Seismic hazard and uncertainty analysis of the Taiwan area

The objectives of this paper are (1) to obtain estimates on the effect of uncertainties of the hazard model, and (2) to evaluate the seismic hazard in Taiwan for structural analysis and design purposes. The seismic hazard in the Taiwan area is presented in terms of an iso-acceleration map. Such a map is developed for return periods of peak ground acceleration of 225 years and 475 years. The contour map of b-values and mean occurence rates for this region is also presented. Uncertainty analyses of model parameters in hazard analysis are concentrated on the analysis of dispersion of PGA values and the probabilistic modeling of stationary and nonstationary Poisson models of occurrences. Th e overall results are considered to be conservative since for most uncertainty analyses the more conservative values are used.     

Choosing an arbitrary calibration period for hydrologic models: How much does it influence water balance simulations?

The selection of calibration and validation time periods in hydrologic modelling is often done arbitrarily. Nonstationarity can lead to an optimal parameter set for one period which may not accurately simulate another. However, there is still much to be learned about the responses of hydrologic models to nonstationary conditions. We investigated how the selection of calibration and validation periods can influence water balance simulations. We calibrated Soil and Water Assessment Tool hydrologic models with observed streamflow for three United States watersheds (St. Joseph River of Indiana/Michigan, Escambia River of Florida/Alabama, and Cottonwood Creek of California), using time period splits for calibration/validation. We found that the choice of calibration period (with different patterns of observed streamflow, precipitation, and air temperature) influenced the parameter sets, leading to dissimilar simulations of water balance components. In the Cottonwood Creek watershed, simulations of 50-year mean January streamflow varied by 32%, because of lower winter precipitation and air temperature in earlier calibration periods on calibrated parameters, which impaired the ability for models calibrated to earlier periods to simulate later periods. Peaks of actual evapotranspiration for this watershed also shifted from April to May due to different parameter values depending on the calibration period's winter air temperatures. In the St. Joseph and Escambia River watersheds, adjustments of the runoff curve number parameter could vary by 10.7% and 20.8%, respectively, while 50-year mean monthly surface runoff simulations could vary by 23%–37% and 169%–209%, depending on the observed streamflow and precipitation of the chosen calibration period. It is imperative that calibration and validation time periods are chosen selectively instead of arbitrarily, for instance using change point detection methods, and that the calibration periods are appropriate for the goals of the study, considering possible broad effects of nonstationary time series on water balance simulations. It is also crucial that the hydrologic modelling community improves existing calibration and validation practices to better include nonstationary processes.     

Prestack nonstationary deconvolution based on variable-step sampling in the radial trace domain

The conventional nonstationary convolutional model assumes that the seismic signal is recorded at normal incidence. Raw shot gathers are far from this assumption because of the effects of offsets. Because of such problems, we propose a novel prestack nonstationary deconvolution approach. We introduce the radial trace （RT） transform to the nonstationary deconvolution, we estimate the nonstationary deconvolution factor with hyperbolic smoothing based on variable-step sampling （VSS） in the RT domain, and we obtain the high-resolution prestack nonstationary deconvolution data. The RT transform maps the shot record from the offset and traveltime coordinates to those of apparent velocity and traveltime. The ray paths of the traces in the RT better satisfy the assumptions of the convolutional model. The proposed method combines the advantages of stationary deconvolution and inverse Q filtering, without prior information for Q. The nonstationary deconvolution in the RT domain is more suitable than that in the space-time （XT） domain for prestack data because it is the generalized extension of normal incidence. Tests with synthetic and real data demonstrate that the proposed method is more effective in compensating for large-offset and deep data.     

Climate models and hydrological parameter uncertainties in climate change impacts on monthly runoff and daily flow duration curve of a Mediterranean catchment

ABSTRACT

Climate models and hydrological parameter uncertainties were quantified and compared while assessing climate change impacts on monthly runoff and daily flow duration curve (FDC) in a Mediterranean catchment. Simulations of the Soil and Water Assessment Tool (SWAT) model using an ensemble of behavioural parameter sets derived from the Generalized Likelihood Uncertainty Estimation (GLUE) method were approximated by feed-forward artificial neural networks (FF-NN). Then, outputs of climate models were used as inputs to the FF-NN models. Subsequently, projected changes in runoff and FDC were calculated and their associated uncertainty was partitioned into climate model and hydrological parameter uncertainties. Runoff and daily discharge of the Chiba catchment were expected to decrease in response to drier and warmer climatic conditions in the 2050s. For both hydrological indicators, uncertainty magnitude increased when moving from dry to wet periods. The decomposition of uncertainty demonstrated that climate model uncertainty dominated hydrological parameter uncertainty in wet periods, whereas in dry periods hydrological parametric uncertainty became more important.

