NDLI: Deriving Hedging Rules of Multi-Reservoir System by Online Evolving Neural Networks

Content Provider	Springer Nature Link
Author	Dariane, Alireza B. Karami, Farzane
Copyright Year	2014
Abstract	This paper presents an online optimization scheme for combined use of Artificial Neural Networks (ANN), hedging policies and harmony search algorithm (HS) in developing optimum operating policies for Tehran water resources system. Past efforts in this area are concentrated on using an offline approach. In that approach, an optimization method is first used to derive a long-term set of optimum reservoir releases. These releases are then used as the target vector for training the ANN model. The online method simultaneously uses the optimization and ANN methods and can adopt objective functions other than minimizing the error indices. Therefore, it requires methods other than the backpropagation for training the ANN model. Hence, under the proposed online approach the application of a heuristic method, such as HS, is inevitable for training the network. This is accomplished by using an optimization-simulation procedure where different objective functions and system constraints could be easily handled. The proposed approach is a novel and efficient method for finding the parameters of hedging policies where earlier methods suffered from high computational costs and the curse of dimensionality. The results show the superiority of the proposed online scheme. Moreover, a surrogate model for the hedging policy is presented, which by adhering to the principle of parsimony is more efficient in large scale systems involving many decision variables.
Starting Page	3651
Ending Page	3665
Page Count	15
File Format	PDF
ISSN	09204741
Journal	Water Resources Management
Volume Number	28
Issue Number	11
e-ISSN	15731650
Language	English
Publisher	Springer Netherlands
Publisher Date	2014-06-06
Publisher Institution	European Water Resources Association (EWRA)
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Artificial neural networks Hedging rule Harmony search Optimization Multi-reservoir system Evolutionary optimization Evolving ANN Hydrogeology Hydrology/Water Resources Geotechnical Engineering & Applied Earth Sciences Atmospheric Sciences Civil Engineering Environment
Content Type	Text
Resource Type	Article
Subject	Water Science and Technology Civil and Structural Engineering

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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