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1.
ABSTRACT Several commonly-used nonparametric change-point detection methods are analysed in terms of power, ability and accuracy of the estimated change-point location. The analysis is performed with synthetic data for different sample sizes, two types of change and different magnitudes of change. The methods studied are the Pettitt method, a method based on the Cramér von Mises (CvM) two-sample test statistic and a variant of the CUSUM method. The methods differ considerably in behaviour. For all methods the spread of estimated change-point location increases significantly for points near one of the ends of the sample. Series of annual maximum runoff for four stations on the Yangtze River in China are used to examine the performance of the methods on real data. It was found that the CvM-based test gave the best results, but all three methods suffer from bias and low detection rates for change points near the ends of the series. 相似文献
2.
Hydrological time series increasingly exhibit non-stationarity, e.g., variables such as precipitation and streamflow values do not maintain a consistent mean over long periods, due to natural and anthropogenic changes. Detecting whether such shifts are gradual or abrupt is a growing concern for water resources planning and management. This paper shows that conventional trend and change-point tests do not adequately enable these two types of change to be distinguished. We propose a method for combining the rank correlations of the Mann–Kendall and Pettitt statistics to extract an indicator whose value determines whether a shift observed in a given time series is gradual or abrupt. This method allows the success rate to be independent of the length of record, and it is validated with Monte-Carlo experiments. The limitations caused by the short and noisy nature of hydroclimatic time series are discussed. As an application, the proposed method provides useful insights on changes in hydroclimatic variables in the United States during 1910–2009 using time series from 1217 stations in the United States Hydroclimatic Data Network (USHCN). 相似文献
3.
人类活动的加强导致湖泊生态系统发生"突变",造成生物多样性下降、藻类暴发、水质恶化等等环境和生态问题.中国许多湖泊已经发生"突变"或面临着突变风险.获悉湖泊生态系统发生突变的时空差异对于区域湖泊的保护,预防湖泊突变的发生以及制定合适的修复策略至关重要.本研究收集了中国55个不同区域湖泊的古湖沼学数据,探讨了湖泊突变的区域特点.研究确定了湖泊生态系统发生突变时间和区域差异,并揭示了空间差异的原因.结果表明,中国湖泊生态系统突变时间的区域分异特征为:长江中下游湖泊最早出现突变;东部和东北湖区湖泊突变时间明显早于西南、内蒙古和新疆湖泊;各湖区内,城郊湖泊突变时间早于乡村湖泊.人类活动强度是造成湖泊突变时空差异的主要驱动力.研究认为,区域人类活动强度影响了湖泊生态系统的演化进程,造成了中国湖泊生态系统突变的区域差异.本研究从生态系统突变的角度,利用古湖沼学综述了中国湖泊生态系统在人类活动下的演化进程,更深刻地认识了中国湖泊现状,为湖泊保护提供了有力的科学依据. 相似文献
4.
L. Perreault M. Haché M. Slivitzky B. Bobée 《Stochastic Environmental Research and Risk Assessment (SERRA)》1999,13(3):201-216
Inference about the existence and characteristics of changes in mean level of hydrometeorological sequences that may be generated
by climatic variability is an important step before developing management rules in water resources systems. This paper presents
a Bayesian approach, based on a single shifting model, which can be used to study a change in the mean level of a set of independent
normal random variables. Two different problems are considered: the first is the detection of a change, while the second is
the estimation of the change-point and its amplitude under the assumption that a change has occurred. This method is applied
to precipitation and runoff data series over eastern Canada and U.S. during the twentieth century. The main results show an
increase in the late sixties in the Eastern North American precipitation. This supports conclusions drawn from a number of
studies which identified the late sixties to early seventies as a period of possible change. 相似文献
5.
Abstract This work investigates historical trends of meteorological drought in Taiwan by means of long-term precipitation records. Information on local climate change over the last century is also presented. Monthly and daily precipitation data for roughly 100 years, collected by 22 weather stations, were used as the study database. Meteorological droughts of different levels of severity are represented by the standardized precipitation index (SPI) at a three-monthly time scale. Additionally, change-point detection is used to identify meteorological drought trends in the SPI series. Results of the analysis indicate that the incidence of meteorological drought has decreased in northeastern Taiwan since around 1960, and increased in central and southern Taiwan. Long-term daily precipitation series show an increasing trend for dry days all over Taiwan. Finally, frequency analysis was performed to obtain further information on trends of return periods of drought characteristics. 相似文献
6.
