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1.
Nermin Sarlak 《水文研究》2008,22(17):3403-3409
Classical autoregressive models (AR) have been used for forecasting streamflow data in spite of restrictive assumptions, such as the normality assumption for innovations. The main reason for making this assumption is the difficulties faced in finding model parameters for non‐normal distribution functions. However, the modified maximum likelihood (MML) procedure used for estimating autoregressive model parameters assumes a non‐normally distributed residual series. The aim in this study is to compare the performance of the AR(1) model with asymmetric innovations with that of the classical autoregressive model for hydrological annual data. The models considered are applied to annual streamflow data obtained from two streamflow gauging stations in K?z?l?rmak Basin, Turkey. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   

2.
BIBLIOGRAPHIE     
Abstract

Time series modelling approaches are useful tools for simulating and forecasting hydrological variables and their change through time. Although linear time series models are common in hydrology, the nonlinear time series model, the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model, has rarely been used in hydrology and water resources engineering. The GARCH model considers the conditional variance remaining in the residuals of the linear time series models, such as an ARMA or an ARIMA model. In the present study, the advantages of a GARCH model against a linear ARIMA model are investigated using three classes of the GARCH approach, namely Power GARCH, Threshold GARCH and Exponential GARCH models. A daily streamflow time series of the Matapedia River, Quebec, Canada, is selected for this study. It is shown that the ARIMA (13,1,4) model is adequate for modelling streamflow time series of Matapedia River, but the Engle test shows the existence of heteroscedasticity in the residuals of the ARIMA model. Therefore, an ARIMA (13,1,4)-GARCH (3,1) error model is fitted to the data. The residuals of this model are examined for the existence of heteroscedasticity. The Engle test indicates that the GARCH model has considerably reduced the heteroscedasticity of the residuals. However, the Exponential GARCH model seems to completely remove the heteroscedasticity from the residuals. The multi-criteria evaluation for model performance also proves that the Exponential GARCH model is the best model among ARIMA and GARCH models. Therefore, the application of a GARCH model is strongly suggested for hydrological time series modelling as the conditional variance of the residuals of the linear models can be removed and the efficiency of the model will be improved.

Editor D. Koutsoyiannis; Associate editor C. Onof

Citation Modarres, R. and Ouarda, T.B.M.J., 2013. Modelling heteroscedasticty of streamflow times series. Hydrological Sciences Journal, 58 (1), 1–11.  相似文献   

3.
The potential impacts of climate change can alter the risk to critical infrastructure resulting from changes to the frequency and magnitude of extreme events. As well, the natural environment is affected by the hydrologic regime, and changes in high flows or low flows can have negative impacts on ecosystems. This article examines the detection of trends in extreme hydrological events, both high and low flow events, for streamflow gauging stations in Canada. The trend analysis involves the application of the Mann–Kendall non‐parametric test. A bootstrap resampling process has been used to determine the field significance of the trend results. A total of 68 gauging stations having a nominal record length of at least 50 years are analysed for two analysis periods of 50 and 40 years. The database of Canadian rivers investigated represents a diversity of hydrological conditions encompassing different extreme flow generating processes and reflects a national scale analysis of trends. The results reveal more trends than would be expected to occur by chance for most of the measures of extreme flow characteristics. Annual and spring maximum flows show decreasing trends in flow magnitude and decreasing trends in event timing (earlier events). Low flow magnitudes exhibit both decreasing and increasing trends. Copyright © 2010 John Wiley & Sons, Ltd.  相似文献   

4.
D.A. Hughes  R. Gray 《水文科学杂志》2017,62(15):2427-2439
The focus of this study is on bias correcting semi-distributed rainfall inputs into a hydrological model applied in the Okavango River basin in southern Africa, where there are very few local observations and heavy reliance is placed on global rainfall datasets. While the hydrological model, before rainfall bias correction, is able to represent the broad characteristics of the sub-basin streamflow responses, as demonstrated by good agreement between observed and simulated flow duration curves, there are many years where the annual volumes are over- or underestimated. The long records of observed flow at downstream stations are successfully used to bias correct the rainfall inputs to the upstream sub-basins using an analysis of their individual contributions to downstream flow and their annual rainfall–runoff response ratios. The results show improved simulations for the relatively shorter observation periods at the upstream gauging stations.  相似文献   

