Electrical Engineering in Japan, Vol. 130, No.
4, 2000
Translated from Denki Gakkai Ronbunshi, Vol. 118-D, No. 3, March 1998, pp. 329–334
Short-Term Prediction of Water Flow Data into Hydroelectric Power Stations
Using Local Fuzzy Reconstruction Method
TADASHI IOKIBE, YOSHITSUGU YONEZAWA, and MINAKO TANIGUCHI
Meidensha Corporation, Japan
SUMMARY
For predicting the flow into a hydroelectric power
station, complex natural phenomena have to be dealt with,
so conventional mathematical models based on hydraulics
may not produce satisfactory results. When a neural net-
work is used, its construction cannot be easily determined,
and extra neural networks must be provided separately in
addition to the normal neural network, according to experts’
opinions about the problem. To solve these problems, the
authors took the standpoint that if the inflow rate time-se-
ries data for hydroelectric power stations exhibit determi-
nistic chaos, the status in the near future can be predicted.
Thus, the authors have applied the local fuzzy reconstruc-
tion method as a deterministic nonlinear short-term predic-
tion method to data for the flow of water into hydroelectric
power stations. In this paper, typical outflow analysis
method using conventional mathematical models is first
described briefly. Next, the “Local Fuzzy Reconstruction
Method” is described. Third, chaotic behavior of water flow
data into hydroelectric power stations is illustrated. Finally,
the results of applying the method to the prediction of the
flow into hydroelectric power stations are presented.
© 2000 Scripta Technica, Electr Eng Jpn, 130(4): 99–106,
2000
Key words: Chaos; deterministic nonlinear short-
term prediction; local fuzzy reconstruction method; predic-
tion of inflow rate of hydroelectric power station.
1. Introduction
The uses of dams include the prevention of disasters,
the high-efficiency operation of hydroelectric power gen-
eration facilities, and the maintenance of water supply for
agriculture and waterworks; however, the prediction of the
flow rate flowing into a dam is the most important subject
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in either case. For example, in the economic operation of
the hydroelectric and thermal power system, since it is
necessary to operate them according to the inflow rate
patterns and power system load patterns, the prediction of
the inflow rate and power system load is indispensable.
Typical analytical methods conventionally used in
inflow rate prediction are the unit hydrograph method based
on mathematical model, accumulation function method,
and tank model method, as well as that using recurrent
neural networks.
However, since the object is a natural phenomenon
with complicated behavior, the methods based on mathe-
matical models have both the problem that a generalized
water system modeling technique is not yet established and
the problem of parameter identification when applied to
individual dams. Moreover, in the case of using the recur-
rent neural network, since there are problems of how to
determine the network structure and the impossibility of
guarantee of an output for unlearned conditions, its practi-
cal use is difficult. On the other hand, there have been recent
studies using the information from weather radars and
weather satellites [1–3].
Taking the standpoint that the prediction of the near
future is convenient and possible with high accuracy by
using the deterministic nonlinear short-term prediction
technique if the inflow rate time-series data for the hydro-
electric power stations exhibit deterministic chaos, we have
investigated the chaoticity of the time-series data under
consideration; and, as a result, it has become clear that they
represent lower-dimensional chaos.
Based on this result, we have carried out inflow rate
prediction by means of the local fuzzy reconstruction
method [4], which is one of the deterministic nonlinear
short-term prediction techniques, and the Gram–Schmidt
orthogonal system method [6], which has already been
applied in inflow rate prediction [5]; as a result, higher
prediction accuracy can be obtained in the former in all
prediction steps up to 6 hours ahead for every hour. In
particular, the correlation coefficients between predicted
© 2000 Scripta Technica
values and observed values on 1 hour ahead are 0.93 to 0.96. 3. Local Fuzzy Reconstruction Method
We will describe these in the following.
One of the engineering applications of chaos is deter-
ministic nonlinear short-term prediction. This is used to
discover some deterministic regularity in the phenomenon
2. Analytical Method by Mathematical Models which is considered to lack noise or regularity convention-
ally and to try to predict its near future state.
As to the analytical methods for dam inflow rate Concretely, the observed time-series data are recon-
prediction, the mathematical models based on hydraulics structed into a multidimensional state space by Takens’s
embedding theorem [7]; using the adjoining vectors of the
are well known conventionally. Next, we will briefly de-
data vector containing the time-series data observed re-
scribe the distinctive features and problems of the typical
cently, the prediction of the near future is carried out, by
ones. performing local reconstruction until the deterministic cau-
(1) Rational expression method sality is gone, from the observed data at a certain time point.
When there is an effective rainfall in the basin and it Local reconstruction methods include the local fuzzy
continues to rain over the arrival time of flood, the maxi- reconstruction method, the tessellation method [8], and the
mum flow rate will occur at the calculation point for the Gram–Schmidt orthogonal system method; however, the
first time. By using this principle, the arrival time of flood, local fuzzy reconstruction method is superior in both pre-
the maximum average time rainfall within arrival time, and diction performance and calculation time [9]. We will ex-
the outflow coefficient are calculated; the peak flow rate is plain the local fuzzy reconstruction method below.
derived by the fundamental equations. This method is con- As shown in Fig. 1, let z(T) be the data vector
venient and is suitable for Japanese rivers, but the flow rate containing the time-series data y(T) observed recently
curves cannot be calculated. among the data vectors constituting the attractor appearing
(2) Accumulation function method when the time-series data y(t) is embedded, by Takens’s
This is a method in which the outflow rate is calcu- embedding theorem, in the d-dimensional state space Rd
lated from the rainfall rate by introducing the process of with an embedding dimension d and a delay time W.
basic accumulation into the conversion process of rainfall Next, let us consider the dynamics of the trajectories
in the adjoining space S(T) of z(T).
and outflow and utilizing the monovalent functional rela-
Since Rd is an orthogonal space, N units of data
tion of outflow rate and accumulation rate determined by
vectors x(i) in the vicinity of z(T) are selected, with the
considering a delay time. It has few constants and is con- Euclidean distance as a measure, in order from the smallest
venient but there is a problem in the prediction accuracy
other than peak.
(3) Tank model method
The basin is represented by a tank in which multiple
holes are opened and it is assumed that the outflow height
is proportional to the depth of water above the outflow hole,
and the flow rate is derived from the rainfall. The time delay
elements are represented by connecting several stages of
tanks in series. This technique has many constants and the
determination is difficult mathematically.
(4) Unit hydrograph method
When the effective rainfall is regarded as a unit that
continues to rain at a constant intensity in a certain constant
time, this effective rainfall is called unit effective rainfall.
When there is a unit effective rainfall uniformly in a certain
basin, the time flow rate curve of outflow based on that unit
effective rainfall is regarded as a unit flow rate graph; by
using this graph, the outflow rate is calculated. This method
is well adapted in the foreign rivers whose basin area is
wide, but it is not suitable to the Japanese rivers whose basin
area is narrow and complicated, and, moreover, it requires
enormous calculation time. Fig. 1. Embedding time-series data.

