Generalized autoregressive conditional heteroscedasticity modelling of hydrologic time series

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

Group-based estimation of missing hydrological data: II. Application to streamflows

Abstract

The group approach that treats hydrological data as groups rather than as single-valued observations was proposed in a companion paper. Various models representing four techniques are briefly presented and applied to single series and bi-series cases, respectively, in this paper. The techniques represented by these models are regression, time series analysis, partitioning modelling, and artificial neural networks. The utility of the models for estimating missing streamflow data using the group approach is investigated. It turns out that the group approach is valid for estimating missing values, and possibly other applications, when data are significantly auto-correlated.     

A methodology for simple and fast streamflow modelling

ABSTRACT

During the last few decades, hydrological models have become very powerful, capable of spatially analysing the hydrological information and accurately representing the geomorphological characteristics of the studied area. However, one of the drawbacks of this heightened intricacy is the amount of time required to set up a hydrological model. In this study, a simple methodology that requires only a minimum set-up time is presented. This methodology employs linear regression to combine the outputs of simple hydrological models to simulate hydrological responses. Two kinds of simple hydrological models are employed. The first one represents the characteristics of the streamflow attributed to overland flow, and the second the characteristics of the streamflow attributed to interflow and baseflow. The methodology was tested in 4 case studies, and the results were encouraging. The best performance was achieved in the case study with data of fine time step with significant length.     

Impact of climate and land-use changes on hydrological processes and sediment yield—a case study of the Be River catchment,Vietnam

Abstract

The impact of climate and land-use changes on hydrological processes and sediment yield is investigated in the Be River catchment, Vietnam, using the Soil and Water Assessment Tool (SWAT) hydrological model. The sensitivity analysis, model calibration and validation indicated that the SWAT model could reasonably simulate the hydrology and sediment yield in the catchment. From this, the responses of the hydrology and sediment to climate change and land-use changes were considered. The results indicate that deforestation had increased the annual flow (by 1.2%) and sediment load (by 11.3%), and that climate change had also significantly increased the annual streamflow (by 26.3%) and sediment load (by 31.7%). Under the impact of coupled climate and land-use changes, the annual streamflow and sediment load increased by 28.0% and 46.4%, respectively. In general, during the 1978–2000 period, climate change influenced the hydrological processes in the Be River catchment more strongly than the land-use change.

Editor Z.W. Kundzewicz; Associate editor Q. Zhang

Citation Khoi, D.N. and Suetsugi, T., 2014. Impact of climate and land-use changes on hydrological processes and sediment yield—a case study of the Be River catchment, Vietnam. Hydrological Sciences Journal, 59 (5), 1095–1108.     

Climate change impacts on groundwater hydrology – where are the main uncertainties and can they be reduced?

ABSTRACT

This paper assesses how various sources of uncertainty propagate through the uncertainty cascade from emission scenarios through climate models and hydrological models to impacts, with a particular focus on groundwater aspects from a number of coordinated studies in Denmark. Our results are similar to those from surface water studies showing that climate model uncertainty dominates the results for projections of climate change impacts on streamflow and groundwater heads. However, we found uncertainties related to geological conceptualization and hydrological model discretization to be dominant for projections of well field capture zones, while the climate model uncertainty here is of minor importance. How to reduce the uncertainties on climate change impact projections related to groundwater is discussed, with an emphasis on the potential for reducing climate model biases through the use of fully coupled climate–hydrology models.

Editor D. Koutsoyiannis; Associate editor not assigned     

Structural uncertainty assessment in a discharge simulation model

Abstract

A major goal in hydrological modelling is to identify and quantify different sources of uncertainty in the modelling process. This paper analyses the structural uncertainty in a streamflow modelling system by investigating a set of models with increasing model structure complexity. The models are applied to two basins: Kielstau in Germany and XitaoXi in China. The results show that the model structure is an important factor affecting model performance. For the Kielstau basin, influences from drainage and wetland are critical for the local runoff generation, while for the XitaoXi basin accurate distributions of precipitation and evapotranspiration are two of the determining factors for the success of the river flow simulations. The derived model uncertainty bounds exhibit appropriate coverage of observations. Both case studies indicate that simulation uncertainty for the low-flow period contributes more to the overall uncertainty than that for the peak-flow period, although the main hydrological features in these two basins differ greatly.

