Introduction Background Methodology Results Conclusion

Nonlinear Dynamics of the Great Salt

Lake: Short Term Forecasting and
Probabilistic Cost Estimation

Cameron Bracken
Humboldt State University

E441
December, 2008
Introduction Background Methodology Results Conclusion

Great Salt Lake

I Terminal Lake
Idaho
I No Surface Outflow
I Only “outflows” are
subsurface and
Great evaporation
Salt Wyo
I High Salt Content
Nevada

Lake Utah I Drainage Area 90,000 km2

I Lake acts as a low pass
filter.
I Reflects long term
atmospheric trends.
N
Outline of Great
Salt Lake Basin
Introduction Background Methodology Results Conclusion

Typical Terminal Lake Behavior

Erratic and drastic fluctuations in volume and stage.
4195 4200 4205 4210
Surface Elevation (ft.)

1850 1900 1950 2000

GSL 1983-1987: Lake gained 1.5 MAF and rose 10 ft. Peak of
4211.60 ft.
Introduction Background Methodology Results Conclusion

Past efforts

I Water balance model which require a TON of data (1979).

I Correlate with other atmospheric data (2008).
I ARMA model directly on the time series?
I Data is not stationary.
I ARMA models with huge (∼ 70) lags have failed.
I Really need a nonlinear autoregressive model.
Introduction Background Methodology Results Conclusion

Past efforts

I Water balance model which require a TON of data (1979).

I Correlate with other atmospheric data (2008).
I ARMA model directly on the time series?
I Data is not stationary.
I ARMA models with huge (∼ 70) lags have failed.
I Really need a nonlinear autoregressive model.
I Use the filtering effect to justify modeling as a low
dimensional chaotic system.
Introduction Background Methodology Results Conclusion

Chaotic Systems
Chaos is:
“(1) Aperiodic long-term behavior in a (2)
deterministic system that exhibits (3) sensitive
dependence on initial conditions”. [Strogatz, 1994]
Introduction Background Methodology Results Conclusion

Chaotic Systems
Chaos is:
“(1) Aperiodic long-term behavior in a (2)
deterministic system that exhibits (3) sensitive
dependence on initial conditions”. [Strogatz, 1994]

Lorenz System:

ẋ = σ(y − x )
ẏ = rx − y − xz
ż = xy − bz
Introduction Background Methodology Results Conclusion

Chaotic Systems
Chaos is:
“(1) Aperiodic long-term behavior in a (2)
deterministic system that exhibits (3) sensitive
dependence on initial conditions”. [Strogatz, 1994]

Lorenz System:

ẋ = σ(y − x )
ẏ = rx − y − xz
ż = xy − bz

→Nonlinear
Introduction Background Methodology Results Conclusion

Chaotic Systems
Chaos is:
“(1) Aperiodic long-term behavior in a (2)
deterministic system that exhibits (3) sensitive
dependence on initial conditions”. [Strogatz, 1994]
Prediction
Lorenz System: fails out
here

ẋ = σ(y − x )
ẏ = rx − y − xz
ż = xy − bz thorizon

→Nonlinear t =0
Two indistinguishable
initial conditions
Introduction Background Methodology Results Conclusion

Chaotic Systems
Chaos is:
“(1) Aperiodic long-term behavior in a (2)
deterministic system that exhibits (3) sensitive
dependence on initial conditions”. [Strogatz, 1994]

Lorenz System:

ẋ = σ(y − x )
ẏ = rx − y − xz
ż = xy − bz z
→Nonlinear
y
x
Introduction Background Methodology Results Conclusion

Chaotic Systems
Chaos is:
“(1) Aperiodic long-term behavior in a (2)
deterministic system that exhibits (3) sensitive
dependence on initial conditions”. [Strogatz, 1994]

Lorenz System:

ẋ = σ(y − x )
ẏ = rx − y − xz

z
ż = xy − bz

→Nonlinear
y
x

Statistically, high dimensional chaos = randomness.

