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1.
Stochastic models are often fitted to historical data in order to produce streamflow scenarios. These scenarios are used as input data for simulation/optimization models that support operational decisions for water resource systems. The streamflow scenarios are sampled from probability distributions conditioned on the available information, such as recent streamflow data. In this paper we introduce a procedure for further conditioning the probability distributions by considering the recent measurements of climatic variables, such as sea temperatures, that are used to describe the occurrence of El Ni?o. We adopt an auto-regressive model and use the “El Ni?o information” to refine the parameter estimation process for each time step. The corresponding methodology is tested for the monthly energy time series, “inflowing” to the power plants of Colombia. This is a linear combination of streamflow values for the 18 most important rivers of the country.  相似文献   

2.
Wensheng Wang  Jing Ding 《水文研究》2007,21(13):1764-1771
A p‐order multivariate kernel density model based on kernel density theory has been developed for synthetic generation of multivariate variables. It belongs to a kind of data‐driven approach and is able to avoid prior assumptions as to the form of probability distribution (normal or Pearson III) and the form of dependence (linear or non‐linear). The p‐order multivariate kernel density model is a non‐parametric method for synthesis of streamflow. The model is more flexible than conventional parametric models used in stochastic hydrology. The effectiveness and satisfactoriness of this model are illustrated through its application to the simultaneous synthetic generation of daily streamflow from Pingshan station and Yibin‐Pingshan region (Yi‐Ping region) of the Jinsha River in China. Copyright © 2007 John Wiley & Sons, Ltd.  相似文献   

3.
The stochastic model has been widely used for the simulation study. However, there was a difficulty in the reproduction of the skewness of observed series and so the stochastic model for the skewness preservation was appeared. While the skewness in the residuals of the stochastic model has been considered for the skewness preservation this study uses a random resampling technique of residuals from the stochastic models for the simulation study and for the investigation of the skewness coefficient. The main advantage of this resampling scheme, called the bootstrap method is that it does not rely on the assumption of population distribution and this study uses the combined model of the stochastic and bootstrapped models. The stochastic and bootstrapped stochastic (or combined) models are used for the investigations of skewness preservation and of the reproduction of probability density function between the simulated series. The models are applied to the annual and monthly streamflows of Yongdam site in Korea and Yakima river, Washington, USA for the streamflow simulation study then the statistics and probability density functions for the observed and simulated streamflows are compared. As the results the bootstrapped stochastic model reproduces the skewness and probability density function much better than the stochastic model. This evidences suggest that the bootstrapped stochastic model might be more appropriate than the stochastic model for the preservation of skewness and for simulation purposes of the series.  相似文献   

4.
The main purpose of this study is to investigate and evaluate the impact of climate change on the runoff and water resources of Yongdam basin, Korea. First, we construct global climate change scenarios using the YONU GCM control run and transient experiments, then transform the YONU GCM grid-box predictions with coarse resolution of climate change into the site-specific values by statistical downscaling techniques. The downscaled values are used to modify the parameters of a stochastic weather generator model for the simulation of the site-specific daily weather time series. The weather series is fed into a semi-distributed hydrological model called SLURP to simulate the streamflows associated with other water resources for the condition of 2CO2. This approach is applied to the Yongdam dam basin in the southern part of Korea. The results show that under the condition of 2CO2, about 7.6% of annual mean streamflow is reduced when it is compared with the current condition. Seasonal streamflows in the winter and autumn are increased, while streamflow in the summer is decreased. However, the seasonality of the simulated series is similar to the observed pattern An erratum to this article can be found at  相似文献   

5.
王卫光  邹佳成  邓超 《湖泊科学》2023,35(3):1047-1056
为了探讨水文模型在不同水文数据同化方案下的径流模拟差异,本文采用集合卡尔曼滤波算法,以遥感蒸散发产品、实测径流为观测数据,构建了基于新安江模型的数据同化框架。基于此框架设计了4种不同同化方案(DA-ET、DAET(K)、DA-ET-Q、DA-ET-Q(K))以及1种对照方案OL,以赣江流域开展实例研究,评估了水文数据同化中遥感蒸散发产品的时间分辨率、模型蒸散发相关参数时变与否以及多源数据同化对径流模拟的影响。结果表明:在DA-ET方案下,同化两种不同时间分辨率的蒸散发产品均能提高模型整体的径流模拟精度,且时间分辨率更高的产品的同化效果更好;在DA-ET方案的基础上,考虑加入实测径流进行同化能够提升模型径流模拟精度,且DA-ET(K)与DA-ET-Q(K)方案所得径流相对误差的减幅均超过了20%,说明在蒸散发同化过程中同时考虑蒸散发参数动态变化的结果更优;相较于OL方案,4种同化方案均能不同程度地提高模型对径流高水部分的模拟能力,但DA-ET-Q(K)方案表现最差,而其余方案差异并不显著。本研究有助于进一步了解不同数据同化方案在径流模拟中的差异,从而为水资源高效利用与科学管理提供科学依据...  相似文献   