Citation Zhang, X. Y., Hörmann, G., Gao, J. F. & Fohrer, N. (2011) Structural uncertainty assessment in a discharge simulation model. Hydrol. Sci. J. 56(5), 854–869.     

Impact of climate change on runoff in the upper part of the Euphrates basin

Abstract

Among the processes most affected by global warming are the hydrological cycle and water resources. Regions where the majority of runoff consists of snowmelt are very sensitive to climate change. It is significant to express the relationship between climate change and snow hydrology and it is imperative to perform climate change impact studies on snow hydrology at global and regional scales. Climate change impacts on the mountainous Upper Euphrates Basin were investigated in this paper. First, historical data trend analysis of significant hydro-meteorological data is presented. Available future climate data are then explained, and, finally, future climate data are used in hydrological models, which are calibrated and validated using historical hydro-meteorological data, and future streamflow is projected for the period 2070–2100. The hydrological model outcomes indicate substantial runoff decreases in summer and spring season runoff, which will have significant consequences on water sectors in the Euphrates Basin.

Citation Yilmaz, A.G. & Imteaz, M.A. (2011) Impact of climate change on runoff in the upper part of the Euphrates basin. Hydrol. Sci. J. 56(7), 1265–1279.     

Potential of support vector regression for prediction of monthly streamflow using endogenous property

In the recent past, a variety of statistical and other modelling approaches have been developed to capture the properties of hydrological time series for their reliable prediction. However, the extent of complexity hinders the applicability of such traditional models in many cases. Kernel‐based machine learning approaches have been found to be more popular due to their inherent advantages over traditional modelling techniques including artificial neural networks(ANNs ). In this paper, a kernel‐based learning approach is investigated for its suitability to capture the monthly variation of streamflow time series. Its performance is compared with that of the traditional approaches. Support vector machines (SVMs) are one such kernel‐based algorithm that has given promising results in hydrology and associated areas. In this paper, the application of SVMs to regression problems, known as support vector regression (SVR), is presented to predict the monthly streamflow of the Mahanadi River in the state of Orissa, India. The results obtained are compared against the results derived from the traditional Box–Jenkins approach. While the correlation coefficient between the observed and predicted streamflows was found to be 0·77 in case of SVR, the same for different auto‐regressive integrated moving average (ARIMA) models ranges between 0·67 and 0·69. The superiority of SVR as compared to traditional Box‐Jenkins approach is also explained through the feature space representation. Copyright © 2009 John Wiley & Sons, Ltd.     

River flow time series prediction with a range-dependent neural network

Abstract

Artificial neural networks provide a promising alternative to hydrological time series modelling. However, there are still many fundamental problems requiring further analyses, such as structure identification, parameter estimation, generalization, performance improvement, etc. Based on a proposed clustering algorithm for the training pairs, a new neural network, namely the range-dependent neural network (RDNN) has been developed for better accuracy in hydrological time series prediction. The applicability and potentials of the RDNN in daily streamflow and annual reservoir inflow prediction are examined using data from two watersheds in China. Empirical comparisons of the predictive accuracy, in terms of the model efficiency R² and absolute relative errors (ARE), between the RDNN, back-propagation (BP) networks and the threshold auto-regressive (TAR) model are made. The case studies demonstrated that the RDNN network performed significantly better than the BP network, especially for reproducing low-flow events.     