5.
Using the annual runoff series for the last 40 years from the Tarim River Basin, their periodic properties were analysed and their future trends predicted. Runoff data were collected at five hydrological gauging stations in the three main branches of the Tarim River. An extrapolation method and variance analysis were used to identify periods in annual runoff, and a trend superposition model to predict future changes. Results show that, there is a common period of 17 years in annual runoff changes for all three branches, with Hotan River showing an additional period of 10 years. Based on this trend, it is suggested that the annual runoff of the Tarim River should decrease in the period of 2006–2008, but increase in year 2009, and the flow may possibly begin to decrease significantly in year 2010. The long term trend of runoff in Tarim Basin has followed the global prediction of GCMs, i.e. began to increase in accordance with global increase of air temperature and precipitation in 1990. However, it has shown a local feature of uneven changes among the head streams in the same basin, which needs to be further investigated. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   

6.
In this paper, we analyzed the high/low water levels of eight stations along the Pearl River estuary and the high/low tidal levels of Sanzao station, and streamflow series of Sanshui and Makou stations using wavelet transform technique and correlation analysis method. The behaviors of high/low water levels of the Pearl River estuary, possible impacts of hydrological processes of the upper Pearl River Delta and astronomical tidal fluctuations were investigated. The results indicate that: (1) the streamflow variability of Sanshui and Makou stations is characterized by 1-year period; 1-, 0.5- and 0.25-year periods can be detected in the high tidal level series of Sanzao station, which reflect the fluctuations of astronomical tidal levels. The low tidal level series of Sanzao station has two periodicity elements, i.e. 0.5- and 0.25-year periods; (2) different periodicity properties have been revealed: the periods of high water levels of the Pearl River estuary are characterized by 1-, 0.5- and 0.25-year periods; and 1-year period is the major period in the low water levels of the Pearl River estuary; (3) periodicity properties indicate that behaviors of low water levels are mainly influenced by hydrological processes of the upper Pearl River Delta. High water levels of the Pearl River estuary seem to be affected by both hydrological processes and fluctuations of astronomical tidal levels represented by tidal level changes of Sanzao station. Correlation analysis results further corroborate this conclusion; (4) slight differences can be observed in wavelet transform patterns and properties of relationships between high/low water levels and streamflow changes. This can be formulated by altered hydrodynamic and morphodynamic processes due to intensifying human activities such as construction of engineering infrastructures and land reclamation.  相似文献   

7.
Obtaining representative meteorological data for watershed‐scale hydrological modelling can be difficult and time consuming. Land‐based weather stations do not always adequately represent the weather occurring over a watershed, because they can be far from the watershed of interest and can have gaps in their data series, or recent data are not available. This study presents a method for using the Climate Forecast System Reanalysis (CFSR) global meteorological dataset to obtain historical weather data and demonstrates the application to modelling five watersheds representing different hydroclimate regimes. CFSR data are available globally for each hour since 1979 at a 38‐km resolution. Results show that utilizing the CFSR precipitation and temperature data to force a watershed model provides stream discharge simulations that are as good as or better than models forced using traditional weather gauging stations, especially when stations are more than 10 km from the watershed. These results further demonstrate that adding CFSR data to the suite of watershed modelling tools provides new opportunities for meeting the challenges of modelling un‐gauged watersheds and advancing real‐time hydrological modelling. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