Editor M.C. Acreman; Associate editor S. Kanae     

Non‐stationary hydrological model parameters: a framework based on SOM‐B

The application of stationary parameters in conceptual hydrological models, even under changing boundary conditions, is a common yet unproven practice. This study investigates the impact of non‐stationary model parameters on model performance for different flow indices and time scales. Therefore, a Self‐Organizing Map based optimization approach, which links non‐stationary model parameters with climate indices, is presented and tested on seven meso‐scale catchments in northern Germany. The algorithm automatically groups sub‐periods with similar climate characteristics and allocates them to similar model parameter sets. The climate indices used for the classification of sub‐periods are based on (a) yearly means and (b) a moving average over the previous 61 days. Classification b supports the estimation of continuous non‐stationary parameters. The results show that (i) non‐stationary model parameters can improve the performance of hydrological models with an acceptable growth in parameter uncertainty; (ii) some model parameters are highly correlated to some climate indices; (iii) the model performance improves more for monthly means than yearly means; and (iv) in general low to medium flows improve more than high flows. It was further shown how the gained knowledge can be used to identify insufficiencies in the model structure. Copyright © 2015 John Wiley & Sons, Ltd.     

An event simulation approach to the assessment of flood level frequencies: risk maps for the Warsaw reach of the River Vistula

Flood risk assessment is customarily performed using a design flood. Observed past flows are used to derive a flood frequency curve which forms the basis for a construction of a design flood. The simulation of a distributed model with the 1‐in‐T year design flood as an input gives information on the possible inundation areas, which are used to derive flood risk maps. The procedure is usually performed in a deterministic fashion, and its extension to take into account the design flood‐and flow routing model uncertainties is computer time consuming. In this study we propose a different approach to flood risk assessment which consists of the direct simulation of a distributed flow routing model for an observed series of annual maximum flows and the derivation of maps of probability of inundation of the desired return period directly from the obtained simulations of water levels at the model cross sections through an application of the Flood Level Frequency Analysis. The hydraulic model and water level quantile uncertainties are jointly taken into account in the flood risk uncertainty evaluation using the Generalized Likelihood Uncertainty Estimation (GLUE) approach. An additional advantage of the proposed approach lies in smaller uncertainty of inundation predictions for long return periods compared to the standard approach. The approach is illustrated using a design flood level and a steady‐state solution of a hydraulic model to derive maps of inundation probabilities. Copyright © 2016 John Wiley & Sons, Ltd.     

Seismic data analysis using local time‐frequency decomposition

Many natural phenomena, including geologic events and geophysical data, are fundamentally nonstationary ‐ exhibiting statistical variation that changes in space and time. Time‐frequency characterization is useful for analysing such data, seismic traces in particular. We present a novel time‐frequency decomposition, which aims at depicting the nonstationary character of seismic data. The proposed decomposition uses a Fourier basis to match the target signal using regularized least‐squares inversion. The decomposition is invertible, which makes it suitable for analysing nonstationary data. The proposed method can provide more flexible time‐frequency representation than the classical S transform. Results of applying the method to both synthetic and field data examples demonstrate that the local time‐frequency decomposition can characterize nonstationary variation of seismic data and be used in practical applications, such as seismic ground‐roll noise attenuation and multicomponent data registration.     

A nonstationary runoff frequency analysis for future climate change and its uncertainties

With the intensification of climate change, its impact on runoff variations cannot be ignored. The main purpose of this study is to analyse the nonstationarity of runoff frequency adjusted for future climate change in the Luanhe River basin, China, and quantify the different sources of uncertainties in nonstationary runoff frequency analysis. The advantage of our method is the combination of generalized additive models in location, scale, and shape (GAMLSS) and downscaling models. The nonstationary GAMLSS models were established for the nonstationary frequency analysis of runoff (1961–2010) by using the observed precipitation as a covariate, which is closely related to runoff and contributes significantly to its nonstationarity. To consider the nonstationary effects of future climate change on future runoff variations, the downscaled precipitation series in the future (2011–2080) from the general circulation models (GCMs) were substituted into the selected nonstationary model to calculate the statistical parameters and runoff frequency in the future. A variance decomposition method was applied to quantify the impacts of different sources of uncertainty on the nonstationary runoff frequency analysis. The results show that the impacts of uncertainty in the GCMs, scenarios, and statistical parameters of the GAMLSS model increase with increasing runoff magnitude. In addition, GCMs and GAMLSS model parameters have the main impacts on runoff uncertainty, accounting for 14% and 83% of the total uncertainty sources, respectively. Conversely, the interactions and scenarios make limited contributions, accounting for 2% and 1%, respectively. Further analysis shows that the sources of uncertainty in the statistical parameters of the nonstationary model mainly result from the fluctuations in the precipitation sequence. This result indicates the necessity of considering the precipitation sequence as a covariate for runoff frequency analysis in the future.     