Distinct effects of temperature change on discharge and non-point pollution in subtropical southern China by SWAT simulation

Abstract

Climate change impacts on the availability of water resources. Projection of hydrological response to temperature change is valuable for water management. Such response may be complex and uncertain at the watershed scale and differences may exist between low and high latitudes. A simulation experiment was achieved by using SWAT modelling in the upstream watershed of Dongjiang River, South China. After calibration, the model was found appropriate for hydrological simulation in the study area and was run from 1995 to 2004 under a series of temperature change scenarios to reveal the response of streamflow and loads of sediment and nutrients. For a temperature increase of 3°C, streamflow, sediment and total phosphorus decreased by 5.2, 7.7 and 2.2%, respectively. Linear temperature change seemed to have a linear hydrological response. Nutrient deficiency was still the primary vegetation stress compared with water availability and temperature stress under rising temperatures. Comparison with previous research showed that two southern subtropical watersheds (one upstream and one downstream) gave different hydrological responses. Sediment and inorganic nitrogen loads decreased in the upstream watershed, but increased in the downstream one, when temperature increased. Under the warming scenarios, streamflow and sediment loads decreased throughout the year, especially during the wet season, which is different from results at high latitudes. Nutrient export decreased in April–June, but increased in the remaining months. Simulation results should be applied with caution in water resources management, as simulated climate change had variable hydrological influence in different regions and seasons.

Citation Xu, H. and Peng, S.L., 2013. Distinct effects of temperature change on discharge and non-point pollution in subtropical southern China by SWAT simulation. Hydrological Sciences Journal, 58 (5), 1032–1046.

Editor Z.W. Kundzewicz; Associate editor C.-Y. Xu     

Comparison of local and global approximators in multivariate chaotic forecasting of daily streamflow

ABSTRACT

Although it is conceptually assumed that global models are relatively ineffective in modelling the highly unstable structure of chaotic hydrologic dynamics, there is not a detailed study of comparing the performances of local and global models in a hydrological context, especially with new emerging machine learning models. In this study, the performance of a local model (k-nearest neighbour, k-nn) and, as global models, several recent machine learning models – artificial neural network (ANN), least square-support vector regression (LS-SVR), random forest (RF), M5 model tree (M5), multivariate adaptive regression splines (MARS) – was analysed in multivariate chaotic forecasting of streamflow. The models were developed for Australia’s largest river, the River Murray. The results indicate that the k-nn model was more successful than the global models in capturing the streamflow dynamics. Furthermore, coupled with the multivariate phase-space, it was shown that the global models can be successfully used for obtaining reliable uncertainty estimates for streamflow.     

Inferring groundwater system dynamics from hydrological time-series data

Abstract

The problem of identifying and reproducing the hydrological behaviour of groundwater systems can often be set in terms of ordinary differential equations relating the inputs and outputs of their physical components under simplifying assumptions. Conceptual linear and nonlinear models described as ordinary differential equations are widely used in hydrology and can be found in several studies. Groundwater systems can be described conceptually as an interlinked reservoir model structured as a series of nonlinear tanks, so that the groundwater table can be schematized as the water level in one of the interconnected tanks. In this work, we propose a methodology for inferring the dynamics of a groundwater system response to rainfall, based on recorded time series data. The use of evolutionary techniques to infer differential equations from data in order to obtain their intrinsic phenomenological dynamics has been investigated recently by a few authors and is referred to as evolutionary modelling. A strategy named Evolutionary Polynomial Regression (EPR) has been applied to a real hydrogeological system, the shallow unconfined aquifer of Brindisi, southern Italy, for which 528 recorded monthly data over a 44-year period are available. The EPR returns a set of non-dominated models, as ordinary differential equations, reproducing the system dynamics. The choice of the representative model can be made both on the basis of its performance against a test data set and based on its incorporation of terms that actually entail physical meaning with respect to the conceptualization of the system.

Citation Doglioni, A., Mancarella, D., Simeone, V. & Giustolisi, O. (2010) Inferring groundwater system dynamics from hydrological time-series data. Hydrol. Sci. J. 55(4), 593–608.     

