A simulation study to examine the sensitivity of the Pettitt test to detect abrupt changes in mean

Abstract

The Pettitt test is a non-parametric test that has been used in a number of hydroclimatological studies to detect abrupt changes in the mean of the distribution of the variable of interest. This test is based on the Mann-Whitney two-sample test (rank-based test), and allows the detection of a single shift at an unknown point in time. This test is often used to detect shifts in extremes because of the lack of distributional assumptions. However, the downside of not specifying a distribution is that the Pettitt test may be inefficient in detecting breaks when dealing with extremes. Here we adopt a Monte Carlo approach to examine the sensitivity of the Pettitt test in detecting shifts in the mean under different conditions (location of the break within the series, magnitude of the shift, record length, level of variability in the data, extreme vs non-extreme records, and pre-assigned significance level). These simulation results show that the sensitivity of this test in detecting abrupt changes increases with the increase in the magnitude of the shift and record length. The number of detections is higher when the time series represents the central part of the distribution (e.g. changes in the time series of medians), while the skill decreases as we move toward either low or high extremes (e.g. changes in the time series of maxima). Furthermore, the number of detections decreases as the variability in the data increases. Finally, abrupt changes are more easily detected when they occur toward the center of the time series.

Editor D. Koutsoyiannis Associate editor K. Hamed     

Changes in flood characteristics and the flood driving mechanism in the mountainous Haihe River Basin,China

ABSTRACT

Recently, the land surface in the Haihe River basin has changed, influencing the flood processes in the basin. To quantify this impact, seven typical sub-catchments were selected from different hydrological regions of the Haihe River basin for study. The non-parametric Mann-Kendall test was used to analyse for trends, and the non-parametric Pettitt test was adopted to detect any change point in the flood time series. Then, a hydrological model was established to simulate the effects of each potential driving factor on flood peak and volume. It was shown that flood peak and volume time series had decreased significantly, and the change point was around the year 1980. Groundwater depletion was not the main contribution to flood peak (FP) and volume (FV) decrease. In the Shifokou, Mubi and Lengkou sub-catchments, small hydraulic structures are the main driving factors for FP and FV decreasing. In the Xitaiyu, Daomaguan and Fuping sub-catchments, both land-use change and hydraulic structures are the main driving factors. The decreasing percentage decreases with the increase of the flood magnitude. The results provide valuable information for flood simulation and control in the Haihe River basin.     

Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation

The Pettitt method, which is a rank-based test method, has been widely used to detect change point in the mean value of observed series. Traditionally the rank-based test has been assumed to be distribution-free and not sensitive to outliers and skewed distributions. However, there has no evidence provided to prove this assumption. Based on the work of Yue and Wang (Stoch Environ Res Risk Assess 16:307–323, 2002), this study defines the success rate of detecting the given change point as the ability of the Pettitt method, and investigates the ability in various circumstances by means of Monte Carlo simulation. Experiment results demonstrate that, the ability of the Pettitt method depends on not only the pre-assigned significance level, but also various properties of the sample data, including the sample size, the magnitude of a shift and the change point position. Besides, the distribution type and the distribution parameters such as the coefficient of variation, the coefficient of skewness and the shape parameter also seriously influence the ability. As expected, it is easier for the method to detect the change point when the sample size is larger, or the magnitude of a change point is bigger, or the variation of the sample data is smaller. And the highest ability is obtained when the change point occurs at the middle position of the series. These simulation results would provide users an extensive and detailed understanding about the use of the Pettitt method for the detection of change point.     

Current runoff variations in the Macta catchment (Algeria): is climate the sole factor?

Abstract

The first objective of this paper is to analyse the trends and change points in the hydroclimatic time series of five representative sub-catchments of the Macta basin, which lies in western Algeria. The second objective is to quantify the role of climate on the trends observed in annual flow time series. This is achieved using hydrological modelling at the multi-annual time step using the Schreiber formulation. The results showed no significant trends on annual rainfall in the 1975–2005 period, a significant increase of temperature and different flow responses to the latter, depending on the catchment considered. Two out of five catchments considered presented a significant flow decrease in the 1975–2005 period with a change point at the beginning of the 1990s. Modelling results suggest that the increase of air temperature is not the sole factor explaining the decrease of annual flow time series in these two catchments.     

