y Y

m4 1 Oct 1996–30 Sep 2000 1461 iD1

E1 E2

N

ED E1 D QD QD 2

E1 tD1

Testing Training Training Training

MY1 m1 m2 m3 m4

N

E2 D QY QD 2 12

Training Testing Training Training tD1

MY2 m1 m2 m3 m4 0Ð5

N

QD QY 2

Training Training Testing Training RMSE D 13

iD1

N

MY3 m1 m2 m3 m4

Training Training Training Testing where, QY is the forecasted river flow by ANFIS, QD

MY4 m1 m2 m3 m4 is the observation river flow, QY is the average of

forecasted river flows, and QD is the average of the

Figure 4. The training and testing data set for time-series forecasting

observation river flows. The correlation coefficient is

a commonly used statistic and provides information

on the strength of the linear relationship between the

subtractive fuzzy clustering function is used to establish observed and the computed values. The efficiency E is

the fuzzy rule based on the relationship between the input one of the widely employed statistics to evaluate model

and output variables. The hybrid algorithm is used in performance. The values of CORR and E close to 1Ð0

order to determine the non-linear input and linear output indicate good model performance. RMSE evaluates the

parameters. The learning procedure and the construction residual between measured and forecasted river flow.

of the rules are provided by this algorithm (Nayak et al., Theoretically, if this criterion equals zero then model

2004b; Firat and Güngör, 2007). The performances of the represents the perfect fit, which is not possible at all.

ANFIS models for both the training data and the testing The performances of Runoff-I and -II for time-series

data are evaluated and the best training/testing data set is forecasting models are given in Tables V and VI.

selected according to the absolute average relative error As can be seen from Table IV, the ANFIS models are

AARE, correlation coefficient CORR, efficiency E and evaluated based on their performance in the training and

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

HYDROLOGICAL MODELLING USING ANFIS 2127

Criteria Testing data R-I M1 R-I M2 R-I M3 R-I M4 R-I M5 R-I M6 R-I M7

1989–1992 4Ð040 3Ð910 3Ð930 3Ð940 3Ð970 3Ð960 4Ð030

1993–1996 6Ð400 6Ð130 6Ð300 6Ð720 6Ð290 6Ð290 6Ð30

1996–2000 8Ð940 9Ð210 9Ð200 9Ð03 14Ð17 9Ð030 10Ð71

E 1984–1988 0Ð920 0Ð926 0Ð925 0Ð920 0Ð920 0Ð920 0Ð920

1989–1992 0Ð920 0Ð923 0Ð923 0Ð920 0Ð920 0Ð920 0Ð922

1993–1996 0Ð860 0Ð862 0Ð864 0Ð843 0Ð862 0Ð861 0Ð860

1996–2000 0Ð900 0Ð903 0Ð903 0Ð900 0Ð796 0Ð900 0Ð869

AARE 1984–1988 0Ð073 0Ð073 0Ð073 0Ð074 0Ð074 0Ð074 0Ð075

1989–1992 0Ð120 0Ð120 0Ð115 0Ð116 0Ð115 0Ð117 0Ð127

1993–1996 0Ð190 0Ð229 0Ð321 0Ð184 0Ð22 0Ð242 0Ð195

1996–2000 0Ð102 0Ð100 0Ð103 0Ð102 0Ð122 0Ð102 0Ð112

CORR 1984–1988 0Ð960 0Ð964 0Ð962 0Ð962 0Ð960 0Ð960 0Ð960

1989–1992 0Ð960 0Ð961 0Ð961 0Ð960 0Ð960 0Ð960 0Ð960

1993–1996 0Ð931 0Ð933 0Ð933 0Ð923 0Ð933 0Ð933 0Ð931

1996–2000 0Ð955 0Ð955 0Ð955 0Ð950 0Ð897 0Ð950 0Ð939

Testing data R-II M1 R-II M2 R-II M3 R-II M4 R-II M5 R-II M6 R-II M7 R-II M8 R-II M9