Bayesian dynamic modelling for nonstationary hydroclimatic time series forecasting along with uncertainty quantification

Forecasting of hydrologic time series, with the quantification of uncertainty, is an important tool for adaptive water resources management. Nonstationarity, caused by climate forcing and other factors, such as change in physical properties of catchment (urbanization, vegetation change, etc.), makes the forecasting task too difficult to model by traditional Box–Jenkins approaches. In this paper, the potential of the Bayesian dynamic modelling approach is investigated through an application to forecast a nonstationary hydroclimatic time series using relevant climate index information. The target is the time series of the volume of Devil's Lake, located in North Dakota, USA, for which it was proved difficult to forecast and quantify the associated uncertainty by traditional methods. Two different Bayesian dynamic modelling approaches are discussed, namely, a constant model and a dynamic regression model (DRM). The constant model uses the information of past observed values of the same time series, whereas the DRM utilizes the information from a causal time series as an exogenous input. Noting that the North Atlantic Oscillation (NAO) index appears to co‐vary with the time series of Devil's Lake annual volume, its use as an exogenous predictor is explored in the case study. The results of both the Bayesian dynamic models are compared with those from the traditional Box–Jenkins time series modelling approach. Although, in this particular case study, it is observed that the DRM performs marginally better than traditional models, the major strength of Bayesian dynamic models lies in the quantification of prediction uncertainty, which is of great value in hydrology, particularly under the recent climate change scenario. Copyright © 2008 John Wiley & Sons, Ltd.     

Assessment and management of risk in subsurface hydrology: A review and perspective

Uncertainty plagues every effort to model subsurface processes and every decision made on the basis of such models. Given this pervasive uncertainty, virtually all practical problems in hydrogeology can be formulated in terms of (ecologic, monetary, health, regulatory, etc.) risk. This review deals with hydrogeologic applications of recent advances in uncertainty quantification, probabilistic risk assessment (PRA), and decision-making under uncertainty. The subjects discussed include probabilistic analyses of exposure pathways, PRAs based on fault tree analyses and other systems-based approaches, PDF (probability density functions) methods for propagating parametric uncertainty through a modeling process, computational tools (e.g., random domain decompositions and transition probability based approaches) for quantification of geologic uncertainty, Bayesian algorithms for quantification of model (structural) uncertainty, and computational methods for decision-making under uncertainty (stochastic optimization and decision theory). The review is concluded with a brief discussion of ways to communicate results of uncertainty quantification and risk assessment.     

New estimates of future changes in extreme rainfall across the UK using regional climate model integrations. 2. Future estimates and use in impact studies

Under enhanced greenhouse conditions, climate models suggest an increase in rainfall intensities in the northern Hemisphere. Major flood events in the UK during autumn 2000 and central Europe in August 2002, have focussed attention on the dramatic impacts these changes may have on many sectors of society. In the companion paper [Fowler et al., J. Hydrol. (2004) this issue], we suggested that the HadRM3H model may be used with some confidence to estimate extreme rainfall distributions, showing good predictive skill in estimating statistical properties of extreme rainfall during the baseline period, 1961–1990. In this study, we use results from the future integration of HadRM3H (following the IPCC SRES scenario A2 for 2070–2100) to assess possible changes in extreme rainfall across the UK using two methods: regional frequency analysis and individual grid box analysis. Results indicate that for short duration events (1–2 days), event magnitude at a given return period will increase by 10% across the UK. For longer duration events (5–10 days), event magnitudes at given return periods show large increases in Scotland (up to +30%), with greater relative change at higher return periods (25–50 years). In the rest of the UK, there are small increases in the magnitude of more frequent events (up to +10%) but reductions at higher return periods (up to −20%). These results provide information to alter design storm depths to examine climate change impacts on various structures. The uncertainty bounds of the estimated changes and a ‘scaling’ methodology are additionally detailed. This allows the estimation of changes for the 2020s, 2050s and 2080s, and gives some confidence in the use of these estimates in impact studies.     