The segmentation procedure as a tool for discrete modeling of hydrometeorological regimes

A possible cause of nonstationarity in time series is the existence of some abrupt modification of their statistical parameters, and especially of a sudden change of the mean. Series with such a change exhibit a strong temporal persistence, with high values of the Hurst coefficient, but with poor possibilities to fit any autoregressive model. Some classical tests (Pettitt, 1979; Buishand, 1982) enable to find a possible change point of the mean and then to split the original nonstationary series into two stationary sub-series. The Bayesian procedure defined by Lee and Heghinian (1977) supposes the “a-priori” existence of a change of the mean somewhere in the series and yields at each time step an “a-posteriori” probability of mean change. But these classical tests and procedures consider only one change point in the original series. To go further and to explore the theoretical multiple singularity models defined by Klemeš (1974) and Potter (1976), a segmentation procedure of time series has been designed. This procedure yields an optimal partition (from a least squares point of view) of the original series into as many subseries as possible, all differences between two contiguous means remaining simultaneously significant. This last requirement is ensured using the Scheffe test of contrasts. The main problem has been to master the combinatory explosion while exploring the tree of all possible segmentations of a series. Some applications of the procedure to hydrometeorological time series are reviewed and some possible improvements are presented.     

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.     

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     

Effects of land-use/cover change on hydrological processes using a GIS/RS-based integrated hydrological model: case study of the East River,China

Abstract

An integrated model, combining a surface energy balance system, an LAI-based interception model and a distributed monthly water balance model, was developed to predict hydrological impacts of land-use/land-cover change (LUCC) in the East River basin, China, with the aid of GIS/RS. The integrated model is a distributed model that not only accounts for spatial variations in basin terrain, rainfall and soil moisture, but also considers spatial and temporal variation of vegetation cover and evapotranspiration (ET), in particular, thus providing a powerful tool for investigating the hydrological impact of LUCC. The model was constructed using spatial data on topography, soil types and vegetation characteristics together with time series of precipitation from 170 stations in the basin. The model was calibrated and validated based on river discharge data from three stations in the basin for 21 years. The calibration and validation results suggested that the model is suitable for application in the basin. The results show that ET has a positive relationship with LAI (leaf area index), while runoff has a negative relationship with LAI in the same climatic zone that can be described by the surface energy balance and water balance equation. It was found that deforestation would cause an increase in annual runoff and a decrease in annual ET in southern China. Monthly runoff for different land-cover types was found to be inversely related to ET. Also, for most of the scenarios, and particularly for grassland and cropland, the most significant changes occurred in the rainy season, indicating that deforestation would cause a significant increase in monthly runoff in that season in the East River basin. These results are important for water resources management and environmental change monitoring.

Editor Z.W. Kundzewicz     

Comparative analysis of nonparametric change-point detectors commonly used in hydrology

ABSTRACT

Several commonly-used nonparametric change-point detection methods are analysed in terms of power, ability and accuracy of the estimated change-point location. The analysis is performed with synthetic data for different sample sizes, two types of change and different magnitudes of change. The methods studied are the Pettitt method, a method based on the Cramér von Mises (CvM) two-sample test statistic and a variant of the CUSUM method. The methods differ considerably in behaviour. For all methods the spread of estimated change-point location increases significantly for points near one of the ends of the sample. Series of annual maximum runoff for four stations on the Yangtze River in China are used to examine the performance of the methods on real data. It was found that the CvM-based test gave the best results, but all three methods suffer from bias and low detection rates for change points near the ends of the series.     

Reference hydrologic networks I. The status and potential future directions of national reference hydrologic networks for detecting trends

Abstract

Identifying climate-driven trends in river flows on a global basis is hampered by a lack of long, quality time series data for rivers with relatively undisturbed regimes. This is a global problem compounded by the lack of support for essential long-term monitoring. Experience demonstrates that, with clear strategic objectives, and the support of sponsoring organizations, reference hydrologic networks can constitute an exceptionally valuable data source to effectively identify, quantify and interpret hydrological change—the speed and magnitude of which is expected to a be a primary driver of water management and flood alleviation strategies through the future—and for additional applications. Reference hydrologic networks have been developed in many countries in the past few decades. These collections of streamflow gauging stations, that are maintained and operated with the intention of observing how the hydrology of watersheds responds to variations in climate, are described. The status of networks under development is summarized. We suggest a plan of actions to make more effective use of this collection of networks.

Editor Z.W. Kundzewicz; Associate editor K. Hamed

Citation Whitfield, P.H., et al., 2012 Burn, D.H. 2012. Reference hydrologic networks, II. Using reference hydrologic networks to assess climate-driven changes in streamflow. Hydrological Sciences Journal, 57(8) (this issue)[Taylor & Francis Online] , [Google Scholar]. Reference hydrologic networks I. The status and potential future directions of national reference hydrologic networks for detecting trends. Hydrological Sciences Journal, 57 (8), 1562–1579.     