Abstract The segmentation of flood seasons has both theoretical and practical importance in hydrological sciences and water resources management. The probability change-point analysis technique is applied to segmenting a defined flood season into a number of sub-seasons. Two alternative sampling methods, annual maximum and peaks-over-threshold, are used to construct the new flow series. The series is assumed to follow the binomial distribution and is analysed with the probability change-point analysis technique. A Monte Carlo experiment is designed to evaluate the performance of proposed flood season segmentation models. It is shown that the change-point based models for flood season segmentation can rationally partition a flood season into appropriate sub-seasons. China's new Three Gorges Reservoir, located on the upper Yangtze River, was selected as a case study since a hydrological station with observed flow data from 1882 to 2003 is located 40 km downstream of the dam. The flood season of the reservoir can be reasonably divided into three sub-seasons: the pre-flood season (1 June–2 July); the main flood season (3 July–10 September); and the post-flood season (11–30 September). The results of flood season segmentation and the characteristics of flood events are reasonable for this region. Citation Liu, P., Guo, S., Xiong, L. & Chen, L. (2010) Flood season segmentation based on the probability change-point analysis technique. Hydrol. Sci. J. 55(4), 540–554. 相似文献
7.
Improved estimates of mean sea level changes in the German Bight over the last 166 years 总被引：1，自引：1，他引：0
In this paper, mean sea level changes in the German Bight, the south-eastern part of the North Sea, are analysed. Records
from 13 tide gauges covering the entire German North Sea coastline and the period from 1843 to 2008 have been used to derive
high quality relative mean sea level time series. Changes in mean sea level are assessed using non-linear smoothing techniques
and linear trend estimations for different time spans. Time series from individual tide gauges are analysed and then ‘virtual
station’ time series are constructed (by combining the individual records) which are representative of the German Bight and
the southern and eastern regions of the Bight. An accelerated sea level rise is detected for a period at the end of the nineteenth
century and for another one covering the last decades. The results show that there are regional differences in sea level changes
along the coastline. Higher rates of relative sea level rise are detected for the eastern part of the German Bight in comparison
to the southern part. This is most likely due to different rates of vertical land movement. In addition, different temporal
behaviour of sea level change is found in the German Bight compared to wider regional and global changes, highlighting the
urgent need to derive reliable regional sea level projections for coastal planning strategies. 相似文献
8.
Weiguang Wang Quanxi Shao Shizhang Peng Zengxin Zhang Wanqiu Xing Guiyang An Bin Yong 《Stochastic Environmental Research and Risk Assessment (SERRA)》2011,25(7):881-895
The present study explores the spatial and temporal changing patterns of the precipitation in the Haihe River basin of North
China during 1957–2007 at annual, seasonal and monthly scales. The Mann–Kendall and Sen’s T tests are employed to detect the trends, and the segmented regression is applied to investigate possible change points. Meanwhile,
Sen’s slope estimator is computed to represent the magnitudes of the temporal trends. The regional precipitation trends are
also discussed based on the regional index series of four sub-basins in the basin. Serial correlation of the precipitation
series is checked prior to the application of the statistical test to ensure the validity of trend detection. Moreover, moisture
flux variations based on the NCEP/NCAR reanalysis dataset are investigated to further reveal the possible causes behind the
changes in precipitation. The results show that: (1) Although the directions of annual precipitation trends at all stations
are downward, only seven stations have significant trends at the 90% confidence level, and these stations are mainly located
in the western and southeastern Haihe River basin. (2) Summer is the only season showing a strong downward trend. For the
monthly series, significant decreasing trends are mainly found during July, August and November, while significant increasing
trends are mostly observed during May and December. In comparison with the annual series, more intensive changes can be found
in the monthly series, which may indicate a shift in the precipitation regime. (3) Most shifts from increasing trends to decreasing
trends occurred in May–June, July, August and December series, while opposed shifts mainly occurred in November. Summer is
the only season displaying strong shift trends and the change points mostly emerged during the late 1970s to early 1980s.