Can we tell more than we can know? The limits of bivariate drought analyses in the United States

The joint occurrence of extreme hydroclimatic events, such as simultaneous precipitation deficit and high temperature, results in the so-called compound events, and has a serious impact on risk assessment and mitigation strategies. Multivariate frequency analysis (MFA) allows a probabilistic quantitative assessment of this risk under uncertainty. Analyzing precipitation and temperature records in the contiguous United States (CONUS), and focusing on the assessment of the degree of rarity of the 2014 California drought, we highlight some critical aspects of MFA that are often overlooked and should be carefully taken into account for a correct interpretation of the results. In particular, we show that an informative exploratory data analysis (EDA) devised to check the basic hypotheses of MFA, a suitable assessment of the sampling uncertainty, and a better understanding of probabilistic concepts can help to avoid misinterpretation of univariate and multivariate return periods, and incoherent conclusions concerning the risk of compound extreme hydroclimatic events. Empirical results show that the dependence between precipitation deficit and temperature across the CONUS can be positive, negative or not significant and does not exhibit significant changes in the last three decades. Focusing on the 2014 California drought as a compound event and based on the data used, the probability of occurrence strongly depends on the selected variables and how they are combined, and is affected by large uncertainty, thus preventing definite conclusions about the actual degree of rarity of this event.     

A probabilistic framework to evaluate the uncertainty of design hydrograph: case study of Swannanoa River watershed

ABSTRACT

This study presents a probabilistic framework to evaluate the impact of uncertainty of design rainfall depth and temporal pattern as well as antecedent moisture condition (AMC) on design hydrograph attributes – peak, time to peak, duration and volume, as well as falling and rising limb slopes – using an event-based hydrological model in the Swannanoa River watershed in North Carolina, USA. Of the six hydrograph attributes, falling limb slope is the most sensitive to the aforementioned uncertainties, while duration is the least sensitive. In general, the uncertainty of hydrograph attributes decreases in higher recurrence intervals. Our multivariate analysis revealed that in most of the return periods, AMC is the most important driver for peak, duration and volume, while time to peak and falling limb slope are most influenced by rainfall pattern. In higher return periods, the importance of rainfall depth and pattern increases, while the importance of AMC decreases.     

A general Bayesian framework for calibrating and evaluating stochastic models of annual multi-site hydrological data

Multi-site simulation of hydrological data are required for drought risk assessment of large multi-reservoir water supply systems. In this paper, a general Bayesian framework is presented for the calibration and evaluation of multi-site hydrological data at annual timescales. Models included within this framework are the hidden Markov model (HMM) and the widely used lag-1 autoregressive (AR(1)) model. These models are extended by the inclusion of a Box–Cox transformation and a spatial correlation function in a multi-site setting. Parameter uncertainty is evaluated using Markov chain Monte Carlo techniques. Models are evaluated by their ability to reproduce a range of important extreme statistics and compared using Bayesian model selection techniques which evaluate model probabilities. The case study, using multi-site annual rainfall data situated within catchments which contribute to Sydney’s main water supply, provided the following results: Firstly, in terms of model probabilities and diagnostics, the inclusion of the Box–Cox transformation was preferred. Secondly the AR(1) and HMM performed similarly, while some other proposed AR(1)/HMM models with regionally pooled parameters had greater posterior probability than these two models. The practical significance of parameter and model uncertainty was illustrated using a case study involving drought security analysis for urban water supply. It was shown that ignoring parameter uncertainty resulted in a significant overestimate of reservoir yield and an underestimation of system vulnerability to severe drought.     

Extension of observed flood series by combining a distributed hydro-meteorological model and a copula-based model

Long flood series are required to accurately estimate flood quantiles associated with high return periods, in order to design and assess the risk in hydraulic structures such as dams. However, observed flood series are commonly short. Flood series can be extended through hydro-meteorological modelling, yet the computational effort can be very demanding in case of a distributed model with a short time step is considered to obtain an accurate flood hydrograph characterisation. Statistical models can also be used, where the copula approach is spreading for performing multivariate flood frequency analyses. Nevertheless, the selection of the copula to characterise the dependence structure of short data series involves a large uncertainty. In the present study, a methodology to extend flood series by combining both approaches is introduced. First, the minimum number of flood hydrographs required to be simulated by a spatially distributed hydro-meteorological model is identified in terms of the uncertainty of quantile estimates obtained by both copula and marginal distributions. Second, a large synthetic sample is generated by a bivariate copula-based model, reducing the computation time required by the hydro-meteorological model. The hydro-meteorological modelling chain consists of the RainSim stochastic rainfall generator and the Real-time Interactive Basin Simulator (RIBS) rainfall-runoff model. The proposed procedure is applied to a case study in Spain. As a result, a large synthetic sample of peak-volume pairs is stochastically generated, keeping the statistical properties of the simulated series generated by the hydro-meteorological model. This method reduces the computation time consumed. The extended sample, consisting of the joint simulated and synthetic sample, can be used for improving flood risk assessment studies.     

