Geostatistical simulation of random fields with bivariate isofactorial distributions by adding mosaic models

This work deals with the geostatistical simulation of a family of stationary random field models with bivariate isofactorial distributions. Such models are defined as the sum of independent random fields with mosaic-type bivariate distributions and infinitely divisible univariate distributions. For practical applications, dead leaf tessellations are used since they provide a wide range of models and allow conditioning the realizations to a set of data via an iterative procedure (simulated annealing). The model parameters can be determined by comparing the data variogram and madogram, and enable to control the spatial connectivity of the extreme values in the realizations. An illustration to a forest dataset is presented, for which a negative binomial model is used to characterize the distribution of coniferous trees over a wooded area.     

Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain

In this paper, a subsampling-based testing procedure for the comparison of the exceedance distributions of stationary time series is introduced. The proposed testing procedure has a number of advantages including the fact that the assumption of stationary can be relaxed for some specific forms of non-stationary and also that the two time series are not required to be independently-generated. For this purpose, a test based on the Kolmogorov–Smirnov and the L ₁-Wasserstein distances between generalized Pareto distributions is introduced and studied in some detail. The performance of the testing procedure is illustrated through a simulation study and with an empirical application to a set of data concerning daily maximum temperature in the 17 autonomous communities of Spain for the period 1990–2004. The autonomous communities were clustered according to the similarities of the fitted generalized Pareto models and then mapped. The cluster analysis reveals a clear distinction between the four northeast communities on the shores of the Bay of Biscay (which are the regions exhibiting milder temperatures) and the remaining regions. A second cluster corresponds to the southern Mediterranean area and the central region which corresponds to the communities with highest temperatures.     

Multisite generalization of a daily stochastic precipitation generation model

The familiar chain-dependent-process stochastic model of daily precipitation, consisting of a two-state, first-order Markov chain for occurrences and a mixed exponential distribution for nonzero amounts, is extended to simultaneous simulation at multiple locations by driving a collection of individual models with serially independent but spatially correlated random numbers. The procedure is illustrated for a network of 25 locations in New York state, with interstation separations ranging approximately from 10 to 500 km. The resulting process reasonably reproduces various aspects of the joint distribution of daily precipitation observations at the modeled locations. The mixed exponential distributions, in addition to providing substantially better fits than the more conventional gamma distributions, are convenient for representing the tendency for smaller amounts at locations near the edges of wet areas. Means, variances, and interstation correlations of monthly precipitation totals are also well reproduced. In addition, the use of mixed exponential rather than gamma distributions yields interannual variability in the synthetic series that is much closer to the observed.     

Depth determination from a non-stationary magnetic profile for scaling geology

The conventional spectral analysis method for interpretation of magnetic data assumes stationary spatial series and a white‐noise source distribution. However, long magnetic profiles may not be stationary in nature and source distributions are not white. Long non‐stationary magnetic profiles can be divided into stationary subprofiles following Wiener filter theory. A least‐squares inverse method is used to calculate the scaling exponents and depth values of magnetic interfaces from the power spectrum. The applicability of this approach is demonstrated on non‐stationary synthetic and field magnetic data collected along the Nagaur–Jhalawar transect, western India. The stationarity of the whole profile and the subprofiles of the synthetic and field data is tested. The variation of the mean and standard deviations of the subprofiles is significantly reduced compared with the whole profile. The depth values found from the synthetic model are in close agreement with the assumed depth values, whereas for the field data these are in close agreement with estimates from seismic, magnetotelluric and gravity data.     

Accounting for source location errors in the bayesian analysis of seismicity and seismic hazard

A method is presented for incorporating the uncertainties associated with hypocentral locations in the formulation of probabilistic models of the time and space distributions of the activity of potential seismic sources, as well as of the resulting seismic hazard functions at sites in their vicinity. For this purpose, a bayesian framework of analysis is adopted, where the probabilistic models considered are assumed to have known forms and uncertain parameters, the distribution of the latter being the result of an a priori assessment and its updating through the incorporation of the direct statistical information, including the uncertainty associated with the relations between the actual hypocentral locations and the reported data. This uncertainty is incorporated in the evaluation of the likelihood function of the parameters to be estimated for a given sample of recorded locations. For the purpose of illustration, the method proposed is applied to the modelling of the seismic sources near a site close to the southern coast of Mexico. The results of two alternate algorithms for the incorporation of location uncertainties are compared with those arising from neglecting those uncertainties. One of them makes use of Monte Carlo simulation, while the other is based on a closed-form analytical integration following the introduction of some simplifying assumptions. For the particular case studied, accounting for location uncertainties gives place to significant changes in the probabilistic models of the seismic sources. Deviations of the same order of magnitude can be ascribed to differences in the mathematical and/or numerical tools used in the uncertainty analysis. The resulting variability of the seismic hazard at the site of interest is less pronounced than that affecting the estimates of activity of individual seismic sources.     

