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Early-warning system (EWS) for cyclone-induced wave overtopping aided by a suite of random forest approaches J. Rohmer 1* , S. Lecacheux 1 , R. Pedreros 1 , D. Idier 1 , F. Bonnardot 2 [email protected] 1: BRGM 2: Direction Régionale de Météo-France pour l’Océan Indien

Early-warning system (EWS) for cyclone-induced wave

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Page 1: Early-warning system (EWS) for cyclone-induced wave

Early-warning system (EWS) for cyclone-induced wave overtopping aided by a suite of random forest approaches

J. Rohmer1*, S. Lecacheux1, R. Pedreros1, D. Idier1, F. Bonnardot2

[email protected]: BRGM2: Direction Régionale de Météo-France pour l’Océan Indien

Page 2: Early-warning system (EWS) for cyclone-induced wave

• Objective:– Probability of marine flooding (wave overtopping) as input of the

Early Warning System

– If there is overtopping,

• Magnitude of the flooding?

• Time evolution of the flooding?

EWS at Ste Suzanne

> 2

Page 3: Early-warning system (EWS) for cyclone-induced wave

• Objective:– Probability of marine flooding (wave overtopping) as input of the

Early Warning System

– If there is overtopping,

• Magnitude of the flooding?

• Time evolution of the flooding?

• Problem:– Computation time cost of numerical simulations too high to be

directly integrated in EWS

Problem definition

> 3

Page 4: Early-warning system (EWS) for cyclone-induced wave

• Objective:– Probability of marine flooding (wave overtopping) as input of the

Early Warning System

– If there is overtopping,

• Magnitude of the flooding?

• Time evolution of the flooding?

• Problem:– Computation time cost of numerical simulations too high to be

directly integrated in EWS

• What we have:

– A database of pre-calculated simulations

– ~500 synthetic cyclones

– + their impact in terms of flooding

Problem definition

> 4

Page 5: Early-warning system (EWS) for cyclone-induced wave

Cyclone

Overtopping

N

Offshore conditions

Example of synthetic cyclone

(Quetelard and Bonnardot, Meteo

France)

> 5

Database of pre-calculated numerical results

Page 6: Early-warning system (EWS) for cyclone-induced wave

Cyclone

Overtopping

Offshore conditions

N

Time series of offshore conditions

(Hs, Tp, SWL) offshore from

Sainte Suzanne coast

Significant Wave Height Hs

Database of pre-calculated numerical results

Regional wave Modellingusing WWIII

Sainte Suzanne

Compatible computation

time cost!

Page 7: Early-warning system (EWS) for cyclone-induced wave

N

Overtopping Volume

Time series of

cumulative water

volume induced by

wave overtopping

Significant Wave Height Hs Cyclone

Overtopping

Offshore conditions

Database of pre-calculated numerical results

Very high computation time

cost (>severalhours)!

Page 8: Early-warning system (EWS) for cyclone-induced wave

Wave overtopping modeling at local scale

> 8

Very high computation time

cost (>severalhours)!

Page 9: Early-warning system (EWS) for cyclone-induced wave

Wave overtopping modeling at local scale

> 9

Very high computation time

cost (>severalhours)!

Page 10: Early-warning system (EWS) for cyclone-induced wave

N

Volume cumulé de franchissement

Database of pre-

calculated

simulations for

~500 synthetic

cyclones

Cyclone

Overtopping

Offshore conditions

Database of pre-calculated numerical results

Very high computation

time cost!

Page 11: Early-warning system (EWS) for cyclone-induced wave

• Take advantage of the database (~500 synthetic cyclones)

• Construct the link (statistical) betw.:

– The offshore conditions (maximum values for wave, sea level)

– The consequences induced by the cyclone:

• Overtopping occurence (0/1)

• Max of cumulative volume

Saint-Denis octobre 2017

Methods

Page 12: Early-warning system (EWS) for cyclone-induced wave

• Take advantage of the database (~500 synthetic cyclones)

• Construct the link (statistical) betw.:

– The offshore conditions (maximum values for wave, sea level)

– The consequences induced by the cyclone:

• Overtopping occurence (0/1)

• Max of cumulative volume

• Use this link to predict with a negligible coputation time cost (<min)

• Tools

– A series of random forest approaches

– Flexible to any problem (classification, regression, etc.)

Saint-Denis octobre 2017

Methods

Page 13: Early-warning system (EWS) for cyclone-induced wave

> 13

Decision

Tree

Decision

Tree Decision

Tree

Decision

Tree

Random Forest = ensemble of

randomized decision trees

Random Forest

Page 14: Early-warning system (EWS) for cyclone-induced wave

> 14

Offshore

conditions leading

to flooding?