(4) An obvious decrease in moisture flux is observed after 1980 in comparison with the observations before 1980. The results
of similar changing patterns between monthly moisture budget and precipitation confirmed that large-scale atmospheric circulation
may be responsible for the shift in the annual cycle of precipitation in the Haihe River basin. These findings are expected
to contribute to providing more accurate results of regional changing precipitation patterns and understanding the underlying
linkages between climate change and alterations of hydrological cycles in the Haihe River basin. 相似文献
9.
AbstractFloods, as extreme hydrological phenomena, can be described by more than one correlated characteristic, such as peak, volume and duration. These characteristics should be jointly considered since they are generally not independent. For an ungauged site, univariate regional flood frequency analysis (FA) provides a limited assessment of flood events. A recent study proposed a procedure for regional FA in a multivariate framework. This procedure represents a multivariate version of the index-flood model and is based on copulas and multivariate quantiles. The performance of the proposed procedure was evaluated by simulation. However, the model was not tested on a real-world case study data. In the present paper, practical aspects are investigated jointly for flood peak (Q) and volume (V) of a dataset from the Côte-Nord region in the province of Quebec, Canada. The application of the proposed procedure requires the identification of the appropriate marginal distribution, the estimation of the index flood and the selection of an appropriate copula. The results of the case study show that the regional bivariate FA procedure performed well. This performance depends strongly on the performance of the two univariate models and, more specifically, the univariate model of Q. The results show also the impact of the homogeneity of the region on the performance of the univariate and bivariate models.
Editor D. Koutsoyiannis 相似文献
10.
Seismic and eruptive activities that occurred at Etna volcano during the decade 1978–1987 have been analyzed statistically. The seismic activity consists of about 7500 events. This catalog has been found complete above the magnitude threshold 2.8. On the basis of the complete catalog (1458 earthquakes), the clustering features of seismicity have been investigated. The hypothesis of a Simple Poisson process is rejected. Applying a Generalized Poisson process of the Shlien and Toksoz (1970) type, the “E” parameter of cluster size appears to be strongly dependent on the chosen time interval. The application of Gasperini and Mulargia (1989) algorithm for identifying the single earthquake sequences indicates that the whole period is composed of only three sequences. Etnean seismicity appears therefore characterized by a “diffuse” low-magnitude (less than about 3.0) earthquake occurrence. From the volcanological point of view, two time series of eruptions (flank and flank + summit) have been analyzed in order to identify different regimes in both magma output and inter-event time. No change-points are apparent in the magma output series, while both inter-event time series of flank and flank + summit eruptions are characterized by one change-point each. No evident relation between the series of eruptions and the identified earthquake sequences is apparent. 相似文献
11.
Multivariate homogeneity testing in a northern case study in the province of Quebec,Canada 总被引：1，自引：0，他引：1
Fateh Chebana Taha B. M. J. Ouarda Pierre Bruneau Marc Barbet Salaheddine El Adlouni Marco Latraverse 《水文研究》2009,23(12):1690-1700
In regional frequency analysis, the examination of the regional homogeneity represents an important step of the procedure. Flood events possess multivariate characteristics which can not be handled by classical univariate regional procedures. For instance, classical procedures do not allow to assess regional homogeneity while taking into consideration flood peak, volume and duration. Chebana and Ouarda proposed multivariate discordancy and homogeneity tests. They carried out a simulation study to evaluate the performance of these tests. In the present paper, practical aspects are investigated jointly on flood peak and flood volume of a data set from the Côte‐Nord region in the province of Quebec, Canada. It is shown that, after removing the discordant sites, the remaining ones constitute a homogeneous region for the volumes and heterogeneous region for the peaks. However, if both variables are jointly considered, the obtained region is possibly homogeneous. Furthermore, the results demonstrate the usefulness of the bivariate test to take into account the dependence structure between the variables representing the event, and to take advantage of more information from the hydrograph. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
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14.