Frequency analysis of annual maximum suspended sediment concentrations in Abiod wadi,Biskra (Algeria)

Sediment transport processes in the Mediterranean semi‐arid areas have interested a great number of hydrologists and statisticians. Frequency analysis (FA) procedures are commonly applied for several hydrological events such as floods and droughts. However, in general, FA is not widely applied to treat suspended sediment concentration (SSC), especially in semi‐arid regions. In the present study, an FA was performed on SSC data from 1979 to 1991 observed upstream from the Foum El Gherza dam, which is located at Biskra in the South–East of Algeria. This dam is problematic in terms of silting. Therefore, this study is mainly motivated by providing an FA model and risk evaluation in order to assist dam managers to better evaluate the potential of silting resulting from SSC transport to the reservoir. Probability distributions commonly used in hydrology were tested to SSC data recorded at the M'chounech station on Abiod wadi located upstream the dam. All the FA steps were considered; including classical techniques (e.g. goodness‐of‐fit tests, statistical criteria) as well as recently developed tools (tail distribution classification). Their application led to the selection of the lognormal distribution (LN2) to fit the considered data, and hence an accurate risk assessment could be obtained. Because of the presence of a slight trend, non‐stationary models are also considered in the present study. Copyright © 2013 John Wiley & Sons, Ltd.     

Determination of probability distributions for Strahler stream lengths based on Poisson process and DEM

Abstract

One of the basic tasks in geomorphologic analysis is to know the probability distributions of the stream lengths of different orders. In practical applications, this information is useful for basin rainfall-runoff modelling. The objective of this study is to determine the length distributions of the Strahler streams. A Poisson process was used to derive the theoretical distributions. The result showed that the length distribution of the first-order stream is an exponential distribution and the second-order or higher order stream length is a gamma distribution. In order to verify the theoretical distributions, a digital elevation model (DEM) was adopted to calculate the stream lengths of four basins in Taiwan. Kolmogorov-Smirnov and chi-square tests were used to test the goodness-of-fit of the data. Results showed that the length distributions of the first- and second-order streams analysed by using DEM correspond with those from the derived distribution method.     

A geostatistical approach for areal rainfall statistics assessment

Areal rainfall statistics are more relevant in flood hydrology and water resources management than point rainfall statistics when it comes to help designing dams or hydraulic structures. This paper presents a geostatistically based method to derive the areal statistics from point statistics. Assuming that the distribution models of point rainfall and areal belong to the same class of models and that the rainfall process is stationary, it is shown how the parameters of the areal distribution model can directly be computed from the parameters of the point distribution models in case of a non stationary process, an approximation is derived that yielded good results when applied to a mountainous region in Southern France. The method also allows the computation of the areal reduction factors in a very general form.     

A geostatistical approach for areal rainfall statistics assessment

Areal rainfall statistics are more relevant in flood hydrology and water resources management than point rainfall statistics when it comes to help designing dams or hydraulic structures. This paper presents a geostatistically based method to derive the areal statistics from point statistics. Assuming that the distribution models of point rainfall and areal belong to the same class of models and that the rainfall process is stationary, it is shown how the parameters of the areal distribution model can directly be computed from the parameters of the point distribution models in case of a non stationary process, an approximation is derived that yielded good results when applied to a mountainous region in Southern France. The method also allows the computation of the areal reduction factors in a very general form.     

Global sensitivity analysis for stochastic ground motion modeling in seismic-risk assessment

Seismic risk assessment requires adoption of appropriate models for the earthquake hazard, the structural system and for its performance, and quantification of the uncertainties involved in these models through appropriate probability distributions. Characterization of the seismic hazard comprises undoubtedly the most critical component of this process, the one associated with the largest amount of uncertainty. For applications involving dynamic analysis this hazard is frequently characterized through stochastic ground motion models. This paper discusses a novel, global sensitivity analysis for the seismic risk with emphasis on such a stochastic ground motion modeling. This analysis aims to identify the overall (i.e. global) importance of each of the uncertain model parameters, or of groups of them, towards the total risk. The methodology is based on definition of an auxiliary density (distribution) function, proportional to the integrand of the integral quantifying seismic risk, and on comparison of this density to the initial probability distribution for the model parameters of interest. Uncertainty in the rest of the model parameters is explicitly addressed through integration of their joint auxiliary distribution to calculate the corresponding marginal distributions. The relative information entropy is used to quantify the difference between the compared density functions and an efficient approach based on stochastic sampling is introduced for estimating this entropy for all quantities of interest. The framework is illustrated in an example that adopts a source-based stochastic ground motion model, and valuable insight is provided for its implementation within structural engineering applications.     