On some aspects of peaks-over-threshold modeling of floods under nonstationarity using climate covariates

This paper discusses some aspects of flood frequency analysis using the peaks-over-threshold model with Poisson arrivals and generalized Pareto (GP) distributed peak magnitudes under nonstationarity, using climate covariates. The discussion topics were motivated by a case study on the influence of El Niño–Southern Oscillation on the flood regime in the Itajaí river basin, in Southern Brazil. The Niño3.4 (DJF) index is used as a covariate in nonstationary estimates of the Poisson and GP distributions scale parameters. Prior to the positing of parametric dependence functions, a preliminary data-driven analysis was carried out using nonparametric regression models to estimate the dependence of the parameters on the covariate. Model fits were evaluated using asymptotic likelihood ratio tests, AIC, and Q–Q plots. Results show statistically significant and complex dependence relationships with the covariate on both nonstationary parameters. The nonstationary flood hazard measure design life level (DLL) was used to compare the relative performances of stationary and nonstationary models in quantifying flood hazard over the period of records. Uncertainty analyses were carried out in every step of the application using the delta method.     

Quantification of uncertainty in the assessment of future streamflow under changing climate conditions

Climate change has a significant influence on streamflow variation. The aim of this study is to quantify different sources of uncertainties in future streamflow projections due to climate change. For this purpose, 4 global climate models, 3 greenhouse gas emission scenarios (representative concentration pathways), 6 downscaling models, and a hydrologic model (UBCWM) are used. The assessment work is conducted for 2 different future time periods (2036 to 2065 and 2066 to 2095). Generalized extreme value distribution is used for the analysis of the flow frequency. Strathcona dam in the Campbell River basin, British Columbia, Canada, is used as a case study. The results show that the downscaling models contribute the highest amount of uncertainty to future streamflow predictions when compared to the contributions by global climate models or representative concentration pathways. It is also observed that the summer flows into Strathcona dam will decrease, and winter flows will increase in both future time periods. In addition to these, the flow magnitude becomes more uncertain for higher return periods in the Campbell River system under climate change.     

Use of a nonstationary copula to predict future bivariate low flow frequency in the Connecticut river basin

Frequency analysis of streamflow provides an essential ingredient in our understanding of hydrologic events and provides needed guidance in the design and management of water resources infrastructure. However, traditional hydrologic approaches often fail to include important external effects that can result in unpredictable or unforeseen changes in streamflow. Moreover, previous studies investigating multiple characteristics of streamflow do not address a nonstationary approach. This study explores nonstationary frequency analysis of bivariate characteristics, including occurrence and severity, of annual low flow in the Connecticut River Basin, United States. To investigate bivariate low flow frequency, copulas and their marginal distributions are constructed by using stationary and nonstationary approaches. Our study results indicate that streamflow used in this study demonstrate significant nonstationarity. Over time, the occurrence and severity of low flows are shown to be lower with the same probability based on the results of nonstationary copulas. Bivariate low flow frequencies in the years 1970, 2000, and 2030, and their joint return periods are estimated under the nonstationary copulas. Copyright © 2016 John Wiley & Sons, Ltd.     

Sensitivity of PSHA results to ground motion prediction relations and logic-tree weights

Epistemic uncertainty in ground motion prediction relations is recognized as an important factor to be considered in probabilistic seismic hazard analysis (PSHA), together with the aleatory variability that is incorporated directly into the hazard calculations through integration across the log-normal scatter in the ground motion relations. The epistemic uncertainty, which is revealed by the differences in median values of ground motion parameters obtained from relations derived for different regions, is accounted for by the inclusion of two or more ground motion prediction relations in a logic-tree formalism. The sensitivity of the hazard results to the relative weights assigned to the branches of the logic-tree, is explored through hazard analyses for two sites in Europe, in areas of high and moderate seismicity, respectively. The analyses reveal a strong influence of the ground motion models on the results of PSHA, particularly for low annual exceedance frequencies (long return periods) and higher confidence levels. The results also show, however, that as soon as four or more relations are included in the logic-tree, the relative weights, unless strongly biased towards one or two relations, do not significantly affect the hazard. The selection of appropriate prediction relations to include in the analysis, therefore, has a greater impact than the expert judgment applied in assigning relative weights to the branches of the logic-tree.