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 Fig. 2. Dynamics of trajectories in local space.
on the separate trajectories. When the number of steps
desired to be predicted is set as s, the data vector x(i + s) of
x(i) s steps ahead is selected. The dynamics of the trajecto-
ries to the subspace S(T + s) after s steps from the adjoining
space S(T) of z(T) can be expressed, from x(i) and x(i + s),
as the following fuzzy rule:
(1)
As shown in Fig. 2, the antecedent representation
expresses that the adjoining space S(T) of z(T) is fuzzy-di-
vided by x(i). The membership functions of x(i) and x(i +
s) become a d-dimensional configuration. With z(T) as the
input into the aforementioned fuzzy rule, the predicted
value ^ z(T + s) of z(T) s steps ahead is determined by
performing fuzzy inference and the predicted value ^y(T) of
y(T) s steps ahead which is the object is determined from
the elements constituting ^ z(T + s).
In this technique, the time-series prediction is possi-
ble by setting only the embedding dimension and delay
time, which are the parameters for embedding the time-se-
ries data under consideration into the multidimensional
state space as well as the number of adjoining data vectors
which is the parameter for expressing the dynamics of the
trajectories in the local region. Moreover, the identification
of the dynamics which the system possesses has the distinc-
tive feature that it is automatically updated each time the
data are observed.
4. Application to Inflow Rate Prediction
The examples applied this time are the inflow rate
time-series data for the hydroelectric power stations in the
water system of Tainai River in the Kaetsu region of Niigata
prefecture. Figure 3 shows the layout of the dams and
hydroelectric power stations of that water system.
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Fig. 3. Layout of dams and hydroelectric power stations.
The Kazekura power station is a dam type, Tainai No.
1 power station is a dam waterway type with a surge tank,
Tainai No. 2 power station is a dam type, and Tainai No. 3
power station is a dam waterway type.
The inflow rate time-series data for the power stations
used are all observed every hour from 1:00 PM on July 1,
1995 to 12:00 PM on September 30, 1995. As typical
examples, Fig. 4 shows the time-series data of Kazekura
power station and Tainai No. 3 power station.
4.1 Evaluation of chaoticity
(1) Evaluation technique
Before performing prediction, it is first necessary to
evaluate whether or not the inflow rate time-series data for
the respective hydroelectric power stations exhibit determi-
nistic chaos.
Although the definition of chaos varies depending on
the standpoint of the researchers [10], we herein adopt
assumptions that the maximum Lyapunov index is positive,
the autocorrelation function is zero due to the increase in
delay time, and the power spectrum exists where broad
band continues, as proposed by Katayama [12], which are
based on Ott’s definition [11] and are advantageous in
computer processing.
Table 1 shows the Lyapunov spectra of the inflow rate
time-series data for the respective hydroelectric power sta-
 Fig. 5. Autocorrelation in time.