6.
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   

7.
This paper provides a procedure for evaluating model performance where model predictions and observations are given as time series data. The procedure focuses on the analysis of error time series by graphing them, summarizing them, and predicting their variability through available information (recalibration). We analysed two rainfall–runoff events from the R‐5 data set, and evaluated 12 distinct model simulation scenarios for these events, of which 10 were conducted with the quasi‐physically‐based rainfall–runoff model (QPBRRM) and two with the integrated hydrology model (InHM). The QPBRRM simulation scenarios differ in their representation of saturated hydraulic conductivity. Two InHM simulation scenarios differ with respect to the inclusion of the roads at R‐5. The two models, QPBRRM and InHM, differ strongly in the complexity and number of processes included. For all model simulations we found that errors could be predicted fairly well to very well, based on model output, or based on smooth functions of lagged rainfall data. The errors remaining after recalibration are much more alike in terms of variability than those without recalibration. In this paper, recalibration is not meant to fix models, but merely as a diagnostic tool that exhibits the magnitude and direction of model errors and indicates whether these model errors are related to model inputs such as rainfall. Copyright © 2004 John Wiley & Sons, Ltd.  相似文献   

8.
Successful applications of stochastic models for simulating and predicting daily stream temperature have been reported in the literature. These stochastic models have been generally tested on small rivers and have used only air temperature as an exogenous variable. This study investigates the stochastic modelling of daily mean stream water temperatures on the Moisie River, a relatively large unregulated river located in Québec, Canada. The objective of the study is to compare different stochastic approaches previously used on small streams to relate mean daily water temperatures to air temperatures and streamflow indices. Various stochastic approaches are used to model the water temperature residuals, representing short‐term variations, which were obtained by subtracting the seasonal components from water temperature time‐series. The first three models, a multiple regression, a second‐order autoregressive model, and a Box and Jenkins model, used only lagged air temperature residuals as exogenous variables. The root‐mean‐square error (RMSE) for these models varied between 0·53 and 1·70 °C and the second‐order autoregressive model provided the best results. A statistical methodology using best subsets regression is proposed to model the combined effect of discharge and air temperature on stream temperatures. Various streamflow indices were considered as additional independent variables, and models with different number of variables were tested. The results indicated that the best model included relative change in flow as the most important streamflow index. The RMSE for this model was of the order of 0·51 °C, which shows a small improvement over the first three models that did not include streamflow indices. The ridge regression was applied to this model to alleviate the potential statistical inadequacies associated with multicollinearity. The amplitude and sign of the ridge regression coefficients seem to be more in agreement with prior expectations (e.g. positive correlation between water temperature residuals of different lags) and make more physical sense. Copyright © 2006 John Wiley & Sons, Ltd.  相似文献   

9.
Daily rainfall is a complex signal exhibiting alternation of dry and wet states, seasonal fluctuations and an irregular behavior at multiple scales that cannot be preserved by stationary stochastic simulation models. In this paper, we try to investigate some of the strategies devoted to preserve these features by comparing two recent algorithms for stochastic rainfall simulation: the first one is the modified Markov model, belonging to the family of Markov-chain based techniques, which introduces non-stationarity in the chain parameters to preserve the long-term behavior of rainfall. The second technique is direct sampling, based on multiple-point statistics, which aims at simulating a complex statistical structure by reproducing the same data patterns found in a training data set. The two techniques are compared by first simulating a synthetic daily rainfall time-series showing a highly irregular alternation of two regimes and then a real rainfall data set. This comparison allows analyzing the efficiency of different elements characterizing the two techniques, such as the application of a variable time dependence, the adaptive kernel smoothing or the use of low-frequency rainfall covariates. The results suggest, under different data availability scenarios, which of these elements are more appropriate to represent the rainfall amount probability distribution at different scales, the annual seasonality, the dry-wet temporal pattern, and the persistence of the rainfall events.  相似文献   

