Spectral density regression for bivariate extremes

We introduce a density regression model for the spectral density of a bivariate extreme value distribution, that allows us to assess how extremal dependence can change over a covariate. Inference is performed through a double kernel estimator, which can be seen as an extension of the Nadaraya–Watson estimator where the usual scalar responses are replaced by mean constrained densities on the unit interval. Numerical experiments with the methods illustrate their resilience in a variety of contexts of practical interest. An extreme temperature dataset is used to illustrate our methods.     

Spatial models for probabilistic prediction of wind power with application to annual-average and high temporal resolution data

Producing accurate spatial predictions for wind power generation together with a quantification of uncertainties is required to plan and design optimal networks of wind farms. Toward this aim, we propose spatial models for predicting wind power generation at two different time scales: for annual average wind power generation, and for a high temporal resolution (typically wind power averages over 15-min time steps). In both cases, we use a spatial hierarchical statistical model in which spatial correlation is captured by a latent Gaussian field. We explore how such models can be handled with stochastic partial differential approximations of Matérn Gaussian fields together with Integrated Nested Laplace Approximations. We demonstrate the proposed methods on wind farm data from Western Denmark, and compare the results to those obtained with standard geostatistical methods. The results show that our method makes it possible to obtain fast and accurate predictions from posterior marginals for wind power generation. The proposed method is applicable in scientific areas as diverse as climatology, environmental sciences, earth sciences and epidemiology.     

Seasonal copula models for the analysis of glacier discharge at King George Island,Antarctica

Modelling glacier discharge is an important issue in hydrology and climate research. Glaciers represent a fundamental water resource when melting of ice and snow contributes to runoff. Glaciers are also studied as natural global warming sensors. GLACKMA association has implemented one of their Pilot Experimental Catchment areas at the King George Island in the Antarctica which records values of the liquid discharge from Collins glacier. In this paper, we propose the use of time-varying copula models for analyzing the relationship between air temperature and glacier discharge, which is clearly non constant and non linear through time. A seasonal copula model is defined where both the marginal and copula parameters vary periodically along time following a seasonal dynamic. Full Bayesian inference is performed such that the marginal and copula parameters are estimated in a one single step, in contrast with the usual two-step approach. Bayesian prediction and model selection is also carried out for the proposed model such that Bayesian credible intervals can be obtained for the conditional glacier discharge given a value of the temperature at any given time point. The proposed methodology is illustrated using the GLACKMA real data where there is, in addition, a hydrological year of missing discharge data which were not possible to measure accurately due to problems in the sounding.     

Comparison of parameter uncertainty analysis techniques for a TOPMODEL application

Parameter uncertainty in hydrologic modeling is crucial to the flood simulation and forecasting. The Bayesian approach allows one to estimate parameters according to prior expert knowledge as well as observational data about model parameter values. This study assesses the performance of two popular uncertainty analysis (UA) techniques, i.e., generalized likelihood uncertainty estimation (GLUE) and Bayesian method implemented with the Markov chain Monte Carlo sampling algorithm, in evaluating model parameter uncertainty in flood simulations. These two methods were applied to the semi-distributed Topographic hydrologic model (TOPMODEL) that includes five parameters. A case study was carried out for a small humid catchment in the southeastern China. The performance assessment of the GLUE and Bayesian methods were conducted with advanced tools suited for probabilistic simulations of continuous variables such as streamflow. Graphical tools and scalar metrics were used to test several attributes of the simulation quality of selected flood events: deterministic accuracy and the accuracy of 95 % prediction probability uncertainty band (95PPU). Sensitivity analysis was conducted to identify sensitive parameters that largely affect the model output results. Subsequently, the GLUE and Bayesian methods were used to analyze the uncertainty of sensitive parameters and further to produce their posterior distributions. Based on their posterior parameter samples, TOPMODEL’s simulations and the corresponding UA results were conducted. Results show that the form of exponential decline in conductivity and the overland flow routing velocity were sensitive parameters in TOPMODEL in our case. Small changes in these two parameters would lead to large differences in flood simulation results. Results also suggest that, for both UA techniques, most of streamflow observations were bracketed by 95PPU with the containing ratio value larger than 80 %. In comparison, GLUE gave narrower prediction uncertainty bands than the Bayesian method. It was found that the mode estimates of parameter posterior distributions are suitable to result in better performance of deterministic outputs than the 50 % percentiles for both the GLUE and Bayesian analyses. In addition, the simulation results calibrated with Rosenbrock optimization algorithm show a better agreement with the observations than the UA’s 50 % percentiles but slightly worse than the hydrographs from the mode estimates. The results clearly emphasize the importance of using model uncertainty diagnostic approaches in flood simulations.     

On the criteria of model performance evaluation for real-time flood forecasting

Model performance evaluation for real-time flood forecasting has been conducted using various criteria. Although the coefficient of efficiency (CE) is most widely used, we demonstrate that a model achieving good model efficiency may actually be inferior to the naïve (or persistence) forecasting, if the flow series has a high lag-1 autocorrelation coefficient. We derived sample-dependent and AR model-dependent asymptotic relationships between the coefficient of efficiency and the coefficient of persistence (CP) which form the basis of a proposed CE–CP coupled model performance evaluation criterion. Considering the flow persistence and the model simplicity, the AR(2) model is suggested to be the benchmark model for performance evaluation of real-time flood forecasting models. We emphasize that performance evaluation of flood forecasting models using the proposed CE–CP coupled criterion should be carried out with respect to individual flood events. A single CE or CP value derived from a multi-event artifactual series by no means provides a multi-event overall evaluation and may actually disguise the real capability of the proposed model.     