Frequency analysis of nonstationary annual maximum flood series using the time‐varying two‐component mixture distributions

The most popular practice for analysing nonstationarity of flood series is to use a fixed single‐type probability distribution incorporated with the time‐varying moments. However, the type of probability distribution could be both complex because of distinct flood populations and time‐varying under changing environments. To allow the investigation of this complex nature, the time‐varying two‐component mixture distributions (TTMD) method is proposed in this study by considering the time variations of not only the moments of its component distributions but also the weighting coefficients. Having identified the existence of mixed flood populations based on circular statistics, the proposed TTMD was applied to model the annual maximum flood series of two stations in the Weihe River basin, with the model parameters calibrated by the meta‐heuristic maximum likelihood method. The performance of TTMD was evaluated by different diagnostic plots and indexes and compared with stationary single‐type distributions, stationary mixture distributions and time‐varying single‐type distributions. The results highlighted the advantages of TTMD with physically‐based covariates for both stations. Besides, the optimal TTMD models were considered to be capable of settling the issue of nonstationarity and capturing the mixed flood populations satisfactorily. Copyright © 2016 John Wiley & Sons, Ltd.     

Stochastic synthesis approximating any process dependence and distribution

An extension of the symmetric-moving-average (SMA) scheme is presented for stochastic synthesis of a stationary process for approximating any dependence structure and marginal distribution. The extended SMA model can exactly preserve an arbitrary second-order structure as well as the high order moments of a process, thus enabling a better approximation of any type of dependence (through the second-order statistics) and marginal distribution function (through statistical moments), respectively. Interestingly, by explicitly preserving the coefficient of kurtosis, it can also simulate certain aspects of intermittency, often characterizing the geophysical processes. Several applications with alternative hypothetical marginal distributions, as well as with real world processes, such as precipitation, wind speed and grid-turbulence, highlight the scheme’s wide range of applicability in stochastic generation and Monte-Carlo analysis. Particular emphasis is given on turbulence, in an attempt to simulate in a simple way several of its characteristics regarded as puzzles.     

Non-identical models for seasonal flood frequency analysis

Abstract

The aim is to build a seasonal flood frequency analysis model and estimate seasonal design floods. The importance of seasonal flood frequency analysis and the advantages of considering seasonal design floods in the derivation of reservoir planning and operating rules are discussed, recognising that seasonal flood frequency models have been in use for over 30 years. A set of non-identical models with non-constant parameters is proposed and developed to describe flows that reflect seasonal flood variation. The peak-over-threshold (POT) sampling method was used, as it is considered to provide significantly more information on flood seasonality than annual maximum (AM) sampling and has better performance in flood seasonality estimation. The number of exceedences is assumed to follow the Poisson distribution (Po), while the peak exceedences are described by the exponential (Ex) and generalized Pareto (GP) distributions and a combination of both, resulting in three models, viz. Po-Ex, Po-GP and Po-Ex/GP. Their performances are analysed and compared. The Geheyan and the Baiyunshan reservoirs were chosen for the case study. The application and statistical experiment results show that each model has its merits and that the Po-Ex/GP model performs best. Use of the Po-Ex/GP model is recommended in seasonal flood frequency analysis for the purpose of deriving reservoir operation rules.     

Intermittence and peculiarities of a statistic characteristic of the geomagnetic field in geodynamo models

The analysis of the statistical characteristics of the geomagnetic field generated in the numerical geodynamo models has shown that the distribution of the spherical harmonic coefficients in some cases is not Gaussian but, instead, has much in common with the Laplace distribution. The shape of the corresponding histograms depends on the time scale, which allows interpreting the obtained data in terms of a mixture of Gaussian distributions. The similar effects associated with the intermittence were observed in the experiments in a turbulent fluid flow. Hence, the behavior of secular variations in the magnetic field of the Earth should perhaps be described in terms of a mixture of several Gaussian stationary processes corresponding to switching between the different regimes of geodynamo generation.     

Significance of AIC differences for precipitation intensity distributions

Chain dependent models for daily precipitation typically model the occurrence process as a Markov chain and the precipitation intensity process using one of several probability distributions. It has been argued that the mixed exponential distribution is a superior model for the rainfall intensity process, since the value of its information criterion (Akaike information criterion or Bayesian information criterion) when fit to precipitation data is usually less than the more commonly used gamma distribution. The differences between the criterion values of the best and lesser models are generally small relative to the magnitude of the criterion value, which raises the question of whether these differences are statistically significant. Using a likelihood ratio statistic and nesting the gamma and mixed exponential distributions in a parent distribution, we show indirectly that generally the superiority of the mixed exponential distribution over the gamma distribution for modeling precipitation intensity is statistically significant. Comparisons are also made with a common-a gamma model, which are less informative.     