Tomasz Niedzielski 《Stochastic Environmental Research and Risk Assessment (SERRA)》2007,21(6):649-664
This paper aims to compare the performances of multivariate autoregressive (MAR) techniques and univariate autoregressive
(AR) methods applied to regional scale rainfall-runoff modelling. We focus on the case study from the upper and middle reaches
of the Odra River with its main tributaries in SW Poland. The rivers drain both the mountains (the Sudetes) and the lowland
(Nizina Śląska). The region is exposed to extreme hydrologic and meteorological events, especially rain-induced and snow-melt
floods. For the analysis, four hydrologic and meteorological variables are chosen, i.e., discharge (17 locations), precipitation
(7 locations), thickness of snow cover (7 locations) and groundwater level (1 location). The time period is November 1971–December
1981 and the temporal resolution of the time series is of 1 day. Both MAR and AR models of the same orders are fitted to various
subsets of the data and subsequently forecasts of discharge are derived. In order to evaluate the predictions the stepwise
procedure is applied to make the validation independent of the specific sample path of the stochastic process. It is shown
that the model forecasts peak discharges even 2–4 days in advance in the case of both rain-induced and snow-melt peak flows.
Furthermore, the accuracy of discharge predictions increases if one analyses the combined data on discharge, precipitation,
snow cover, and groundwater level instead of the pure discharge multivariate time series. MAR-based discharge forecasts based
on multivariate data on discharges are more accurate than AR-based univariate predictions for a year with a flood, however,
this relation is reverse in the case of the free-of-flooding year. In contrast, independently of the occurrence of floods
within a year, MAR-based discharge forecasts based on discharges, precipitation, snow cover, and groundwater level are more
precise than AR-based predictions. 相似文献
15.
Temporal change of spatial heterogeneity and its effect on regional trend of annual precipitation heterogeneity indices 
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下载免费PDF全文 A statistical test on climate and hydrological series from different spatial resolution could obtain different regional trend due to spatial heterogeneity and its temporal variability. In this study, annual series of the precipitation heterogeneity indices of concentration index (CI) and the number of wet days (NW) along with annual total amount of precipitation were calculated based on at‐site daily precipitation series during 1962–2011 in the headwater basin of the Huaihe River, China. The regional trends of the indices were first detected based on at‐site series by using the aligned and intrablock methods, and field significance tests that consider spatial heterogeneity over sites. The detected trends were then compared with the trends of the regional index series derived from daily areal average precipitation (DAAP), which averages at‐site differences and thus neglects spatial heterogeneity. It was found that the at‐site‐based regional test shows increasing trends of CI and NW in the basin, which follows the test on individual sites that most of sites were characterized by increasing CI and NW. However, the DAAP‐derived regional series of CI and NW were tested to show a decreasing trend. The disparity of the regional trend test on at‐site‐based regional series and the DAAP‐derived regional series arises from a temporal change of the spatial heterogeneity, which was quantified by the generalized additive models for location, scale, and shape. This study highlights that compared with averaging indices, averaging at‐site daily precipitation could lead to an error in the regional trend inference on annual precipitation heterogeneity indices. More attention should be paid to temporal variability in spatial heterogeneity when data at large scales are used for regional trend detection on hydro‐meteorological events associated with intra‐annual heterogeneity. 相似文献
16.
Regional flood frequency and spatial patterns analysis in the Pearl River Delta region using L-moments approach 总被引：4，自引：3，他引：1
Tao Yang Chong-Yu Xu Quan-Xi Shao Xi Chen 《Stochastic Environmental Research and Risk Assessment (SERRA)》2010,24(2):165-182
The Pearl River Delta (PRD) has one of the most complicated deltaic drainage systems with probably the highest density of
crisscross-river network in the world. This article presents a regional flood frequency analysis and recognition of spatial
patterns for flood-frequency variations in the PRD region using the well-known index flood L-moments approach together with
some advanced statistical test and spatial analysis methods. Results indicate that: (1) the whole PRD region is definitely
heterogeneous according to the heterogeneity test and can be divided into three homogeneous regions; (2) the spatial maps
for annual maximum flood stage corresponding to different return periods in the PRD region suggest that the flood stage decreases
gradually from the riverine system to the tide dominated costal areas; (3) from a regional perspective, the spatial patterns
of flood-frequency variations demonstrate the most serious flood-risk in the coastal region because it is extremely prone
to the emerging flood hazards, typhoons, storm surges and well-evidenced sea-level rising. Excessive rainfall in the upstream
basins will lead to moderate floods in the upper and middle PRD region. The flood risks of rest parts are identified as the
lowest in entire PRD. In order to obtain more reliable estimates, the stationarity and serial-independence are tested prior
to frequency analysis. The characterization of the spatial patterns of flood-frequency variations is conducted to reveal the
potential influences of climate change and intensified human activities. These findings will definitely contribute to formulating
the regional development strategies for policymakers and stakeholders in water resource management against the menaces of
frequently emerged floods and well-evidenced sea level rising. 相似文献
17.