8.
Due to the influence of climate change and human activities, more and more regions around the world are nowadays facing serious water shortages. This is particularly so with the Guangdong province, an economically prosperous region in China. This study aims at understanding the abrupt behavior of hydrological processes by analyzing monthly precipitation series from 257 rain gauging stations and monthly streamflow series from 25 hydrological stations using the likelihood ratio statistic and schwarz information criterion (SIC). The underlying causes of the changing properties of hydrological processes are investigated by analyzing precipitation changes and information of water reservoirs. It is found that (1) streamflow series in dry season seems to exhibit abrupt changes when compared to that in the flood season; (2) abrupt changes in the values of mean and variance of hydrological variables in the dry season are more common than those in the streamflow series in the flood season, which implies that streamflow in the dry season is more sensitive to human activities and climate change than that in the flood season; (3) no change points are identified in the annual precipitation and precipitation series in the flood season. Annual streamflow and streamflow in the flood season exhibit no abrupt changes, showing the influence of precipitation on streamflow changes in the flood season. However, streamflow changes in the dry season seem to be heavily influenced by hydrological regulations of water reservoirs. The results of this study are of practical importance for regional water resource management in the Guangdong province.  相似文献   

9.
ABSTRACT

The trends in hydrological and climatic time series data of Urmia Lake basin in Iran were examined using the four different versions of the Mann-Kendall (MK) approach: (i) the original MK test; (ii) the MK test considering the effect of lag-1 autocorrelation; (iii) the MK test considering the effect of all autocorrelation or sample size; and (iv) the MK test considering the Hurst coefficient. Identification of hydrological and climatic data trends was carried out at monthly and annual time scales for 25 temperature, 35 precipitation and 35 streamflow gauging stations selected from the Urmia Lake basin. Mann-Kendall and Pearson tests were also applied to explore the relationships between temperature, precipitation and streamflow trends. The results show statistically significant upward and downward trends in the annual and monthly hydrological and climatic variables. The upward trends in temperature, unlike streamflow, are much more pronounced than the downward trends, but for precipitation the behaviour of trend is different on monthly and annual time scales. Furthermore, the trend results were affected by the different approaches. Specifically, the number of stations showing trends in hydrological and climatic variables decreased significantly (up to 50%) when the fourth test was considered instead of the first and the absolute value of the Z statistic for most of the time series was reduced. The results of correlations between streamflow and climatic variables showed that the streamflow in Urmia Lake basin is more sensitive to changes in temperature than those of precipitation. The observed decreases in streamflow and increases in temperature in the Urmia Lake basin in recent decades may thus have serious implications for water resources management under the warming climate with the expected population growth and increased freshwater consumption in this region.
Editor Z. W. Kundzewicz; Associate editor Q. Zhang  相似文献   

10.
The existence of time‐dependent variance or conditional variance, commonly called heteroscedasticity, in hydrologic time series has not been thoroughly investigated. This paper deals with modelling the heteroscedasticity in the residuals of the seasonal autoregressive integrated moving average (SARIMA) model using a generalized autoregressive conditional heteroscedasticity (GARCH) model. The model is applied to two monthly rainfall time series from humid and arid regions. The effect of Box–Cox transformation and seasonal differencing on the remaining seasonal heteroscedasticity in the residuals of the SARIMA model is also investigated. It is shown that the seasonal heteroscedasticity in the residuals of the SARIMA model can be removed using Box–Cox transformation along with seasonal differencing for the humid region rainfall. On the other hand, transformation and seasonal differencing could not remove heteroscedasticity from the residuals of the SARIMA model fitted to rainfall data in the arid region. Therefore, the GARCH modelling approach is necessary to capture the heteroscedasticity remaining in the residuals of a SARIMA model. However, the evaluation criteria do not necessarily show that the GARCH model improves the performance of the SARIMA model. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