Combined effect of climate change and human activities on the hydrological processes of an urban river: case study of the Xiaoqing River,China

ABSTRACT

The aim of this study is to reveal statistical characteristics and exceedance probability of discharge under the combined effect of climate change and human activities. The study is conducted in the Xiaoqing River in Jinan, China, based on data of discharge, land-use types and precipitation from the period 1970–2016. A multivariate joint probability distribution of the data is established to test the univariable, bivariable and trivariable change points. These are then used to calculate and analyse the risk probability of discharge exceeding the specific values under different conditions of precipitation and land-use type. The results show that the change point calculated by trivariate joint distribution can reduce the disturbance of the change point obtained with the univariable or bivariable approach and reflect the changes of various factors in the hydrological processes more objectively. When the land-use type is taken into consideration, the trivariate distribution can reflect the variation of hydrological processes more reasonably.     

On the need to test hydrological models under changing conditions

Abstract

The ability of hydrological models to deal with changing conditions should not be taken for granted: it is an unfortunate but well-known problem of hydrology that the model structure and/or parameters optimized for certain conditions may not be transferable in time. Consequently, it is essential that, for application under changing conditions (e.g. in climate change impact studies), models be thoroughly assessed for their extrapolation capacity using adequate protocols. This editorial provides an overview of the Special Issue of Hydrological Sciences Journal compiled after a workshop on this theme held during the General Assembly of the International Association of Hydrological Sciences (IAHS) in Gothenburg (Sweden) in 2013. The Workshop participants had been invited to apply a calibration and evaluation protocol to their own models on a given set of changing basins. The results show that this protocol is an appropriate and instructive way of assessing the suitability of hydrological models to be applied under changing conditions. This special issue also includes papers following alternative testing methodologies, as well as an opinion paper on the definition of non-stationarity.     

Impacts of climate change on water resources in Spain

Abstract

Impacts on water resources produced by climate change can be exacerbated when occurring in regions already presenting low water resources levels and frequent droughts, and subject to imbalances between water demands and available resources. Within Europe, according to existing climate change scenarios, water resources will be severely affected in Spain. However, the detection of those effects is not simple, because the natural variability of the water cycle and the effects of water abstractions on flow discharges complicate the establishment of clear trends. Therefore, there is a need to improve the assessment of climate change impacts by using hydrological simulation models. This paper reviews water resources and their variability in Spain, the recent modelling studies on hydrological effects of climate change, expected impacts on water resources, the implications in river basins and the current policy actions.

Editor Z.W. Kundzewicz

Citation Estrela, T., Pérez-Martin, M.A., and Vargas, E., 2012. Impacts of climate change on water resources in Spain. Hydrological Sciences Journal, 57 (6), 1154–1167.     

Hydro-climatological changes in the Colorado River Basin over a century

This study evaluates changes in streamflow, temperature and precipitation over a time span of 105 years (1906–2010) in the Colorado River Basin (CRB). Monthly precipitation and temperature data for 29 climate divisions, and streamflow data for 29 naturalized gauges were analyzed. Two variations of the Mann-Kendall test, considering lag-1 auto correlation and long-term persistence, and the Pettitt test were employed to assess trends and shifts, respectively. Results indicated that streamflow increased during the winter–spring months and decreased during the summer– autumn period. Decreasing trends in winter precipitation were identified over snow-dominated regions in the upper basin. Significant increases in temperature were detected over several months. Major shifts were noticed in 1964, 1968 and in the late 1920s. Increasing temperature while decreasing streamflow and precipitation were noticed after major shifts in the 1930s, and these shifts coincided with coupled phases of El Niño Southern Oscillation and Pacific Decadal Oscillation.

EDITOR A. Castellarin; ASSOCIATE EDITOR R. Hirsch     

Trend analysis using discrete wavelet transform (DWT) for long-term precipitation (1851–2006) over India

This study is an attempt to determine the trends in monthly, annual and monsoon total precipitation series over India by applying linear regression, the Mann-Kendall (MK) test and discrete wavelet transform (DWT). The linear regression test was applied on five consecutive classical 30-year climate periods and a long-term precipitation series (1851–2006) to detect changes. The sequential Mann-Kendall (SQMK) test was applied to identify the temporal variation in trend. Wavelet transform is a relatively new tool for trend analysis in hydrology. Comparison studies were carried out between decomposed series by DWT and original series. Furthermore, visualization of extreme and contributing events was carried out using the wavelet spectrum at different threshold values. The results showed that there are significant positive trends for annual and monsoon precipitation series in North Mountainous India (zone NMI) and North East India (NEI), whereas negative trends were detected when considering India as whole.

