Bootstrap Pettitt test for detecting change points in hydroclimatological data: case study of Itaipu Hydroelectric Plant,Brazil

ABSTRACT

The Pettitt test is widely used in climate change and hydrological analyses. However, studies show difficulties of this test in detecting change points, especially in small samples. This study presents a bootstrap application of the Pettitt test, and compares it numerically with the classical Pettitt test by an extensive Monte Carlo simulation. The proposed test outperforms the classical test in all simulated scenarios. An application of the tests is conducted on the historical series of naturalized flows of the Itaipu Hydroelectric Plant in Brazil, for which several studies have shown a change point in the 1970s. When the series is split into shorter sub-series, to simulate actual situations of small samples, the proposed test is more powerful than the classical Pettitt test in detecting the change point. The proposed test can be an important tool for detecting abrupt changes in water availability, in support of hydroclimatological resources decision making.     

Comparison of ten notable meteorological drought indices on tracking the effect of drought on streamflow

ABSTRACT

Ten notable meteorological drought indices were compared on tracking the effect of drought on streamflow. A 730-month dataset of precipitation, temperature and evapotranspiration for 88 catchments in Oregon, USA, representing pristine conditions, was used to compute the drought indices. These indices were correlated with the monthly streamflow datasets of the minimum, maximum and mean discharge, and the discharge monthly fluctuation; it was revealed that the 3-month Z-score drought index (Z3) has the best association with the four streamflow variables. The Mann-Kendall trend detection test applied to the latter index time series mainly highlighted a downward trend in the autumn and winter drought magnitude (DM) and an upward trend in the spring and summer DM (p = 0.05). Finally, the Pettitt test indicated an abrupt decline in the annual and autumn DM, which began in 1984 and 1986, respectively.     

Detecting gradual and abrupt changes in hydrological records

Hydrological time series increasingly exhibit non-stationarity, e.g., variables such as precipitation and streamflow values do not maintain a consistent mean over long periods, due to natural and anthropogenic changes. Detecting whether such shifts are gradual or abrupt is a growing concern for water resources planning and management. This paper shows that conventional trend and change-point tests do not adequately enable these two types of change to be distinguished. We propose a method for combining the rank correlations of the Mann–Kendall and Pettitt statistics to extract an indicator whose value determines whether a shift observed in a given time series is gradual or abrupt. This method allows the success rate to be independent of the length of record, and it is validated with Monte-Carlo experiments. The limitations caused by the short and noisy nature of hydroclimatic time series are discussed. As an application, the proposed method provides useful insights on changes in hydroclimatic variables in the United States during 1910–2009 using time series from 1217 stations in the United States Hydroclimatic Data Network (USHCN).     

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.     

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     

Power of the Mann–Whitney test for detecting a shift in median or mean of hydro-meteorological data

 The non-parametric Mann–Whitney (MW) statistic test has been popularly used to assess the significance of a shift in median or mean of hydro-meteorological time series. It has been considered that the test is more suitable for non-normally distributed data and it may be not sensitive to the distribution type of sample data. However, no evidence has been provided to demonstrate these. This study investigates the power of the test in various circumstances by means of Monte Carlo simulation. Simulation results demonstrate that the power of the test is very sensitive to various properties of sample data. The power depends on the pre-assigned significance level, magnitude of a shift, sample size, and its occurrence position within a time series; and it is also strongly affected by the variation, skewness, and distribution type of a time series. The bigger the magnitude of a shift, the more powerful the test is; the larger the sample size, the more powerful the test is; and the bigger the variation within a time series, the less power the test has. The test has the highest power if a shift occurs at the midpoint of a time series. For the samples with different distribution types, the power of the test is dramatically different. The test has the highest power for time series with the extreme value type III (EV3) distribution while it indicates the lowest power for time series with the lognormal distribution.     

Trend analysis of water discharge and sediment load during the past three decades of development in the Langat basin,Malaysia

Abstract

In this study, the trends of water discharge and sediment load from three hydrometric stations over the past 25 years of development in the state of Selangor, Peninsular Malaysia, were analysed using the Mann-Kendall and Pettitt tests. Landscape metrics for establishing the relationship between land-use changes and trends of hydrological time series were calculated. The hydrological trends were also studied in terms of rainfall variations and manmade features. The results indicate upward trends in water discharge in the Hulu Langat sub-basin and in sediment load in the Semenyih sub-basin. These increasing trends were mainly caused by rapid changes in land use. Upward trends of hydrological series in the Hulu Langat sub-basin matched its rainfall pattern. In the Lui sub-basin, however, trends of hydrological series, and variations in rainfall and land use were not statistically significant.