[Breiman (1984)]

Decision treeHs

<4.7m >4.7m

Tp

<14.15s >14.15s

NO FLOOD

Tp

<10.36s >10.36sHs

<5.9m >5.9m

FLOODFLOODNO

Page 15: Early-warning system (EWS) for cyclone-induced wave

> 15

Offshore

conditions leading

to flooding?

[Breiman (1984)]

Decision treeHs

<4.7m >4.7m

Tp

<14.15s >14.15s

NO FLOOD

Tp

<10.36s >10.36sHs

<5.9m >5.9m

FLOODFLOODNO

Page 16: Early-warning system (EWS) for cyclone-induced wave

> 16

Offshore

conditions leading

to flooding?

[Breiman (1984)]

Decision treeHs

<4.7m >4.7m

Tp

<14.15s >14.15s

NO FLOOD

Tp

<10.36s >10.36sHs

<5.9m >5.9m

FLOODFLOODNO

Page 17: Early-warning system (EWS) for cyclone-induced wave

> 17

Random Forest

• Less sensitive to threshold values

• High accuracy

• Only a few parametersto tune

• Versatile to differentproblems(classification, regression, multi-output)

Page 18: Early-warning system (EWS) for cyclone-induced wave

• Historical cases

– Dina-2002 et Dumile-2012;

• Use of the database (cross-validation)

• Performance criteria

• Accuracy

• True alarms

• False alarms

Saint-Denis octobre 2017

Validation?

Page 19: Early-warning system (EWS) for cyclone-induced wave

Accuracy Predict true

alarms

Avoid

false

alarms

Occurrence of flooding - cross-validation

Cyclone

Overtopping

Page 20: Early-warning system (EWS) for cyclone-induced wave

Dumile

Dina

Probability of flooding

Dina: [98-100%]; Dumile [90-100%]

Validation with historical events

Cyclone

Overtopping

Page 21: Early-warning system (EWS) for cyclone-induced wave

TRUE

VOLUME

(m3)

Magnitude of flooding - cross-validation

Q2Cyclone

Overtopping

Page 22: Early-warning system (EWS) for cyclone-induced wave

Dumile

Dina

Volume max

(m3)

Truth

Best estimate

95% Confidence

interval

Validation with historical events

Cyclone

Overtopping

Page 23: Early-warning system (EWS) for cyclone-induced wave

Dumile

Dina

Volume max

(m3)

Truth

Best estimate

95% Confidence

interval

Validation with historical events

Cyclone

Overtopping

Large confidence interval widthindicator of RF error

Page 24: Early-warning system (EWS) for cyclone-induced wave

> 24

Time-to-Event=the difference between the time instant when Volume>0 and the one when the considered cyclone is at a distance <400km from Reunion Island

Towards time evolution prediction

Page 25: Early-warning system (EWS) for cyclone-induced wave

> 25

Adaptation of random-forest model to handle multivariate outputs

(Ishwaran et al. 2017)

Dina cyclone

Dumilecyclone

Time-to-Event=the difference between the time instant when Volume>0 and the one when the considered cyclone is at a distance <400km from Reunion Island

Towards time evolution prediction

True

Page 26: Early-warning system (EWS) for cyclone-induced wave

> 26

Adaptation of random-forest model to handle multivariate outputs

(Ishwaran et al. 2017)

Dina cyclone

Dumilecyclone

Time-to-Event=the difference between the time instant when Volume>0 and the one when the considered cyclone is at a distance <400km from Reunion Island

Towards time evolution prediction

TrueTrue

Page 27: Early-warning system (EWS) for cyclone-induced wave

• Method– Through the statistical analysis of precalculated numerical simulations

– A suite of Random forest procedures

– Flexible approach

• To overcome– Hydrodynamic simulator with high computation time cost

– The input-output relationship is non-smooth (highly nonlinear)

• Further work– Inputs/outputs are spatio-temporal quantities

– Integrate approximation uncertainties> 27

Speeding up EWS?

Page 28: Early-warning system (EWS) for cyclone-induced wave

Early-warning system for cyclone-induced wave overtopping:

a suite of random forest approaches

Thank you for your

attention!

J. Rohmer1*, S. Lecacheux1, R. Pedreros1, D. Idier1, F. Bonnardot2

[email protected]

1: BRGM

2: Direction Régionale de Météo-France pour l’Océan Indien

Page 29: Early-warning system (EWS) for cyclone-induced wave

Weather Forecast

Wind model

Flooding model

Metamodel

Wave model

Cyclone

Inundation

Overtopping

Sea conditions

Wind

Cascade of

uncertainties

This

presentation

Only one part of the problem…

Page 30: Early-warning system (EWS) for cyclone-induced wave

> 30

Appendices

Page 31: Early-warning system (EWS) for cyclone-induced wave

Wavewatch 3 two-way nested grids (10km => 300m)

Wave modeling at regional scale

Computing time ~ 25min on 24 CPU for 24h simulated

BEJISA le 02/01/2014 à 12UTC

Houlographe NortechMed RN4

> 31

Page 32: Early-warning system (EWS) for cyclone-induced wave

Cum. volume

max

Lin.

correlation

Highly nonlinear

behaviour

Empirical analysis of the database

Page 33: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

Use knowledge on Hs, Tp et TWL to predict the

occurrence of overtopping via regression

(random forest)

Empirical analysis of the database

Page 34: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

PRINCIPES

10 Scénarios de

simulations

Page 35: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

10 Scénarios de

simulations

Simulation

numérique

Etape couteuse en temps de calcul!