RMSE 1984–1988 6Ð03 6Ð89 6Ð76 6Ð85 6Ð85 7Ð48 7Ð04 7Ð06 7Ð09

1989–1992 6Ð98 6Ð94 6Ð90 6Ð94 6Ð87 6Ð72 6Ð69 6Ð65 6Ð72

1993–1996 6Ð34 6Ð35 6Ð39 6Ð21 6Ð28 6Ð08 6Ð21 6Ð42 6Ð37

1996–2000 9Ð05 9Ð88 9Ð78 9Ð20 9Ð29 9Ð06 9Ð07 9Ð12 9Ð12

E 1984–1988 0Ð934 0Ð929 0Ð930 0Ð933 0Ð930 0Ð922 0Ð932 0Ð928 0Ð927

1989–1992 0Ð924 0Ð922 0Ð928 0Ð931 0Ð931 0Ð930 0Ð935 0Ð930 0Ð930

1993–1996 0Ð858 0Ð854 0Ð851 0Ð864 0Ð861 0Ð870 0Ð863 0Ð857 0Ð861

1996–2000 0Ð900 0Ð900 0Ð900 0Ð900 0Ð891 0Ð900 0Ð897 0Ð898 0Ð888

AARE 1984–1988 0Ð073 0Ð075 0Ð074 0Ð073 0Ð075 0Ð074 0Ð073 0Ð078 0Ð074

1989–1992 0Ð124 0Ð117 0Ð113 0Ð110 0Ð113 0Ð119 0Ð108 0Ð125 0Ð106

1993–1996 0Ð271 0Ð208 0Ð465 0Ð254 0Ð448 0Ð323 0Ð444 0Ð201 0Ð485

1996–2000 0Ð103 0Ð100 0Ð095 0Ð100 0Ð102 0Ð098 0Ð096 0Ð100 0Ð098

CORR 1984–1988 0Ð968 0Ð960 0Ð963 0Ð968 0Ð967 0Ð961 0Ð963 0Ð965 0Ð964

1989–1992 0Ð964 0Ð960 0Ð962 0Ð966 0Ð966 0Ð964 0Ð966 0Ð962 0Ð962

1993–1996 0Ð933 0Ð930 0Ð932 0Ð933 0Ð934 0Ð937 0Ð935 0Ð930 0Ð932

1996–2000 0Ð960 0Ð960 0Ð960 0Ð960 0Ð955 0Ð957 0Ð957 0Ð957 0Ð963

testing sets. Note that the models are trained using non- the best cross-validation training/testing data set was

transformed data. The models show significant variations determined. As seen in Table V, in the testing of R-I M2,

as to the criteria of the performance evaluation given in the lowest value of the RMSE is 3Ð910 (for MY1) and the

Table V. It appears that the ANFIS models are accurate highest is 9Ð210 (for MY4). On the other hand, it appears

and consistent in different subsets, where all the values of that all the values of AARE, efficiency E and CORR

RMSE and AARE are small enough, and all correlation of the MY1 data set are higher than those of other data

coefficients and efficiencies are very close to unity. The sets are. As a result, the ANFIS model consisting of two

lowest value of the RMSE is 3Ð910 (in R-I M1) and antecedent flows is chosen as the best-fit model structure.

the highest is 14Ð17 (in R-I M5). The values of the This ANFIS model showed the highest performance in

AARE (7Ð30%) and RMSE (3Ð910) in forecasting R-I training of the MY1 cross-validation data set.

M2 are much lower than those of the other models are. Table VI shows that the lowest value of the RMSE is

In addition, the efficiency value (0Ð926) and correlation 6Ð03 (in R-II M1) and the highest value is 9Ð88 (in R-II

coefficient (0Ð964) of the model R-I M2 are higher than M2). The values of AARE (7Ð30%) and RMSE (6Ð03)

those of the other models are. R-I M2, which consists in forecasting R-II M1 are much lower than those of

of two antecedent flows in the input, shows the highest other models are. In addition, the values of E (0Ð934)

efficiency and correlation and the minimum RMSE and and CORR (0Ð968) in forecasting R-II M1 are higher

AARE. As a result, R-I M2 is selected as the best-fit than those of other models are. R-II M1, which consists

model to estimate the river flow in the Great Menderes of two antecedent flows in the input, shows the highest

catchment. The performance of the best model (R-I M2) efficiency and correlation and the minimum RMSE and

was compared for all the cross-validation data sets and AARE. As a result, R-II M1 is selected as the best-fit

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

2128 M. FIRAT AND M. GÜNGÖR

model to estimate the river flow in the Great Menderes As seen from Table VII, performance of the R-II M1

catchments. The performance of the best model (R-II forecasting model is better than that of R-I M2 model.