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

Citation Memarian, H., Balasundram, S.K., Talib, J.B., Sood, A.M., and Abbaspour, K.C., 2012. Trend analysis of water discharge and sediment load during the past three decades of development in the Langat basin, Malaysia. Hydrological Sciences Journal, 57 (6), 1207–1222.     

Trend detection in river flow series: 1. Annual maximum flow / Détection de tendance dans des séries de débit fluvial: 1. Débit maximum annuel

Abstract

Results of a study on change detection in hydrological time series of annual maximum river flow are presented. Out of more than a thousand long time series made available by the Global Runoff Data Centre (GRDC) in Koblenz, Germany, a worldwide data set consisting of 195 long series of daily mean flow records was selected, based on such criteria as length of series, currency, lack of gaps and missing values, adequate geographical distribution, and priority to smaller catchments. The analysis of annual maximum flows does not support the hypothesis of ubiquitous growth of high flows. Although 27 cases of strong, statistically significant increase were identified by the Mann-Kendall test, there are 31 decreases as well, and most (137) time series do not show any significant changes (at the 10% level). Caution is advised in interpreting these results as flooding is a complex phenomenon, caused by a number of factors that can be associated with local, regional, and hemispheric climatic processes. Moreover, river flow has strong natural variability and exhibits long-term persistence which can confound the results of trend and significance tests.     

On the changes in long-term streamflow regimes in the North American Prairies

ABSTRACT

Climate change/variability accompanied by anthropogenic activities can alter the runoff response of landscapes. In this study we investigate the integrated impacts of precipitation change/variability and landscape changes, specifically wetland drainage practices, on streamflow regimes in wetland-dominated landscapes in the Assiniboine and Saskatchewan River basins of the North American Prairies. Precipitation and streamflow metrics were examined for gradual (trend type) and abrupt (shift type) changes using the modified Mann-Kendall trend test and a Bayesian change point detection methodology. Results of statistical analyses indicate that precipitation metrics did not experience statistically significant increasing or decreasing changes and there was no statistical evidence of streamflow regime change over the study area except for one of the smaller watersheds. The absence of widespread streamflow and precipitation changes suggests that wetland drainage did not lead to detectable changes in streamflow metrics over most of the Canadian portion of the Prairies between 1967 and 2007.

Editor Z.W. Kundzewicz Associate editor None assigned     

Characterisation of hydroclimatological trends and variability in the Lake Naivasha basin,Kenya

Recent hydro‐climatological trends and variability characteristics were investigated for the Lake Naivasha basin with the aim of understanding the changes in water balance components and their evolution over the past 50 years. Using a Bayesian change point analysis and modified Mann–Kendall tests, time series of annual mean, maximum, minimum, and seasonal precipitation and flow, as well as annual mean lake volumes, were analysed for the period 1960–2010 to uncover possible abrupt shifts and gradual trends. Double cumulative curve analysis was used to investigate the changes in hydrological response attributable to either human influence or climatic variability. The results indicate a significant decline in lake volumes at a mean rate of 9.35 × 10⁶ m³ year^?1. Most of the river gauging stations showed no evidence of trends in the annual mean and maximum flows as well as seasonal flows. Annual minimum flows, however, showed abrupt shifts and significant (upward/downward) trends at the main outlet stations. Precipitation in the basin showed no evidence of abrupt shifts, but a few stations showed gradual decline. The observed changes in precipitation could not explain the decline in both minimum flows and lake volumes. The findings show no evidence of any impact of climate change for the Lake Naivasha basin over the past 50 years. This implies that other factors, such as changes in land cover and infrastructure development, have been responsible for the observed changes in streamflow and lake volumes. Copyright © 2015 John Wiley & Sons, Ltd.     