Introduction Background Methodology Results Conclusion

Attractor Reconstruction
Technique of geometrically reconstructing an attractor from
sample of a single coordinate of a dynamical system (just a time
series)!
Introduction Background Methodology Results Conclusion

Attractor Reconstruction
Technique of geometrically reconstructing an attractor from
sample of a single coordinate of a dynamical system (just a time
series)!

First define the time series st in terms of indexes:

sn+T = st0 +(n+T )τs

Then construct a vector of lagged or “embedded” time series:

yn = [sn , sn+T , sn+2T , ..., sn+(dE −1)T ]

Introduction Background Methodology Results Conclusion

Attractor Reconstruction
Technique of geometrically reconstructing an attractor from
sample of a single coordinate of a dynamical system (just a time
series)!

en+6
zn+6

zn+3 en+3
zn en
Lorenz reconstructed GSL Reconstructed
Introduction Background Methodology Results Conclusion

Forecast Model

For a forecast starting at index I , the water surface elevation K

steps in the future is a function of the current state of the
system:

sI +K = f (yI ) + εI
where

yI = [sI −(dE −1)T −1 , ..., sI −(dE −2)T −1 , sI −1 ]

Any regression model can be used to construct f . If f is linear
and T = 1 then this is a linear AR model.
Introduction Background Methodology Results Conclusion

Generating Ensembles

1. Construct f with locally weighted polynomial model with α

and p.
2. Fit models to all combinations of parameters: dE , T , α,
and p.
3. Evaluate goodness of fit.
4. Forecast with each model within acceptable range (10%).
Introduction Background Methodology Results Conclusion

Forecast Results

Time horizon for GSL ≈ 1 year. 1985 event.

Introduction Background Methodology Results Conclusion

Forecast Results

Time horizon for GSL ≈ 1 year. 1985 event.

4206 4208 4210 4212

4206 4208 4210 4212
Stage (ft. above MSL)

1985 1986 1987 1988 1989 1985 1986 1987 1988 1989

Blind Forecast10-step Forecast.

Introduction Background Methodology Results Conclusion

Forecast Results

Time horizon for GSL ≈ 1 year. 1985 event.

4206 4208 4210 4212

4206 4208 4210 4212

Stage (ft. above MSL)

1985 1986 1987 1988 1989 1985 1986 1987 1988 1989

5-step Forecast.1-step Forecast.

Introduction Background Methodology Results Conclusion

Probabilistic Cost Estimate

Probability Density

Real density
function for
February 1987,
cost function is
hypothetical.

Cost ($)
Introduction Background Methodology Results Conclusion

Conclusion

I Nonlinear time series methods are powerful generalizations

to linear models.
I Able to blind forecast accurately within time horizon.
I Ensemble for probabilistic cost forecast.

The End
Introduction Background Methodology Results Conclusion

Constructing a Phase Space Model

Use a series of tests (Average mutual information, False nearest
neighbor, etc.) to determine appropriate ranges of dE and T
(GSL dE = 3–5, T = 13–18). For a forecast starting at I

s1 s1+T s1+(dE −1)T

 
···
 s2 s2+T ··· s2+(dE −1)T 
S= .. .. .. ..
 
. . . .

 
sI −2−(dE −1) sI −2−(dE −1)T +T ··· sI −2−(dE −1)T +(dE −1)T
Introduction Background Methodology Results Conclusion

Constructing a Phase Space Model

Use a series of tests (Average mutual information, False nearest
neighbor, etc.) to determine appropriate ranges of dE and T
(GSL dE = 3–5, T = 13–18). For a forecast starting at I

s1 s1+T s1+(dE −1)T

 
···
 s2 s2+T ··· s2+(dE −1)T 
S= .. .. .. ..
 
. . . .

 
sI −2−(dE −1) sI −2−(dE −1)T +T ··· sI −2−(dE −1)T +(dE −1)T

s1+(dE −1)T +1
 
 s2+(dE −1)T +1 
r= ..
 
.

 
sI −2−(dE −1)T +(dE −1)T +1