11.
ABSTRACT

This study analyses trends in low flows in Spain in the period 1949–2009, based on daily flow data collected at 60 gauging stations located in near-natural catchments. Two low-flow indicators were considered: (i) the seven-day annual minimum streamflow and (ii) the 10th percentile of the yearly flow duration curve. Catchments were clustered into three regions in terms of monthly mean flows. The Mann-Kendall test was used considering four periods between 1949 and 2009. A multi-temporal trend analysis was also applied to the longest series to identify wet and dry periods that could influence the results. Lastly, a field significance test provided a regional assessment of the at-site detected trends at each region. The results for each indicator reveal a clearly decreasing trend in low flows throughout the northern half of Spain that was found to be field-significant over the (Atlantic and Mediterranean) regions.
Editor Z.W. Kundzewicz; Associate editor not assigned  相似文献   

12.
Model diagnostic analyses help to improve the understanding of hydrological processes and their representation in hydrological models. A detailed temporal analysis detects periods of poor model performance and model components with potential for model improvements, which cannot be found by analysing the whole discharge time series. In this study, we aim to improve the understanding of hydrological processes by investigating the temporal dynamics of parameter sensitivity and of model performance for the Soil and Water Assessment Tool model applied to the Treene lowland catchment in Northern Germany. The temporal analysis shows that the parameter sensitivity varies temporally with high sensitivity for three groundwater parameters (groundwater time delay, baseflow recession constant and aquifer fraction coefficient) and one evaporation parameter (soil evaporation compensation factor). Whereas the soil evaporation compensation factor dominates in baseflow and resaturation periods, groundwater time delay, baseflow recession constant and aquifer fraction coefficient are dominant in the peak and recession phases. The temporal analysis of model performance identifies three clusters with different model performances, which can be related to different phases of the hydrograph. The lowest performance, when comparing six performance measures, is detected for the baseflow cluster. A spatially distributed analysis for six hydrological stations within the Treene catchment shows similar results for all stations. The linkage of periods with poor model performance to the dominant model components in these phases and with the related hydrological processes shows that the groundwater module has the highest potential for improvement. This temporal diagnostic analysis enhances the understanding of the Soil and Water Assessment Tool model and of the dominant hydrological processes in the lowland catchment. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

13.
Integrated hydrological models are usually calibrated against observations of river discharge and piezometric head in groundwater aquifers. Calibration of such models against spatially distributed observations of river water level can potentially improve their reliability and predictive skill. However, traditional river gauging stations are normally spaced too far apart to capture spatial patterns in the water surface, whereas spaceborne observations have limited spatial and temporal resolution. Unmanned aerial vehicles can retrieve river water level measurements, providing (a) high spatial resolution; (b) spatially continuous profiles along or across the water body, and (c) flexible timing of sampling. A semisynthetic study was conducted to analyse the value of the new unmanned aerial vehicle‐borne datatype for improving hydrological models, in particular estimates of groundwater–surface water (GW–SW) interaction. Mølleåen River (Denmark) and its catchment were simulated using an integrated hydrological model (MIKE 11–MIKE SHE). Calibration against distributed surface water levels using the Differential Evolution Adaptive Metropolis algorithm demonstrated a significant improvement in estimating spatial patterns and time series of GW–SW interaction. After water level calibration, the sharpness of the estimates of GW–SW time series improves by ~50% and root mean square error decreases by ~75% compared with those of a model calibrated against discharge only.  相似文献   

14.
This paper reports on an evaluation of the use of artificial neural network (ANN) models to forecast daily flows at multiple gauging stations in Eucha Watershed, an agricultural watershed located in north‐west Arkansas and north‐east Oklahoma. Two different neural network models, the multilayer perceptron (MLP) and the radial basis neural network (RBFNN), were developed and their abilities to predict stream flow at four gauging stations were compared. Different scenarios using various combinations of data sets such as rainfall and stream flow at various lags were developed and compared for their ability to make flow predictions at four gauging stations. The input vector selection for both models involved quantification of the statistical properties such as cross‐, auto‐ and partial autocorrelation of the data series that best represented the hydrologic response of the watershed. Measured data with 739 patterns of input–output vector were divided into two sets: 492 patterns for training, and the remaining 247 patterns for testing. The best performance based on the RMSE, R2 and CE was achieved by the MLP model with current and antecedent precipitation and antecedent flow as model inputs. The MLP model testing resulted in R2 values of 0·86, 0·86, 0·81, and 0·79 at the four gauging stations. Similarly, the testing R2 values for the RBFNN model were 0·60, 0·57, 0·58, and 0·56 for the four gauging stations. Both models performed satisfactorily for flow predictions at multiple gauging stations, however, the MLP model outperformed the RBFNN model. The training time was in the range 1–2 min for MLP, and 5–10 s for RBFNN on a Pentium IV processor running at 2·8 GHz with 1 MB of RAM. The difference in model training time occurred because of the clustering methods used in the RBFNN model. The RBFNN uses a fuzzy min‐max network to perform the clustering to construct the neural network which takes considerably less time than the MLP model. Results show that ANN models are useful tools for forecasting the hydrologic response at multiple points of interest in agricultural watersheds. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   