Standard normal homogeneity test as a tool to detect change points in climate-related river discharge variation: case study of the Kupa River Basin

ABSTRACT

The study addresses homogeneity testing of annual discharge time series for eight hydrological stations and five annual climate time series for one weather station in the Kupa River Basin, between Slovenia and Croatia, and global annual average surface temperature time series for the period 1961–2010. The standard normal homogeneity test (SNHT) was used to detect both abrupt and gradual linear trend homogeneity breaks. The results reveal natural change points at the beginning of the 1980s. Absolute homogeneity testing of average annual weather station-level air pressure, annual precipitation, differences between precipitation totals and potential evapotranspiration and surface runoff from the independent observation time series confirmed an abrupt shift, also at the beginning of the 1980s. The trend of local air temperature for 1985–2000, which partly coincides with global surface temperature trend for 1974–2005, strengthened the river discharge regime shift since the beginning of the 1980s. These results could improve climate variation monitoring and estimation of the impact of climate variation on the environment in the area. Generally, an indication of climate regime change points and an assessment of their duration could provide significant benefits for the society.     

Effects of climate change and human activities on runoff and sediment inputs of the largest freshwater lake in China,Poyang Lake

The nonparametric Mann-Kendall test and the Pettitt test were employed to examine the change trends and shifts of runoff and sediment input to Poyang Lake between 1961 and 2013. Water balance and linear regression models were used to evaluate the impacts of climate variability and human activities on the runoff and sediment discharge changes. The results showed that runoff inputs to the lake had insignificant temporal trends and change points, while sediment inputs had significant decreasing trends, with an abrupt change in 1989. Quantitative assessment demonstrated that human activities led to a small decrease (5.5%) in runoff inputs to the lake, and a dramatic (121.4%) decrease in sediment inputs to the lake between the reference period (before the change point) and the human-influenced period (after the change point). This work provides a useful reference for future policy makers in water resource utilization and environmental safety of the Poyang Lake basin.     

Sea level extremes in Marseille (NW Mediterranean) during 1885–2008

Sea level extremes and their temporal variability have been explored based on the hourly measurements at Marseille tide gauge for the period 1885–2008. A careful quality check has first been applied to the observations to ensure consistency of the record by eliminating outliers and datum shifts. Yearly percentiles have been used to investigate long-term trends of extremes revealing that secular variations in extremes are linked to mean sea level changes. The associated decadal changes show discrepancies between mean sea level trend and extreme fluctuations, due to the influence of the atmospheric forcing. A local regression model based on the generalized Pareto distribution has been applied to derive trends in return levels. The 50-years return levels reach values between 80 and 120 cm. The most significant changes in return levels are characterized by an increase since the 1970s.     

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.     

Hydroclimatic flood trends in the northeastern United States and linkages with large-scale atmospheric circulation patterns

Abstract

We evaluate flood magnitude and frequency trends across the Mid-Atlantic USA at stream gauges selected for long record lengths and climate sensitivity, and find field significant increases. Fifty-three of 75 study gauges show upward trends in annual flood magnitude, with 12 showing increases at p < 0.05. We investigate trends in flood frequency using partial duration series data and document upward trends at 75% of gauges, with 27% increasing at p < 0.05. Many study gauges show evidence for step increases in flood magnitude and/or frequency around 1970. Expanding our study area to include New England, we find evidence for lagged positive relationships between the winter North Atlantic Oscillation phase and flood magnitude and frequency. Our results suggest hydroclimatic changes in regional flood response that are related to a combination of factors, including cyclic atmospheric variability and secular trends related to climate warming affecting both antecedent conditions and event-scale processes.

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

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.     

Hydro-climatic trends in the Abay/Upper Blue Nile basin,Ethiopia

Trends of the three hydro-meteorological variables precipitation, temperature and stream flow, represented by 13, 12, and 9 gauging stations, respectively, within the Abay/Upper Blue Nile basin have been studied to support water management in the region. The Trends were evaluated over different time periods depending on data availability at the stations. The statistical Mann–Kendall and Pettitt tests have been used to assess trends and change points respectively. The tests have been applied to mean annual, monthly, seasonal, 1- and 7-days annual minimum and maximum values for streamflow, while mean annual, monthly and seasonal timescales were applied to meteorological variables. The results are heterogeneous and depict statistically significant increasing/decreasing trends. Besides, it showed significant abrupt change of point upward/downward shift for streamflow and temperature time series. However, precipitation time series did not show any statistically significant trends in mean annual and seasonal scales across the examined stations.Increasing trends in temperature at different weather stations for the mean annual, rainy, dry and small rainy seasons are apparent. The mean temperature at Bahir Dar – typical station in the Lake Tana sub basin, has been increasing at the rate of about 0.5 °C/decade, 0.3 °C/decade in rainy season (June–September), 0.6 °C/decade in small rainy season (March–May), and 0.6 °C/decade in dry season (October–February). Other stations in the Abay/Upper Blue Nile show comparable results. Overall it is found that trends and change point times varied considerably across the stations and catchment to catchment. Identified significant trends can help to make better planning decisions for water management. However, the cause attributes to the observed changes in hydro-meteorological variables need further research. In particular the combined effects of land use/land cover change and climate variability on streamflow of Abay/Blue Nile basin and its tributaries needs to be understood better.     