Fig. 4. Observed inflow rate time-series data.

tions; as typical examples, Fig. 5 shows the variations of

the autocorrelation functions and Fig. 6 shows the power
spectra of the Kazekura power station and Tainai No. 3
power station.
(2) Evaluation results
The following can be said from the above results.

(a) Evaluation by Lyapunov spectrum

The maximum Lyapunov indices of all inflow rate
time-series data are positive and the minimum Lyapunov

Table 1. Lyapunov spectrum

Hydroelec-
tric power First-order Second-order Third-order
station
Kazekura 0.281776 0.005991 –0.005793
Tainai No. 1 0.287151 0.000737 —
Tainai No. 2 0.682996 0.062542 –0.016790
Fig. 6. Power spectrum.

102
indices except Tainai No. 1 power station are negative. This Table 2. Parameters for predicting the inflow rates and
result shows that the trajectories diverge along a certain axis predicted performance after 1 hour
and converge along other axes; configuring a chaotic attrac-
Hydroelectric Correlation
tor. The minimum Lyapunov index of the Tainai No. 1 dMWMN RMSE
power station coefficient
power station shows a positive value, but this may be due
to the effect of noises or calculation errors. Kazekura 3-6-9 0.939 2.37
(b) Evaluation by autocorrelation function Tainai No. 1 2 - 7 - 10 0.952 2.14
It becomes zero rapidly with time, and repeats
nonzero and zero after that. It is thus seen that all inflow Tainai No. 2 3-2-9 0.957 2.43
rate time-series data possess chaoticity along with some Tainai No. 3 2 - 8 - 10 0.958 3.08
periodicity. dMWMN: embedding dimension, delay time, number of ad-
(c) Evaluation by power spectrum joining data vectors
The frequency components exist where the broad
band continues. This shows that all inflow rate time-series RSME: root mean square error
data do not possess specific frequency components, and are
either deterministic chaos or random noises.
Therefore, it can be judged that all inflow rate time-
series data are deterministic chaos and short-term predic-
tion is possible. namely, it best reflects the phase structure of the original
time series.
(2) Prediction results
4.2 Results of prediction by local fuzzy Table 2 shows the parameters for predicting inflow
reconstruction method rates of the respective hydroelectric power stations and the
predicted performance after 1 hour (correlation coefficient,
(1) Prediction procedures
RMSE). As typical examples, Fig. 7 shows part (’95.9.6 to
As the initial value for embedding the first half of the
observed time-series data, y
t n1 / 2
­ ½
, it is reconstructed in ’95.9.15) of the time-series of the predicted values and
® ¾
t 0
¯ ¿

d-dimensional state space with a delay time W. By using the measured values 1 hour ahead and Fig. 8 shows their
reconstructed attractor, one step ahead is predicted by the correlations at Kazekura power station and Tainai No. 3
local fuzzy reconstruction method. Next, y ­
®
½
¾ is power station.
¯t n1 / 21
¿
added to the embedding and the next one step ahead is
predicted. This is repeated until the time-series data are
used up.
For the optimal embedding dimension, delay time,
and number of adjoining data vectors, the combination is
selected whose prediction performance is the highest,
(3) Evaluation of predicted results
When the prediction of 1 hour ahead is performed by
using the time-series data observed every hour, very high
prediction accuracies have been obtained with the correla-
tion coefficients between predicted values and observed
values being 0.93 to 0.96. Moreover, it is seen from Table

Fig. 7. Observed values and predicted values in 1-hour advance.

103
2 that the inflow rate time-series data for the hydroelectric
power stations used this time are lower-dimensional chaos.

4.3 Comparison with Gram–Schmidt

orthogonal system method

(1) Purpose and results

In the inflow rate prediction of hydroelectric power
stations, the immediately-after (after 10 minutes), short-
term (after 1 hour), and long-term (after several hours to 1
day) predictions are sought.
On the other hand, as discussed in Section 1, there
was a report that used the Gram–Schmidt orthogonal sys-
tem method as the deterministic prediction method for dam
inflow rate prediction. Thus, in this section we will carry
out prediction of 1 hour ahead to 6 hours ahead at every
hour by means of the Gram–Schmidt orthogonal system
method and the local fuzzy reconstruction method.
As typical examples, Fig. 9 shows the variations of
the correlation coefficients between predicted values and
measured values when the prediction steps are changed
from one step to six steps (1 hour to 6 hours) at Kazekura
power station and Tainai No. 3 power station. Fig. 9. Comparison of prediction performance.