PRINCIPES

Page 36: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

10 Scénarios de

simulations

Simulation

numérique10 Résultats

Aire d’inondation

PRINCIPES

Page 37: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

Un scénario

Un résultat

Aire d’inondation

10 Scénarios de

simulations

Simulation

numérique10 Résultats

PRINCIPES

Page 38: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

Un scénario

Un résultat

Aire d’inondation

10 Scénarios de

simulations

Simulation

numérique10 Résultats

PRINCIPES

Page 39: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

Un scénario

Aire d’inondation

Un résultat

10 Scénarios de

simulations

Simulation

numérique10 Résultats

PRINCIPES

Page 40: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

Que dire là où n’a pas

fait de simulation ?

SANS utiliser le

simulateur couteux en

temps de calcul!!

?

?

?

?

Aire d’inondation

10 Scénarios de

simulations

Simulation

numérique10 Résultats

PRINCIPES

Page 41: Early-warning system (EWS) for cyclone-induced wave

Saint-Denis octobre 2017

Combler les « trous »

avec un méta-modèle

(modèle statistique)

Aire d’inondation

10 Scénarios de

simulations

Simulation

numérique10 Résultats

PRINCIPES

Page 42: Early-warning system (EWS) for cyclone-induced wave

> 42

Classification:

1. Splitting rule: maximize the decrease in

heterogeneity (measured by Gini impurity measure)

2. Stopping rule (Gini index does not evolve or max

number)

Class 1

Class 0

Classification using decision tree

Page 43: Early-warning system (EWS) for cyclone-induced wave

> 43

N

p

A

A

A

ApApAN

ANApAp

AN

ANApApG

k

R

L

RRR

LLL )().(

)(

)()().(

)(

)()().( 010101

Inital domain

Left domain after splitting

Right domain after splitting

Probability of class k = {0;1}

Number of elements

[Breiman (1984)]

Gini impurity

measure before

splitting

AL

AR

Classification using decision tree

Page 44: Early-warning system (EWS) for cyclone-induced wave

> 44

AL

AR

AL AR

N

p

A

A

A

ApApAN

ANApAp

AN

ANApApG

k

R

L

RRR

LLL )().(

)(

)()().(

)(

)()().( 010101

Inital domain

Left domain after splitting

Right domain after splitting

Probability of class k = {0;1}

Number of elements

[Breiman (1984)]

G

Classification using decision tree

Gini impurity

measure before

splitting

Page 45: Early-warning system (EWS) for cyclone-induced wave

> 45

AL

AR

AL AR

AL AR

AL AR

GG

G

Classification using decision tree

Page 46: Early-warning system (EWS) for cyclone-induced wave

> 46Package R: tree; Approch of Malley (2012) for estimating the class probability

Probability of

belonging to class

1

Classification using decision tree

Page 47: Early-warning system (EWS) for cyclone-induced wave

> 47

Class 1

Class 1

Class 0

‘sure’

Class 0

Class 0 ‘almost sure’

Class 1

‘sure’

Class 1 ‘almost sure’

Class 1

‘medium

confidence’ Class 0

‘medium

confidence

Package R: tree; Approch of Malley (2012) for estimating the class probability

Classification using decision tree

Page 48: Early-warning system (EWS) for cyclone-induced wave

> 48

[Breiman (2001)]

Page 49: Early-warning system (EWS) for cyclone-induced wave

> 49

[Breiman (2001)]

Page 50: Early-warning system (EWS) for cyclone-induced wave

> 50

[Breiman (2001)]

+ randomly select mtry

variables at each node

Page 51: Early-warning system (EWS) for cyclone-induced wave

> 51

[Breiman (2001)]

+ randomly select mtry

variables at each node

treeii

iC

j

j njyyIErrCj

,...,1)ˆ(1

DD

Page 52: Early-warning system (EWS) for cyclone-induced wave

> 52

[Breiman (2001)]; package R ranger

+ randomly select mtry

variables at each node

Page 53: Early-warning system (EWS) for cyclone-induced wave

> 53

Probability

threshold to decide

class 1 or 0

[Metz (1978)]; package R pROC

Page 54: Early-warning system (EWS) for cyclone-induced wave

> 54

Area under

the Roc

Curve AUC

[Metz (1978)]; package R pROC