15.
The relationship between air (Ta) and water temperature (Tw) is very important because it shows how the temperature of a water body might respond to future changes in surface Ta. Mean monthly Tw records of three gauging stations (Bezdan, Bogojevo i Veliko Gradi?te) were analysed alongside mean monthly discharge (Q) for the same stations. Additionally, Ta series from two meteorological stations (Sombor and Veliko Gradi?te) were correlated with Tw variations over the period 1950–2012. Locally weighted scatter point smoothing (LOWESS) was used to investigate long‐term trends in the raw data, alongside the Mann–Kendall (MK) trend test. Trend significance was established using Yue–Pilon's pre‐whitening approaches to determine trends in climate data. Also, the rescaled adjusted partial sums (RAPS) method was used to detect dates of possible changes in the time series. Statistically significant warming trends were observed for annual and seasonal minimum and maximum Tw at all investigated sites. The strongest warming was observed at Bogojevo gauging station for seasonal maximum Tw, with +0.05 °C per year on average. RAPS established that the trend began in the 1980s. This behaviour is linked to climate patterns in the North and East Atlantic which determine the amount of heat advected onto mainland Europe. Statistically significant correlations were found for all Tw on an annual basis. Overall, the strongest correlations (p < 0.01) between Tw residuals and the North Atlantic Oscillation (NAO) were recorded for the winter period. These findings suggest possible predictability of Tw over seasonal time‐scales. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

16.
In this research, variability of spring (from 1 March to 30 May) and flash (from 1 June to 30 November) floods in rivers of different regions was analysed. The territory of Lithuania is divided into three regions according to hydrological regime of the rivers: Western, Central, and Southeastern. The maximum river discharge data of spring and flash floods [a total of 31 water gauging stations (WGS)] were analysed. Comparison of the data of four periods (1922–2013, 1941–2013, 1961–2013, and 1991–2013) with the data of the reference period (1961–1990) was performed. Analysis included the longest discharge data set of the Nemunas River at Smalininkai WGS (1812–2013) as well. Mixed patterns of flood changes in Lithuanian rivers were detected. The analysis of flood discharges of the Nemunas River indicated that both spring and flash floods in Lithuania were getting smaller.  相似文献   

17.
The identification of channel capacity associated with a particular frequency of peak discharges is necessary for discharge estimation for planning purposes at ungauged sites. Although lichen limits have been suggested to be useful for this purpose, previous studies have not elaborated their hydrological significance. Lichen limits are clearly defined on the sides of rock channels in New England. Australia and they are analyzed in relation to discharge at 6 gauging stations with up to 52 years of continuous record. It is demonstrated that the lowest lichen limit is maintained by peak discharges which occur on average at least once or twice each year. Recurrence intervals based on Annual Series and on Annual Exceedance Series are calculated and for the annual series are fairly consistent for the lowest lichen limit and range from 1·14 to 1·37 years. Lichenometry can be applied to the analysis of river channels in relation to the frequency of peak discharges. By reference to growth curves based upon lichens on Armidale tombstones it is shown that lichenometry may be employed to indicate dates for channel modification due to the removal of blocks and to dam construction and also to date the rock surface between lichen limits. Detailed analysis of the record from gauging stations indicates that where several lichen limits occur in a channel cross section each limit is related to periods when peak discharges exceeded the limits on at least 5 occasions. The lichen-free surfaces were then recolonized by Parmelia spp. and the size of the lichen thalli indicates the time elapsing since these frequent high discharges.  相似文献   