Daily to seasonal cross‐shore behaviour of quasi‐persistent intertidal beach morphology

In this study, an intertidal bar and trough system on the beach of Noordwijk, The Netherlands was monitored over a 15‐month period in order to examine the daily to seasonal sequential cross‐shore behaviour and to establish which conditions force or interrupt this cyclic bar behaviour. The beach morphology (bars and troughs) was classified from low‐tide Argus video images based on surface composition. From the classified images, time series of the landward boundary of the bar and of the trough were extracted. The time series of the alongshore‐averaged boundary positions described sawtooth motion with a period between 1 and 4 months, comprising gradual landward migration followed by abrupt seaward shifts. The abrupt seaward shift appeared to be a morphological reset induced by storm events, which lasted at least 30 h with a large average root‐mean‐square wave height (≥2 m) and offshore surge level (≥0·5 m), and a small trough (<20 m wide) in the pre‐storm beach morphology. The time series of the boundary positions exhibited very little longer (seasonal) scale variability, but somewhat larger smaller (daily) scale variability. The bar boundary was found to be more dynamic than the trough boundary. Copyright © 2007 John Wiley & Sons, Ltd.     

Hydrological extremes in a southwestern Ontario river basin under future climate conditions/Extrêmes hydrologiques dans un basin versant du sud-ouest de l'Ontario sous conditions climatiques futures

Abstract

The global climate change may have serious impacts on the frequency, magnitude, location and duration of hydrological extremes. Changed hydrological extremes will have important implications on the design of future hydraulic structures, flood-plain development, and water resource management. This study assesses the potential impact of a changed climate on the timing and magnitude of hydrological extremes in a densely populated and urbanized river basin in southwestern Ontario, Canada. An ensemble of future climate scenarios is developed using a weather generating algorithm, linked with GCM outputs. These climate scenarios are then transformed into basin runoff by a semi-distributed hydrological model of the study area. The results show that future maximum river flows in the study area will be less extreme and more variable in terms of magnitude, and more irregular in terms of seasonal occurrence, than they are at present. Low flows may become less extreme and variable in terms of magnitude, and more irregular in terms of seasonal occurrence. According to the evaluated scenarios, climate change may have favourable impacts on the distribution of hydrological extremes in the study area.     

The contrasted evolution of high and low flows and precipitation indices in the Duero basin (Spain)

Abstract

Trends in high and low flows are valuable indicators of hydrological change because they highlight changes in various parts of the frequency distribution of streamflow series. This enables improved assessment of water availability in regions with high seasonal and inter-annual variability. There has been a substantial reduction in water resources in the Duero basin (Iberian Peninsula, Spain) and other areas of the Mediterranean region during the last 50 years, and this is likely to continue because of climate change. In this study, we investigated the evolution and trends in high and low flows in the Spanish part of the Duero basin, and in equivalent or closely-related precipitation indices for the period 1961–2005. The results showed a general trend of decrease in the frequency and magnitude of high flows throughout most of the basin. Moreover, the number of days with low flows significantly increased over this period. No clear relationship was evident between the evolution of high/low flows and changes in the distribution frequencies of the precipitation series. In contrast to what was expected, the number of days with heavy precipitation and the mean annual precipitation did not show significant trends across the basin, and the number of days without rainfall decreased slightly. The divergence between precipitation and runoff evolution was more accentuated in spring and summer. In the absence of trends in precipitation, it is possible that reforestation processes in the region, and increasing temperatures in recent decades, could be related to the decreasing frequency of high flows and the increasing frequency of low flows.

Editor Z.W. Kundzewicz; Associate editor S. Grimaldi

Citation Morán-Tejeda, E., López-Moreno, J.I., Vicente-Serrano, S.M., Lorenzo-Lacruz, J. and Ceballos-Barbancho, A., 2012. The contrasted evolution of high and low flows and precipitation indices in the Duero basin (Spain). Hydrological Sciences Journal, 57 (4), 591–611.