Streamflow forecasting using least-squares support vector machines

Abstract

This paper investigates the ability of a least-squares support vector machine (LSSVM) model to improve the accuracy of streamflow forecasting. Cross-validation and grid-search methods are used to automatically determine the LSSVM parameters in the forecasting process. To assess the effectiveness of this model, monthly streamflow records from two stations, Tg Tulang and Tg Rambutan of the Kinta River in Perak, Peninsular Malaysia, were used as case studies. The performance of the LSSVM model is compared with the conventional statistical autoregressive integrated moving average (ARIMA), the artificial neural network (ANN) and support vector machine (SVM) models using various statistical measures. The results of the comparison indicate that the LSSVM model is a useful tool and a promising new method for streamflow forecasting.

Editor D. Koutsoyiannis; Associate editor L. See

Citation Shabri, A. and Suhartono, 2012. Streamflow forecasting using least-squares support vector machines. Hydrological Sciences Journal, 57 (7), 1275–1293.     

A hybrid factorial stepwise-cluster analysis method for streamflow simulation – a case study in northwestern China

ABSTRACT

In this study, a hybrid factorial stepwise-cluster analysis (HFSA) method is developed for modelling hydrological processes. The HFSA method employs a cluster tree to represent the complex nonlinear relationship between inputs (predictors) and outputs (predictands) in hydrological processes. A real case of streamflow simulation for the Kaidu River basin is applied to demonstrate the efficiency of the HFSA method. After training a total of 24?108 calibration samples, the cluster tree for daily streamflow is generated based on a stepwise-cluster analysis (SCA) approach and is then used to reproduce the daily streamflows for calibration (1995–2005) and validation (2008–2010) periods. The Nash-Sutcliffe coefficients for calibration and validation are 0.68 and 0.65, respectively, and the deviations of volume are 1.68% and 4.11%, respectively. Results show that: (i) the HFSA method can formulate a SCA-based hydrological modelling system for streamflow simulation with a satisfactory fitting; (ii) the variability and peak value of streamflow in the Kaidu River basin can be effectively captured by the SCA-based hydrological modelling system; (iii) results from 2⁶ factorial experiments indicate that not only are minimum temperature and precipitation key drivers of system performance, but also the interaction between precipitation and minimum temperature significantly impacts on the streamflow. The findings are useful in indicating that the streamflow of the study basin is a mixture of snowmelt and rainfall water.

EDITOR D. Koutsoyiannis; ASSOCIATE EDITOR G. Thirel     

Group-based estimation of missing hydrological data: I. Approach and general methodology

Abstract

In this first paper in a set of two, the problem of estimating missing segments in streamflow records is described. The group approach, different from the traditional single-valued approach, is proposed and explained. The approach perceives the hydrological data as sequence of groups rather than single-valued observations. The techniques suggested to handle the group approach are regression, time series analysis, partitioning modelling, and artificial neural networks. Pertinent literature is reviewed and background material is used to support the group approach. Implementation and comparisons of models' performance are deferred to the second paper.     

Author Index 1991

Abstract

Evapotranspiration (ET) is an important process in the hydrological cycle and needs to be accurately quantified for proper irrigation scheduling and optimal water resources systems operation. The time variant characteristics of ET necessitate the need for forecasting ET. In this paper, two techniques, namely a seasonal ARIMA model and Winter's exponential smoothing model, have been investigated for their applicability for forecasting weekly reference crop ET. A seasonal ARIMA model with one autoregressive and one moving average process and with a seasonality of 52 weeks was found to be an appropriate stochastic model. The ARIMA and Winter's models were compared with a simple ET model to assess their performance in forecasting. The forecast errors produced by these models were very small and the models would be promisingly of great use in real-time irrigation management.     