Trend detection in hydrological time series by segment regression with application to Shiyang River Basin 总被引：4，自引：4，他引：0
Quanxi Shao Zhanling Li Zongxue Xu 《Stochastic Environmental Research and Risk Assessment (SERRA)》2010,24(2):221-233
Hydrological time series are generally subject to shift trends and abrupt changes. However, most of the methods used in the
literature cannot detect both shift trends and abrupt changes simultaneously and have weak ability to detect multiple change
points together. In this study, the segmented regression with constraints method, which can model both trend analysis and
abrupt change detection, is introduced. The modified Akaike’s information criterion is used for model selection. As an application,
the method is employed to analyse the mean annual temperature, precipitation, runoff and runoff coefficient time series in
the Shiyang River Basin for the period from 1958 to 2003. The segmented regression model shows that the trends of the mean
annual precipitation, temperature and runoff change over time, with different join (turning) points for different stations.
The runoff pattern can potentially explained by the climate variables (precipitation and temperature). Runoff coefficients
show slightly decreasing trends for Xiying, Huangyang, Gulang and Zamu catchments, slight increasing trends for Dongda and
Dajing catchments and nearly no change for Xida catchment. No change points are found in runoff coefficient in all catchments. 相似文献
18.
Xinjun Tu Qiang Zhang Vijay P. Singh Xiaohong Chen Chun-Ling Liu Shao-Bo Wang 《Stochastic Environmental Research and Risk Assessment (SERRA)》2012,26(6):823-834
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
19.
In order to study climate change on a regional scale using Earth System Models, it is useful to partition the spatial domain into regions according to their climate changes. The aim of this work is to divide the European domain into regions of similar projected climate changes using a simulation of daily total precipitation, minimum and maximum temperatures for the recent-past (1986–2005) and long-term future (2081–2100) provided by the Coupled Model Intercomparison Project (CMIP5). The difference between the long-term future and recent-past daily climatologies of these three variables is determined. Aiming to objectively identify the grid points with coherent climate changes, a K-Mean Cluster Analysis is applied to these differences. This method is performed for each variable independently (univariate version) and for the aggregation of the three variables (multivariate version). A mathematical approach to determine the optimal number of clusters is pursued. However, due to the method characteristics, a sensitivity test to the number of clusters is performed by analysing the consistency of the results. This is a novel method, allowing for the determination of regions based on the climate change of multiple variables. Results from the univariate application of this method are in accordance with results found in the literature, showing overall similar regions of changes. The regions obtained for the multivariate version are mainly defined by latitude over European land, with some features of land-sea interaction. Furthermore, all regions have statistically different distributions of at least one of the variables, providing confidence to the regions obtained. 相似文献
20.
M.‐A. Ben Aissia F. Chebana T. B. M. J. Ouarda L. Roy G. Desrochers I. Chartier É. Robichaud 《水文研究》2012,26(1):130-142
The analysis of the impact of climate change (CC) on flood peaks has been the subject of several studies. However, a flood is characterized not only by its peak, but also by other characteristics such as its volume and duration. Little effort has been directed towards the study of the impact of CC on these characteristics. The aim of the present study is to evaluate and compare flood characteristics in a CC context, in the watershed of the Baskatong reservoir (Province of Québec, Canada). Comparisons are based on observed flow data and simulated flow series obtained from hydrological models using meteorological data from a regional climate model for a reference period (1971–2000) and a future period (2041–2070). To this end, two hydrological models HSAMI and HYDROTEL are considered. Correlations, stationarity, change‐points, and the multivariate behaviour of flood series were studied. The results show that, at various levels, all flood characteristics could be affected by CC. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献