(2) Evaluation
In all prediction periods, the prediction accuracy of
the local fuzzy reconstruction method which is a local
nonlinear reconstruction method is higher and prediction
up to more hours ahead is possible. This may be due to the
fact that the nonlinear characteristics which the inflow rate
data of the hydroelectric power stations used this time
possess can be better represented by the local fuzzy recon-
struction method compared to the Gram–Schmidt orthogo-
nal system method which is a local linear reconstruction
method.
Moreover, regarding long-term prediction, if it is
good enough that the correlation coefficient between pre-
dicted value and observed value is about 0.8, the prediction
may be effective up to about 2 to 3 hours ahead when the
time-series data observed at 1-hour intervals are to be
predicted by the local fuzzy reconstruction method.

5. Conclusions

Since the inflow rate prediction for hydroelectric

power stations deals with natural phenomena having com-
plicated behavior, it is difficult to obtain sufficient results
Fig. 8. Correlation between predicted and observed in the analysis by mathematical models based on the con-
values. ventional hydraulics. Moreover, in the case of using neural

104
networks, it is not easy to determine their structure and the
problem has been pointed out that the neural networks for
ordinary time and for peculiar time must be provided sepa-
rately.
Taking the standpoint that prediction of the near
future is possible if the inflow rate time-series data for the
hydroelectric power stations exhibit deterministic chaos,
the authors have investigated, by Katayama’s technique
based on Ott’s definition, the chaoticity and the optimal
embedding dimension; as a result, they have shown that
these data are lower-dimensional chaos. Based on this
result, they have carried out inflow rate prediction by means
of the local fuzzy reconstruction method which is one of
the deterministic nonlinear short-term prediction tech-
niques, and are able to obtain high prediction accuracy with
the correlation coefficients between predicted values and
observed values 1 hour ahead being 0.93 to 0.96.
Moreover, in order to grasp the prediction perform-
ance of the proposed technique, they have carried out
prediction 1 to 6 hours ahead at every hour; the prediction
accuracy of the proposed technique is found to be higher in
all periods compared to the Gram–Schmidt orthogonal
system method and it is shown that prediction up to more
hours ahead is possible.
From the fact that the chaoticity and the prediction
performance of the inflow rate data using this time are
roughly the same, it can be judged that the dynamics of
these time-series data are roughly the same. This may be
due to the fact that the hydroelectric power stations under
consideration are in the same water system and are installed
at relatively closer locations. On the other hand, the differ-
ence in the optimal embedding dimensions could be due to
the fact that Kazekura power station and Tainai No. 2 power
station are dam types, and Tainai No. 1 power station and
Tainai No. 3 power station are dam waterway types; how-
ever, investigations for other water systems are necessary.
We have herein carried out short-term prediction
using the time-series data observed every hour; however,
immediately-after prediction using the time-series data ob-
served every minute and long-term prediction using the
time-series data observed every day are future subjects of
study.
Acknowledgment
The authors thank the Industry Bureau of Niigata
Prefecture for supplying the inflow rate data of the hydro-
electric power stations used in this research.
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 AUTHORS (from left to right)

Tadashi Iokibe (member) graduated from the Department of Electrical Engineering of Osaka Institute of Technology in
1974 and joined Meidensha Corporation. He received a D.Eng. degree in 1994. He is engaged mainly in research on industrial
applications of fuzzy, neuro and chaos. He was the recipient of the 39th Ohm Technology Award, and received a Paper Award
from the Japan Society for Fuzzy Theory and Systems in 1995. He is a member of the Institute of Electrical Engineers, the
Japan Society for Fuzzy Theory and Systems, the Society of Instrument and Control Engineers, and IEEE.

Yoshitsugu Yonezawa (member) joined Meidensha Corporation in 1975. In 1979, he graduated from the Department of
Electrical and Communication Engineering of Tokyo Denki University. He is engaged mainly in system engineering work. He
is a member of the Japan Society for Fuzzy Theory and Systems, the Institute of Electronics, Information and Communication
Engineers, the Iron and Steel Institute of Japan, and the Japan Society of Facility Management.

Minako Taniguchi (nonmember) graduated from the Department of Modern Sociology of Japan Women’s University in
1994 and joined Meidensha Corporation. She is engaged mainly in work related to chaotic time-series analysis.

106