18.
Multivariate time series modeling approaches are known as useful tools for describing, simulating, and forecasting hydrologic variables as well as their changes over the time. These approaches also have temporal and cross-sectional spatial dependence in multiple measurements. Although the application of multivariate linear and nonlinear time series approaches such as vector autoregressive with eXogenous variables (VARX) and multivariate generalized autoregressive conditional heteroscedasticity (MGARCH) models are commonly used in financial and economic sciences, these approaches have not been extensively used in hydrology and water resources engineering. This study employed VARX and VARX–MGARCH approaches in modeling mean and conditional heteroscedasticity of daily rainfall and runoff records in the basin of Zarrineh Rood Dam, Iran. Bivariate diagonal VECH (DVECH) model, as a main type of MGARCH, shows how the conditional variance–covariance and conditional correlation structure vary over the time between residuals series of the fitted VARX. For this purpose, five model fits, which consider different combinations of twofold rainfall and runoff, including both upstream and downstream stations, have been investigated in the present study. The VARX model, with different orders, was applied to the daily rainfall–runoff process of the study area in each of these model fits. The Portmanteau test revealed the existence of conditional heteroscedasticity in the twofold residuals of fitted VARX models. Therefore, the VARX–DVECH model is proposed to capture the heteroscedasticity existing in the daily rainfall–runoff process. The bivariate DVECH model indicated both short-run and long-run persistency in the conditional variance–covariance matrix related to the twofold innovations of rainfall–runoff processes. Furthermore, the evaluation criteria for the VARX–DVECH model revealed the improvement of VARX model performance.  相似文献   

19.
ABSTRACT

An accurate comprehension of celerity (flood wave speed) dynamics is a key step for understanding flood wave propagation in rivers. We present the results of empirically estimated celerity values in 12 Brazilian rivers, and analyse the behaviour of celerity–discharge relationships (CxQ). Celerity was estimated with a reach-scale (RS) method, based on the peak travel time between stations; and with a local-scale (LS) method, based on the derivative of discharge–cross-section area relationships surveyed at gauging stations. The results indicate that the magnitudes of celerity values obtained by the methods are reasonably comparable, and can rarely be considered constant, varying with river discharge. Three reaches presented differing CxQ relationships at local and reach scales, which suggests that in situ cross-sections at gauging stations should not be extrapolated as representative of the whole reach for flood routing studies, and that CxQ relationship assessments might provide relevant insights for hydrological modelling.  相似文献   

20.
Recent studies have uncovered the predictability of hydrological conditions on Earth, based on an analysis of long‐term precipitation data in California and analogous orbital forcings during different years that are separated by Saros cycles. With similar orbital geometries of the Earth and Moon, water years 1976 and 1994, which are one and two Saros cycles apart from water year 2012, respectively, were both Critically Dry years in California, according to the California Department of Water Resources’ water year type classification. Further analysis of precipitation data at a cross section of gauging stations across the U.S. during water years 1976 and 1994 reinforces the previously observed association between analogous orbital forcings and hydrological conditions on earth. The current work is a validation of predicted meteorological drought in California during water year 2012 using: (1) real‐time precipitation data collected from a cross section of gauging stations across California, and (2) estimated full natural flows of eight major rivers in California. The data for these years were analyzed and found to have a high level of correlation. The results of the current work provide a significant mark in the validation exercises of the recent novel finding of the predictability of earth's meteorological and hydrological variability. Continued studies and mapping of observed hydrological conditions globally in the coming years using this approach will be highly valuable for sustainable water resources engineering and various other applications. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

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