10.
This paper describes a methodology, based on dynamical systems theory, to model and predict streamflow at the daily scale. The model is constructed by developing a multidimensional phase-space map from observed streamflow signals. Predictions are made by examining trajectories on the reconstructed phase space. Prediction accuracy is used as a diagnostic tool to characterize the nature, which ranges from low-order deterministic to stochastic, of streamflow signals. To demonstrate the utility of this diagnostic tool, the proposed method is first applied to a time series with known characteristics. The paper shows that the proposed phase-space model can be used to make a tentative distinction between a noisy signal and a deterministic chaotic signal.The proposed phase-space model is then applied to daily streamflow records for 28 selected stations from the Continental United States covering basin areas between 31 and 35 079 km2. Based on the analyses of these 28 streamflow time series and 13 artificially generated signals with known characteristics, no direct relationship between the nature of underling stream flow characteristics and basin area has been found. In addition, there does not appear to be any physical threshold (in terms of basin area, average flow rate and yield) that controls the change in streamflow dynamics at the daily scale. These results suggest that the daily streamflow signals span a wide dynamical range between deterministic chaos and periodic signal contaminated with additive noise.  相似文献   

11.
Predicting the streamflow of rivers can have a significant economic impact, as this can help in agricultural water management and in providing protection from water shortages and possible flood damage. In this study, two statistical models have been used; Deseasonalized Autoregressive moving average model (DARMA) and Artificial Neural Network (ANN) to predict monthly streamflow which important for reservoir operation policy using different time scale, monthly and 1/3 monthly (ten-days) flow data for River Nile basin at five key stations. The streamflow series is deseasonalized at different time scale and then an appropriate nonseasonal stochastic DARMA (p, q) models are built by using the plots of Partial Auto Correlation Function (PACF) to determine the order (p) of DARMA model. Then the deseasonalized data for key stations are used as input to ANN models with lags equals to the order (p) of DARMA model. The performance of ANN and DARMA models are compared using statistical methods. The results show that the developed model (using 1/3 monthly (ten-days) and ANN) has the best performance to predict monthly streamflow at all key stations. The results also show that the relative error in the developed model result did not exceed 9% while in the traditional models reach to 68% in the flood months in the testing period. The result also indicates that ANN has considerable potential for river flow forecasting.  相似文献   

12.
An attempt of using stochastic hydrologic technique to assess the intrinsic risk of reservoir operation is made in this study. A stochastic simulation model for reservoir operation is developed. The model consists of three components: synthetic generation model for streamflow and sediment sequences, one-dimensional delta deposit model for sediment transport processes in reservoirs, and simulation model for reservoir operation. This kind of integrated simulation model can be used to simulate not only the inflow uncertainty of streamflow and sedimentation, but also the variation in operation rules of reservoirs. It is herein used for the risk assessment of a reservoir, and the simulation is performed for different operation scenarios. Simulation for the 100-year period of sediment transport and deposition in the river-reservoir system indicates that the navigation risk is much higher than that of hydropower generation or sediment deposition in the reservoir. The risk of sediment deposition at the river-section near the backwater profile is also high thereby the navigation at the river-segment near this profile takes high risk because of inadequate navigation depth.  相似文献   

13.
This study presents time‐varying suspended sediment‐discharge rating curves to model suspended‐sediment concentrations (SSCs) under alternative climate scenarios. The proposed models account for hysteresis at multiple time scales, with particular attention given to systematic shifts in sediment transport following large floods (long‐term hysteresis). A series of nested formulations are tested to evaluate the elements embedded in the proposed models in a case study watershed that supplies drinking water to New York City. To maximize available data for model development, a dynamic regression model is used to estimate SSC based on denser records of turbidity, where the parameters of this regression are allowed to vary over time to account for potential changes in the turbidity‐SSC relationship. After validating the proposed rating curves, we compare simulations of SSC among a subset of models in a climate change impact assessment using an ensemble of flow simulations generated using a stochastic weather generator and hydrologic model. We also examine SSC estimates under synthetic floods generated using a peaks‐over‐threshold model. Our results indicate that estimates of extreme SSC under new climate and hydrologic scenarios can vary widely depending on the selected model and may be significantly underestimated if long‐term hysteresis is ignored when simulating impacts under sequences of large storm event. Based on the climate change scenarios explored here, average annual maximum SSC could increase by as much as 2.45 times over historical values.  相似文献   