Regional assimilation of in situ observed soil moisture into the VIC model considering spatial variability

ABSTRACT

In order to improve the soil moisture (SM) modelling capacity, a regional SM assimilation scheme based on an empirical approach considering spatial variability was constructed to assimilate in situ observed SM data into a hydrological model. The daily variable infiltration capacity (VIC) model was built to simulate SM in the Upper Huai River Basin, China, with a resolution of 5 km × 5 km. Through synthetic assimilation experiments and validations, the assimilated SM was evaluated, and the assimilation feedback on evapotranspiration (ET) and streamflow are analysed and discussed. The results show that the assimilation scheme improved the SM modelling capacity, both spatially and temporally. Moreover, the simulated ET was continually affected by changes in SM simulation, and the streamflow predictions were improved after applying the SM assimilation scheme. This study demonstrates the potential value of in situ observations in SM assimilation, and provides valuable ways for improving hydrological simulations.     

Pulse generation models for daily intermittent streamflows / Modèles de génération d’impulsions pour des débits journaliers intermittents

Abstract

Abstract Generating pulses and then converting them into flow are two main steps of daily streamflow generation. Three pulse generation models have been proposed on the basis of Markov chains for the purpose of generating daily intermittent streamflow time series in this study. The first one is based on two two-state Markov chains, whereas the second uses a three-state Markov chain. The third model uses harmonic analysis and fits Fourier series to the three-state Markov chain. Results for a daily intermittent streamflow data series show a good performance of the proposed models.     

Atlantic Ocean sea-surface temperatures and regional streamflow variability in the Adour-Garonne basin,France

Abstract

The identification of Atlantic Ocean (AO) climatic drivers may prove valuable in long lead-time forecasting of streamflow in the Adour-Garonne basin in southwestern France. Previous studies have identified the Atlantic Multidecadal Oscillation (AMO) and the North Atlantic Oscillation (NAO) as drivers of European hydrology. The current research applied the singular value decomposition (SVD) statistical method to AO sea-surface temperatures (SSTs) to identify the primary AO climatic drivers of the Adour-Garonne basin streamflow. Annual and seasonal streamflow volumes were selected as the hydrological response, while average AO SSTs were calculated for three different 6-month averages (January–June, April–September and July–December) for the year preceding streamflow. The results identified a region along the Equator as the probable driver of the basin streamflow. Additional analysis evaluated the influence of the AMO and NAO on Adour-Garonne basin streamflow.

Editor Z.W. Kundzewicz; Associate editor H. Aksoy

Citation Oubeidillah, A.A., Tootle, G. and Anderson, S.-R., 2012. Atlantic Ocean sea-surface temperatures and regional streamflow variability in the Adour-Garonne basin, France. Hydrological Sciences Journal, 57 (3), 496–506.     

Streamflow predictability in the Saskatchewan/Nelson River basin given macroscale estimates of the initial soil moisture status

Abstract

Soil moisture estimates obtained over large spatial areas will become increasingly available through current and upcoming satellite missions and from numerous land surface parameterization schemes run at global- and continental-scale resolutions. The goal of this research was to evaluate the potential for using macroscale estimates of soil moisture for enhancing streamflow forecasts. Towards this research objective, monthly streamflow estimates were obtained from over 50 gauge locations within the Nelson basin, Canada, for the period 1979–1999. For each streamflow record, multiple linear regression models were used to remove components of the streamflow signal related to previous streamflow, climate teleconnections (e.g. ENSO and AO) and snow water equivalence. Correlations were then assessed between the macroscale soil moisture estimates and the residuals of the multiple linear regression analysis over lead times of one, two and three months. At the one- and two-month lead time, statistically significant relationships between soil moisture and the residuals of streamflow are observed over a large proportion of the gauging locations. The number of catchments with statistically significant relationships decreases significantly after two months and particularly in the months of April—June. This study demonstrates that available macroscale estimates of soil moisture have the potential to enhance streamflow prediction, although further study is suggested to improve upon the soil moisture estimates and their application in a forecast system.