Impact of sensor measurement error on sensor positioning in water quality monitoring networks

This paper studies the impact of sensor measurement error on designing a water quality monitoring network for a river system, and shows that robust sensor locations can be obtained when an optimization algorithm is combined with a statistical process control (SPC) method. Specifically, we develop a possible probabilistic model of sensor measurement error and the measurement error model is embedded into a simulation model of a river system. An optimization algorithm is used to find the optimal sensor locations that minimize the expected time until a spill detection in the presence of a constraint on the probability of detecting a spill. The experimental results show that the optimal sensor locations are highly sensitive to the variability of measurement error and false alarm rates are often unacceptably high. An SPC method is useful in finding thresholds that guarantee a false alarm rate no more than a pre-specified target level, and an optimization algorithm combined with the thresholds finds a robust sensor network.     

Improving at-site flood frequency analysis with additional spatial information: a probabilistic regional envelope curve approach

Extreme flood events have detrimental effects on society, the economy and the environment. Widespread flooding across South East Queensland in 2011 and 2013 resulted in the loss of lives and significant cost to the economy. In this region, flood risk planning and the use of traditional flood frequency analysis (FFA) to estimate both the magnitude and frequency of the 1-in-100 year flood is severely limited by short gauging station records. On average, these records are 42 years in Eastern Australia and many have a poor representation of extreme flood events. The major aim of this study is to test the application of an alternative method to estimate flood frequency in the form of the Probabilistic Regional Envelope Curve (PREC) approach which integrates additional spatial information of extreme flood events. In order to better define and constrain a working definition of an extreme flood, an Australian Envelope Curve is also produced from available gauging station data. Results indicate that the PREC method shows significant changes to the larger recurrence intervals (≥100 years) in gauges with either too few, or too many, extreme flood events. A decision making process is provided to ascertain when this method is preferable for FFA.     

Frequency based imputation of precipitation

Changing climate and precipitation patterns make the estimation of precipitation, which exhibits two-dimensional and sometimes chaotic behavior, more challenging. In recent decades, numerous data-driven methods have been developed and applied to estimate precipitation; however, these methods suffer from the use of one-dimensional approaches, lack generality, require the use of neighboring stations and have low sensitivity. This paper aims to implement the first generally applicable, highly sensitive two-dimensional data-driven model of precipitation. This model, named frequency based imputation (FBI), relies on non-continuous monthly precipitation time series data. It requires no determination of input parameters and no data preprocessing, and it provides multiple estimations (from the most to the least probable) of each missing data unit utilizing the series itself. A total of 34,330 monthly total precipitation observations from 70 stations in 21 basins within Turkey were used to assess the success of the method by removing and estimating observation series in annual increments. Comparisons with the expectation maximization and multiple linear regression models illustrate that the FBI method is superior in its estimation of monthly precipitation. This paper also provides a link to the software code for the FBI method.     

On the interaction between ocean surface waves and seamounts

Of the many topographic features, more specifically seamounts, that are ubiquitous in the ocean floor, we focus our attention on those with relatively shallow summits that can interact with wind-generated surface waves. Among these, especially relatively long waves crossing the oceans (swells) and stormy seas are able to affect the water column up to a considerable depth and therefore interact with these deep-sea features. We quantify this interaction through numerical experiments using a numerical wave model (SWAN), in which a simply shaped seamount is exposed to waves of different length. The results show a strong interaction that leads to significant changes in the wave field, creating wake zones and regions of large wave amplification. This is then exemplified in a practical case where we analyze the interaction of more realistic sea conditions with a very shallow rock in the Yellow Sea. Potentially important for navigation and erosion processes, mutatis mutandis, these results are also indicative of possible interactions with emerged islands and sand banks in shelf seas.     

Geophysical evidence of the Eastern Marginal Fault of the Cheb Basin (Czech Republic)

The western part of the Bohemian Massif hosts an intersection of two regional fault zones, the SW-NE trending Oh?e/Eger Graben and the NNW-SSE trending Mariánské Lázně Fault, which has been reactivated several times in the geological history and controlled the formation of the Tertiary Cheb Basin. The broader area of the Cheb Basin is also related to permanent seismic activity of M_L 3+ earthquake swarms. The Eastern Marginal Fault of the Cheb Basin (northern segment of the Mariánské Lázně Fault) separates the basin sediments and underlying granites in the SW from the Kru?né Hory/Erzgebirge Mts. crystalline unit in the NE. We describe a detailed geophysical survey targeted to locating the Eastern Marginal Fault and determining its geometry in the depth. The survey was conducted at the Kopanina site near the Nový Kostel focal zone, which shows the strongest seismic activity of the whole Western Bohemia earthquake swarm region. Complex geophysical survey included gravimetry, electrical resistivity tomography, audiomagnetotellurics and seismic refraction. We found that the rocks within the Eastern Marginal Fault show low resistivity, low seismic velocity and density, which indicates their deep fracturing, weathering and higher water content. The dip of the fault in shallow depths is about 60° towards SW. At greater depths, the slope turns to subvertical with dip angle of about 80°. Results of geoelectrical methods show blocky fabric of the Cheb Basin and deep weathering of the granite bedrock, which is consistent with geologic models based on borehole surveys.