14.
A hybrid model that blends two non‐linear data‐driven models, i.e. an artificial neural network (ANN) and a moving block bootstrap (MBB), is proposed for modelling annual streamflows of rivers that exhibit complex dependence. In the proposed model, the annual streamflows are modelled initially using a radial basis function ANN model. The residuals extracted from the neural network model are resampled using the non‐parametric resampling technique MBB to obtain innovations, which are then added back to the ANN‐modelled flows to generate synthetic replicates. The model has been applied to three annual streamflow records with variable record length, selected from different geographic regions, namely Africa, USA and former USSR. The performance of the proposed ANN‐based non‐linear hybrid model has been compared with that of the linear parametric hybrid model. The results from the case studies indicate that the proposed ANN‐based hybrid model (ANNHM) is able to reproduce the skewness present in the streamflows better compared to the linear parametric‐based hybrid model (LPHM), owing to the effective capturing of the non‐linearities. Moreover, the ANNHM, being a completely data‐driven model, reproduces the features of the marginal distribution more closely than the LPHM, but offers less smoothing and no extrapolation value. It is observed that even though the preservation of the linear dependence structure by the ANNHM is inferior to the LPHM, the effective blending of the two non‐linear models helps the ANNHM to predict the drought and the storage characteristics efficiently. Copyright © 2007 John Wiley & Sons, Ltd.  相似文献   

15.
Streamflow forecasts are updated periodically in real time, thereby facilitating forecast evolution. This study proposes a forecast-skill-based model of forecast evolution that is able to simulate dynamically updated streamflow forecasts. The proposed model applies stochastic models that deal with streamflow variability to generate streamflow scenarios, which represent cases without forecast skill of future streamflow. The model then employs a coefficient of prediction to determine forecast skill and to quantify the streamflow variability ratio explained by the forecast. By updating the coefficients of prediction periodically, the model efficiently captures the evolution of streamflow forecast. Simulated forecast uncertainty increases with increasing lead time; and simulated uncertainty during a specific future period decreases over time. We combine the statistical model with an optimization model and design a hypothetical case study of reservoir operation. The results indicate the significance of forecast skill in forecast-based reservoir operation. Shortage index reduces as forecast skill increases and ensemble forecast outperforms deterministic forecast at a similar forecast skill level. Moreover, an effective forecast horizon exists beyond which more forecast information does not contribute to reservoir operation and higher forecast skill results in longer effective forecast horizon. The results illustrate that the statistical model is efficient in simulating forecast evolution and facilitates analysis of forecast-based decision making.  相似文献   

16.
Simple linear regression models have been widely employed in the analysis of suspended‐sediment concentration (SSC) time series from glacierized catchments, although they have many limitations. This paper builds regression models which address these shortcomings and permit inferences concerning the controls on suspended‐sediment transfer from a glacier at 78°N in the Svalvard archipelago. A bivariate regression model, deterministically predicting SSC from discharge alone, explained less than 15 per cent of the variance in SSC. A multivariate model, incorporating additional potentially explanatory variables, offered little improvement. Diurnal hysteresis in the data gives rise to quasi‐autocorrelation in the residual series from regression models. This was effectively removed by incorporating dummy diurnal variables into the multivariate model. The presence of a first‐order autoregressive, stochastic process gives rise to true autocorrelation in the residual series from regression models. This was accommodated by incorporating an ARIMA (1,0,0) term into a multivariate autoregression model. The model‐building process yielded a systematic progression in the explanation of variance in SSC, stripping away pattern in the autocorrelation function of the residual series; mean model error was reduced from 54 per cent to 6 per cent. The dependence of SSC on the magnitude of discharge is weak and highly variable, whereas the dependence of current SSC on recent values of SSC, revealed through the stochastic term, is an order of magnitude greater and relatively constant during the melt season. The dominant control on SSC throughout the melt season is therefore short‐term sediment availability. The simple and largely unchanging stochastic process generally responsible for generating the observed SSC series implies a simple and unchanging glacier drainage system. Copyright © 1999 John Wiley & Sons, Ltd.  相似文献   

17.
Simple runoff models with a low number of model parameters are generally able to simulate catchment runoff reasonably well, but they rely on model calibration, which makes their use in ungauged basins challenging. In a previous study it has been shown that a limited number of streamflow measurements can be quite informative for constraining runoff models. In practice, however, instead of performing such repeated flow measurements, it might be easier to install a stream level logger. Here, a dataset of 600+ gauged basins in the USA was used to study how well models perform when only stream level data, rather than streamflow data, are available. A runoff model (the HBV model) was calibrated assuming that only stream level observations were available, and the simulations were evaluated on the full observed streamflow record. The results indicate that stream level data alone can already provide surprisingly good model simulation results in humid catchments, whereas in arid catchments some form of quantitative information (e.g. a streamflow observation or a regional average value) is needed to obtain good results. These results are encouraging for hydrological observations in data scarce regions as level observations are much easier to obtain than streamflow measurements. Based on runoff modelling, it might even be possible to derive streamflow time series from the level data obtained from loggers, satellites or community‐based approaches. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