EDITOR A. Castellarin ASSOCIATE EDITOR S. Kanae     

GCM-related uncertainty for river flows and inundation under climate change: the Inner Niger Delta

ABSTRACT

A semi-distributed hydrological model of the Niger River above and including the Inner Delta is developed. GCM-related uncertainty in climate change impacts are investigated using seven GCMs for a 2°C increase in global mean temperature, the hypothesised threshold of “dangerous” climate change. Declines in precipitation predominate, although some GCMs project increases for some sub-catchments, whilst PET increases for all scenarios. Inter-GCM uncertainty in projected precipitation is three to five times that of PET. With the exception of one GCM (HadGEM1), which projects a very small increase (3.9%), river inflows to the Delta decline. There is considerable uncertainty in the magnitude of these reductions, ranging from 0.8% (HadCM3) to 52.7% (IPSL). Whilst flood extent for HadGEM1 increases (mean annual peak +1405 km²/+10.2%), for other GCMs it declines. These declines range from almost negligible changes to a 7903 km² (57.3%) reduction in the mean annual peak.

Editor Z.W. Kundzewicz; Associate editor not assigned     

On the ability of large-scale hydrological models to simulate land use and land cover change impacts in Amazonian basins

ABSTRACT

The MHD-INPE model was applied in the Ji-Parana Basin, a 30 000 km² catchment located in the southwest of the Amazon Basin which has lost more than 50% of its forest since the 1980s, to simulate land use and land cover change impacts on runoff generation process and how they are related to basin topography. Simulation results agree with observational studies in the sense that fast response processes are significant in sub-basins with steep slopes while in basins with gentle topography, the impacts are most visible in slow-response hydrological processes. On the other hand, the model is not able to capture the dependence of LUCC impacts on spatial scales. These discrepancies are probably associated with limitations in the spatial representation of heterogeneities within the model, which become more relevant at larger scales. We also tested the hypothesis that secondary forest growth should be able to compensate the decrease in evapotranspiration due to forest–cropland or forest–grassland conversion at a regional scale. Results showed that despite the small fraction of secondary forest estimated on the basin, the higher evapotranspiration efficiency of this type of forest counterbalances a large fraction of the LUCC impacts on evapotranspiration. This result suggests that enhanced transpiration due to secondary forest could explain, at least in part, the lack of clear LUCC signals in discharge series at larger scales.

EDITOR D. Koutsoyiannis; ASSOCIATE EDITOR T. Wagener     

The influence of parametric uncertainty on the relationships between HBV model parameters and climatic characteristics

Abstract

An HBV rainfall–runoff model was applied to test the influence of climatic characteristics on model parameter values. The methodology consisted of the calibration and cross-validation of the HBV model on a series of 5-year periods for four selected catchments (Axe, Kamp, Wieprz and Wimmera). The model parameters were optimized using the SCEM-UA method which allowed for their uncertainty also to be assessed. Nine climatic indices were selected for the analysis of their influence on model parameters, and divided into water-related and temperature-related indices. This allowed the dependence of HBV model parameters on climate characteristics to be explored following their response to climate change conditioned on the catchment’s physical characteristics. The Pearson correlation coefficient and weighted Pearson correlation coefficient were used to test the dependence. Most parameters showed a statistically significant dependence on several climatic indices in all catchments. The study shows that the results of the correlation analysis with and without parametric uncertainty taken into account differ significantly.     

How do potential evapotranspiration formulas influence hydrological projections?

ABSTRACT

This paper evaluates the sensitivity of hydrological projections to the choice of potential evapotranspiration formulas on two natural sub-catchments, in Canada and Germany. Twenty-four equations, representing a large range of options, are applied for calibration over the whole observation time series and for future conditions. The modelling chain is composed of dynamically downscaled climatic projections and a 20-member (ensemble) hydrological model, along with a snow module. The roots of the sensitivity and its propagation within the hydrological chain are evaluated to show influences on climate change impact conclusions. Results show large differences between the 24 simulated potential evapotranspiration time series. However, these discrepancies only moderately affect the calibration efficiency of hydrological models as a result of adaptation of parameters. Choice of formula influences hydrological projections and climate change conclusions for both catchments in terms of simulated and projected values, and also in the magnitude of changes during important dynamic periods such as spring and autumn high flows and summer low flows. Spread of the hydrological response is lower for the combinational formulas than for temperature-based or radiation-based equations. All the results reveal the importance of testing a large spectrum of potential evapotranspiration formulas in a decision-making context, such as water resources management.     

对长江宜昌站月平均径流量突变的分析

本文简要叙述了一阶矩突变扫描式t检验和二阶矩突变扫描式F检验算法,并应用于长江宜昌水文站1882-2002年间历年月平均径流量的实测序列,划分出24个年际至十年际时间尺度的相对5级旱、涝时段及其变率特征,与有关长江上游洪水、干旱灾害的历史记载相吻合.