M1) was compared for all the cross-validation data sets According to the criteria previously mentioned, the R-

and the best cross-validation training/testing data set was II M1 forecasting model structure is selected as the

determined. As seen in Table VI, in the testing of Model best-fit time-series forecasting model trained with the

1, the lowest value of the RMSE is 6Ð03 (for MY1) MY1 data set. The best-fit model structure for the time-

and the highest value is 9Ð34 (for the MY1 data set). series forecasting and modelling is shown in Figure 5

On the other hand, it appears that all the values of and the training parameters of this model are given in

AARE, E and CORR of the MY1 data set are higher Table VIII.

than those of other data sets are. As a result, the ANFIS

model consisting of two antecedent flows was chosen as

the best-fit model structure. This ANFIS model showed

the highest performance in training of the MY1 data Q(t-1)706 . Π Π

set. The best-fit structures of the Runoff-I and Runoff- .

II models are given in Equation (14) and Equation (15)

respectively. The performances of the best-fit R-I M2 and Π Π Q(t)706

R-II M1 forecasting models are shown in Table VII. .

.

.

.

.

.

. . .

.

R-I M2 ANFIS model : .

Π Π

Q(t-1)712

Qt706 D fQt 1706 , Qt 2706 C εt 14

Input Membership Output Membership

Fuzzy Rules Output

R-II M1 ANFIS model : Functions Functions

Figure 5. The structure of the best ANFIS model for time-series forecast-

Qt706 D fQt 1706 , Qt 1712 C εt 15 ing

R-II M1 ANFIS models Table VIII. The training parameters of the R-II M1 ANFIS

forecasting model

Model Testing set

Number of rules 4

RMSE E AARE CORR Number of iterations 30

Membership function Gauss

R-I M2 7Ð100 0Ð926 0Ð073 0Ð964 AND method prod

R-II M1 6Ð830 0Ð934 0Ð073 0Ð968 Defuzzification method Weighted average

250 240

River Flow River Flow

200 200

ANFIS Estimation

ANFIS Estimation

160

150

120

100

80

50

40

0 0

0 50 100 150 200 250 0 40 80 120 160 200 240

Observation Observation

250 240

River Flow River Flow

200 200

ANFIS Estimation

ANFIS Estimation

160

150

120

100

80

50 40

0 0

0 50 100 150 200 250 0 40 80 120 160 200 240

Observation Observation

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

HYDROLOGICAL MODELLING USING ANFIS 2129

components. Trend is the evidence of an increase or

The results of the ANFIS models are compared with

decrease of process parameters (mean and standard

the observed flows in order to evaluate the performance

deviation) with time. It is understood that there is a

of the training/testing of the runoff models. Figure 6

periodic component when the parameters of the process

shows the scatter diagrams of the estimated values of

show variation in a determined period. The Box–Cox

the training/testing of the ANFIS models and observed

transformation was applied to the data to converge the

values.

data to a normal distribution. The periodicities of the

Figure 6 demonstrates that the ANFIS model perfor-

daily means and standard deviations were calculated by

mance is, in general, accurate and satisfactory, where all

data points are quite near the line of agreement. The using Fourier series to arrange the periodicity in the data.

results of the ANFIS model demonstrate that the ANFIS DYt DY

can be successfully applied to establish accurate and reli- DNYt D 16

able time-series forecasting models. In order to get a DY

true and effective evaluation of the performance of the where DNY(t) is the normalized time-series variable,

ANFIS model, the best model structure having two input DY(t) is the original time-series variable, DY is the mean

variables has also been trained and tested by ANNs and of the original time-series data and DY is the standard

traditional time-series analysis techniques, i.e. AR mod- deviation of the original time-series data. An AR(2)

els. model, which includes input variables of the Runoff-I

model, is used to compare the responses of the R-II M1

Artificial neural network model ANFIS model. The structure of the AR model can be

The ANN models are trained and tested using the same expressed by the following:

non-transformed data set. The error back-propagation

algorithm and tangent activation function are used for

N

training/testing of the ANN models. The number of Qt D ˛i Qt i C εt 17

iD1

hidden layers and the hidden neurons in this layer, the

learning rate (0Ð1), the coefficient of momentum (0Ð5) where Qt is the daily river flow, Qt i is the river

and epochs (1000) were selected by trial and error during flow at time t i, ˛ is the AR parameter to be

the training. The structure of the Runoff-II ANN model determined, i is an index representing the order of the AR

consists of 10 hidden neurons. model and εt is the random error. In addition, a Markov

model is used in order to evaluate the performance

Autoregressive model of the R-II M1 ANFIS model, which consists of the

In traditional time-series analysis, the data set must be combination of flows of river flow gauging stations.

divided in to a periodic component, a trend component, an In this study, a first-order Markov model is chosen