The maximum depth of a river as a stochastic process

The maximum depth of a river section is schematized as a non‐stationary continuous‐parameter continuous stochastic process, with a three‐parameter lognormal distribution. Two processes, represented by a first‐order and a second‐order differential equation, are considered. Non‐stationarity is accounted for by the mean, the other parameters being assumed constant. The continuous processes are then discretized as AR(1) and ARMA(2,1) processes respectively, and used for computing the conditional probability (which is of practical interest) for a given maximum depth not to be exceeded in a period of given length. The models are applied to the River Po (Italy) and the AR(1) model is found to be preferable. An analysis of the effect of discretizing the parameter is also carried out, considering the second‐order model and the conditional probability, for which analytical results for the continuous‐parameter model are available. Copyright © 2002 John Wiley & Sons, Ltd.     

Fatigue reliability analysis of deep water rigid marine risers associated with Morison-type wave loading

This work presents a simple and efficient framework for the fatigue reliability assessment of a vertical top-tensioned rigid riser. The fatigue damage response is considered as a narrow-band Gaussian stationary random process with a zero mean for the short-term behavior of a riser. Non-linearity in a response associated with Morison-type wave loading is accounted for by using a factor, which is the ratio of expected damage according to a non-linear probability distribution to the expected damage according to a linear method of analysis. Long-term non-stationary response is obtained by summing up a large number of short-term stationary responses. Uncertainties associated with both the strength and stress parts of the limit state function are quantified by a lognormal distribution. A closed form reliability analysis is carried out, which is based on the limit state function formulated in terms of Miner’s cumulative damage rule. The results thus obtained are compared with the well-documented lognormal format of reliability analysis based on time to fatigue failure. The validity of using the lognormal hazard rate function in predicting the fatigue life is discussed. A Monte Carlo simulation technique is also used as a reliability assessment method. A simple algorithm is used to reduce the uncertainty associated with direct sampling at small probability of failure values and a small number of simulations. Simulation results are compared with closed form solutions. A worked example is included to show the practical riser design problem based on reliability analysis.     

Wahrscheinlichkeitsverteilung von Wasserinhaltsstoffen

A water-quality-related assessment of the state of waters can be carried dout by the graphic or computer-aided fitting of probability functions of qualitative and quantitative characteristics of water quality. For this, five discrete and ten continuous distribution functions in potential fields of application of ecology and water quality management are represented. In evaluations of examples of measured data of two flowing waters there prove to be suitable as models above all the power normal distribution (chemical quantities), LN3-distribution (biochemically removable substances) and the Johnson distribution (physical measured quantities). Evaluations like that of stationary probability distributions of variables of water quality having been observed for many years at consecutive measuring stations of flowing waters lead to distribution patterns which can be used for optimizing measurement and investigation programs.     

Implications of heterogeneous flood‐frequency distributions on traditional stream‐discharge prediction techniques

Traditional flood‐frequency analysis involves the assumption of homogeneity of the flood distribution. However, floods are often generated by heterogeneous distributions composed of a mixture of two or more populations. Differences between the populations may be the result of a number of factors, including seasonal variations in the flood‐producing mechanisms, changes in weather patterns resulting from low‐frequency climate shifts and/or El Niño/La Nina oscillations, changes in channel routing owing to the dominance of within‐channel or floodplain flow, and basin variability resulting from changes in antecedent soil moisture. Not recognizing these physical processes in conventional flood‐frequency analysis probably is the main reason that many frequency distributions do not provide an acceptable fit to flood data. In this paper, we use long‐term hydroclimatic records from the Gila River basin of south‐east and central Arizona in the USA to explore the extent and significance of mixed populations. First, we discuss the probable causes of heterogeneity in the frequency distribution of annual flood and present evidence of its occurrence. Second, we investigate the implications of using various popular homogeneous distributions for predicting peak flows for basins that exhibit mixed population characteristics. Third, we demonstrate how alternative frequency models that explicitly account for floods generated by a mixture of two or more populations are both hydrologically and statistically more appropriate. We illustrate how the selection of the most plausible distribution for flood‐frequency analysis also should be based on hydrological reasoning as opposed to the sole application of the traditional statistical goodness‐of‐fit tests. Copyright © 2002 John Wiley & Sons, Ltd.