18.
Reliable estimation of the volume and timing of snowmelt runoff is vital for water supply and flood forecasting in snow‐dominated regions. Snowmelt is often simulated using temperature‐index (TI) models due to their applicability in data‐sparse environments. Previous research has shown that a modified‐TI model, which uses a radiation‐derived proxy temperature instead of air temperature as its surrogate for available energy, can produce more accurate snow‐covered area (SCA) maps than a traditional TI model. However, it is unclear whether the improved SCA maps are associated with improved snow water equivalent (SWE) estimation across the watershed or improved snowmelt‐derived streamflow simulation. This paper evaluates whether a modified‐TI model produces better streamflow estimates than a TI model when they are used within a fully distributed hydrologic model. It further evaluates the performance of the two models when they are calibrated using either point SWE measurements or SCA maps. The Senator Beck Basin in Colorado is used as the study site because its surface is largely bedrock, which reduces the role of infiltration and emphasizes the role of the SWE pattern on streamflow generation. Streamflow is simulated using both models for 6 years. The modified‐TI model produces more accurate streamflow estimates (including flow volume and peak flow rate) than the TI model, likely because the modified‐TI model better reproduces the SWE pattern across the watershed. Both models also produce better performance when calibrated with SCA maps instead of point SWE data, likely because the SCA maps better constrain the space‐time pattern of SWE.  相似文献   

19.
Reservoir sizing is one of the most important aspects of water resources engineering as the storage in a reservoir must be sufficient to supply water during extended droughts. Typically, observed streamflow is used to stochastically generate multiple realizations of streamflow to estimate the required storage based on the Sequent Peak Algorithm (SQP). The main limitation in this approach is that the parameters of the stochastic model are purely derived from the observed record (limited to less than 80 years of data) which does not have information related to prehistoric droughts. Further, reservoir sizing is typically estimated to meet future increase in water demand, and there is no guarantee that future streamflow over the planning period will be representative of past streamflow records. In this context, reconstructed streamflow records, usually estimated based on tree ring chronologies, provide better estimates of prehistoric droughts, and future streamflow records over the planning period could be obtained from general circulation models (GCMs) which provide 30 year near-term climate change projections. In this study, we developed paleo streamflow records and future streamflow records for 30 years are obtained by forcing the projected precipitation and temperature from the GCMs over a lumped watershed model. We propose combining observed, reconstructed and projected streamflows to generate synthetic streamflow records using a Bayesian framework that provides the posterior distribution of reservoir storage estimates. The performance of the Bayesian framework is compared to a traditional stochastic streamflow generation approach. Findings based on the split-sample validation show that the Bayesian approach yielded generated streamflow traces more representative of future streamflow conditions than the traditional stochastic approach thereby, reducing uncertainty on storage estimates corresponding to higher reliabilities. Potential strategies for improving future streamflow projections and its utility in reservoir sizing and capacity expansion projects are also discussed.  相似文献   

20.
S. Mohan  P. K. Sahoo 《水文研究》2008,22(6):854-862
The number of drought events derived from the historic streamflow or rainfall series will be limited and produce results that are not very reliable. This study proposes a drought simulation methodology that uses a long sequence of synthetically generated monthly streamflow/rainfall series, from which it is possible to drive a large sample of drought events and the prediction of drought characteristics will be reliable. The modified Herbst method has been used to identify droughts in the generated streamflow and rainfall series. The drought simulation procedure is illustrated with a case study of the Bhadra reservoir catchment in Karnataka State, India. Monthly droughts were derived from both historic and generated monthly streamflow and rainfall series. The important drought characteristics were determined and the suitable probability distribution for each parameter was arrived at after studying seven different probability models. The use of the probability curves thus derived has been illustrated with examples (referred to in Part 1 as ‘point droughts’). Similarly, the development and application of stochastic models for the prediction of regional drought parameters have been illustrated with examples in the accompanying paper (Part 2: regional droughts). Copyright © 2007 John Wiley & Sons, Ltd.  相似文献   

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