240 240

River Flow River Flow

200 200

ANFIS Estimation

ANN Estimation

160 160

120 120

80 80

40 40

0 0

0 40 80 120 160 200 240 0 40 80 120 160 200 240

Observation Observation

250 250

River Flow River Flow

200 200

ANFIS Estimation

ANN Estimation

150 150

100 100

50 50

0 0

0 50 100 150 200 250 0 50 100 150 200 250

Observation Observation

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

2130 M. FIRAT AND M. GÜNGÖR

to compare the results of the R-II M1 ANFIS model Table IX. Comparison of test performances of ANFIS, ANN and

consisting of the river flows of two stations. Once the traditional models

estimates of the traditional time-series model coefficients Model RMSE E AARE CORR

have been obtained using the training data set, the

model can be validated by computing the performance R-I M2 ANFIS 7Ð100 0Ð926 0Ð073 0Ð964

statistics during both the training and testing data sets. R-I M2 ANN 9Ð620 0Ð875 0Ð103 0Ð938

The performances of the ANFIS, the ANN and the AR(2) (for Runoff-I) 10Ð34 0Ð856 0Ð118 0Ð928

traditional time-series analysis techniques are given in R-II M1 ANFIS 6Ð830 0Ð934 0Ð073 0Ð968

R-II M1 ANN 9Ð997 0Ð892 0Ð108 0Ð911

Table IX and a comparison of the results of the ANFIS AR(1) model (for Runoff-II) 10Ð045 0Ð869 0Ð113 0Ð934

and ANN models is shown in Figure 7.

Copyright 2007 John Wiley & Sons, Ltd. Hydrol. Process. 22, 2122– 2132 (2008)

DOI: 10.1002/hyp

HYDROLOGICAL MODELLING USING ANFIS 2131

RMSE and AARE are smaller and all the correlation

coefficients and efficiency are very close to unity. The

performances of the Runoff-I and -II forecasting models

were compared and the Runoff-II model trained with

the MY1 data set was selected as the best-fit model

structure according to the performance criteria previously

mentioned. According to the results of the R-II M

forecasting models, R-II M1, which consists of two

antecedent flows in the input, shows the highest efficiency

and correlation and the minimum RMSE and AARE. As a

Figure 9. Rule base of the R-II M1 ANFIS forecasting model result, the R-II M1 is the best-fit model for the time-series

forecasting in the Great Menderes catchment. In order to

Comparing the ANFIS and ANN forecasting models, get a true and effective evaluation of the performance of

it can be seen that the values of the AARE and RMSE the R-II M1 ANFIS model, the best-fit model structure

of the ANFIS model are much lower than that of the having two input variables was also trained and tested

ANN model are. It appears that the AARE of the ANFIS using ANNs. Comparing the two estimation models, it

model is lower (7Ð30%) than the ANN (10Ð08%) during can be seen that the values of the AARE and RMSE

testing. The RMSE value of the ANFIS model is also of the ANFIS model are much lower than those of the

lower (6Ð830) than that of the ANN model (9Ð997). In ANN model. The values of E and CORR of the ANFIS

addition, the values of the efficiency E and correlation model are higher than those of the ANN. It may be noted

coefficients CORR of the ANFIS model are higher than that the ANN model requires a trial-and-error procedure

those of ANN model are. The efficiency of the ANFIS to develop the best network structure, whereas such a

model is much higher (0Ð934) than that of the ANN model procedure is not required in developing an ANFIS model.

(0Ð892). The CORR of the ANFIS model is also higher The results suggest that the ANFIS method is superior to

(0Ð968) than the ANN (0Ð911). The results suggest that the ANN method in the modelling of time-series. The

the ANFIS method is superior to the ANN method in the results of the ANFIS model show that the ANFIS can be

modelling of time-series. The membership function and applied successfully to establish time-series forecasting

the rule base of the R-II M1 ANFIS forecasting model models, which could provide accurate forecasting and

are shown in Figure 8 and Figure 9 respectively. modelling of time-series.

As can be seen from these figures, four membership

functions and rules were used in modelling of the hydro-

logical time-series using the ANFIS method. Moreover, ACKNOWLEDGEMENTS

it may be noted that a trial-and-error procedure has to be

performed for the ANN model to develop the best net- We are grateful to the anonymous referees for their

work structure, whereas no such procedure is required in helpful and constructive comments on an earlier draft

developing an ANFIS model. Moreover, in the current of this paper.

study, the ANFIS model was trained by using just 30

epochs, whereas the ANN model took 1000 epochs.

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