Backpropagation in Hydrological Time Series Forecasting. G.
LACHTERMACHER and J. D. FULLER. TREND ASSESSMENT. Tests for
Monotonic Trend. 205.
STOCHASTIC AND STATISTICAL METHODS IN HYDROLOGY AND ENVIRONMENTAL ENGINEERING VOLUME 3
TIME SERIES ANAL YSIS IN HYDROLOGY AND ENVIRONMENTAL ENGINEERING
Water Science and Technology Library VOLUME 10/3
Series Editor: V. P. Singh, Louisiana State University, Baton Rouge, US.A. Editorial Advisory Board: S. Chandra, Roorkee, u.P., India J. C. van Dam, Pijnacker, The Netherlands M. Fiorentino, Potenza, Italy W. H. Hager, Zurich, Switzerland N. Harmanciogiu, Izmir, Turkey V. V. N. Murty, Bangkok, Thailand J. Nemec, GenthodiGeneva, Switzerland A. R. Rao, West Lafayette, Ind., U.S.A. Shan Xu Wang, Wuhan, Hubei, P.R. China
The titles published in this series are listed at the end of this volume.
STOCHASTIC AND STATISTICAL METHODS IN HYDROLOGY AND ENVIRONMENTAL ENGINEERING Volume 3
TIME SERIES ANALYSIS IN HYDROLOGY AND ENVIRONMENTAL ENGINEERING edited by
KEITH W. HIPEL Departments of Systems Design Engineering and Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada
A. IAN McLEOD Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, Canada and Department of Systems Design Engineering, University of Waterloo, Waterloo, Ontario, Canada
U.S.PANU Department of Civil Engineering, Lakehead University, Thunder Bay, Ontario, Canada
VIJAY P. SINGH Department of Civil Engineering, Louisiana State University, Baton Rouge, Louisiana, U.S.A.
SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.
Library of Congress Cataloging-in-Publication Data Stochastic and statistical methods in hydrology and environmental engineering. p. cm. -- (Water science and technology library; v. 10) Papers presented at an international conference held at the University of Waterloo, Canada, June 21-23, 1993. Inc I udes index. Contents: v. 1. Extreme values: floods and droughts I edited by Keith W. Hipel -- v. 2. Stochastic and statistical modelling with groundwater and surface water applications I edited by Keith W. Hipel -- v. 3. Time series analysis in hydrology and environmental engineering I edited by Keith W. Hipel ... [et al.l -- v. 4. Effective enVironmental management for sustainable development I edited by Keith W. Hipel and Liping Fang. ISBN 978-90-481-4379-5 ISBN 978-94-017-3083-9 (eBook) DOI 10.1007/978-94-017-3083-9
1. Hydrology--Sratistical methods--Congresses. processes--Congresses. I. Series. GB656.2.S7SS15 1994 551.4S'01'5195--dc20
2. Stochastic 94-2770S
ISBN 978-90-481-4379-5
Printed on acid-free paper
All Rights Reserved © 1994 Springer Science+Business Media Dordrecht Originally published by Kluwer Academic Publishers in 1994 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means. electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner.
In Memory of Professor T.E. Unny (1929 - 1991)
Professor Unny is shown exammmg posters for the International Conference on Stochastic and Statistical Methods in Hydrology and Environmental Engineering held in his honour June 21 to 23, 1993. The photograph was taken at the University of Waterloo on December 20, 1991, eight days before Professor Unny's untimely death .
TABLE OF CONTENTS PREFACE . . • • • • . . • . . . . . . . • . • . •
xi
AN INTERNATIONAL CELEBRATION .•
xv
ACKNOWLEDGEMENTS . . . . . • . PART I:
CLIMATIC CHANGE Applications of Stochastic Modeling in Climate Change Impact Assessment D. P. LETTENMAIER
PART II:
3
Knowledge Based Classification of Circulation Patterns for Stochastic Precipitation Modeling A. BARDOSSY, H. MUSTER, L. DUCKSTEIN and I. BOGARD!
19
Grey Theory Approach to Quantifying the Risks Associated with General Circulation Models B. BASS, G. HUANG, Y. YIN and S. J. COHEN
33
A Nonparametric Renewal Model for Modeling Daily Precipitation B. RAJAGOPALAN, U. LALL and D. G. TARBOTON
47
FORECASTING Forecasting B.C. Hydro's Operation of Williston Lake - How Much Uncertainty is Enough D. J. DRUCE
63
Evaluation of Streamflow Forecasting Models T. TAO and W. C. LENNOX
77
Application of a Transfer Function Model to a Storage-Runoff Process P.-S. YU, C.-L. LIU and T.-Y. LEE
87
Seeking User Input in Inflow Forecasting T. TAO, I. CORBU, R. PENN, F. BENZAQUEN and L. LAI
99
Linear Procedures for Time Series Analysis in Hydrology P. R. H. SALES, B. de B. PEREIRA and A. M. VIEIRA PART III:
XIX
105
ENTROPY Application of Probability and Entropy Concepts in Hydraulics C.-L. CHIU
121
viii
PART IV:
PART V:
PART VI:
TABLE OF CONTENTS
Assessment of the Entropy Principle as Applied to Water Quality Monitoring Network Design N. B. HARMANCIOGLU, N. ALPASLAN and V. P. SINGH
135
Comparisons betweeen Bayesian and Entropic Methods for Statistical Inference J. N. KAPUR, H. K. KESAVAN and G. BACIU
149
An Entropy-Based Approach to Station Discontinuance N. B. HARMANCIOGLU
163
Assessment of Treatment Plant Efficiencies by the Entropy Principle N. ALPASLAN
177
Infilling Missing Monthly Streamflow Data Using a Multivariate Approach C. GOODIER and U. PANU
191
NEURAL NETWORKS
Application of Neural Networks to Runoff Prediction M.-L. ZHU, M. FUJITA and N. HASHIMOTO
205
Prediction of Daily Water Demands by Neural Networks S. P. ZHANG, H. WATANABE and R. YAMADA
217
Backpropagation in Hydrological Time Series Forecasting G. LACHTERMACHER and J. D. FULLER
229
TREND ASSESSMENT
Tests for Monotonic Trend A.1. MCLEOD and K. W. HIPEL
245
Analysis of Water Quality Time Series Obtained for Mass Discharge Estimation B. A. BODO, A. 1. MCLEOD and K. W. HIPEL
271
De-Acidification Trends in Clearwater Lake near Sudbury, Ontario 1973-1992 B. A. BODO and P. J. DILLON
285
SPATIAL ANALYSIS
Multivariate Kernel Estimation of Functions of Space and Time Hydrologic Data U. LALL and K. BOSWORTH
301
Comparing Spatial Estimation Techniques for Precipitation Analysis J. SATAGOPAN and B. RAJAGOPALAN
317
TABLE OF CONTENTS
PART VII:
PART VIII:
ix
SPECTRAL ANALYSIS Exploratory Spectral Analysis of Time Series A. LEWANDOWSKI
333
On the Simulation of Rainfall Based on the Characteristics of Fourier Spectrum of Rainfall U. MATSUBAYASHI, S. HAYASHI and F. TAKAGI
347
TOPICS IN STREAMFLOW MODELLING Cluster Based Pattern Recognition and Analysis of Streamflows T. KOJIRI, T. E. UNNY and U. S. PANU
363
ReMus, Software for Missing Data Recovery H. PERRON, P. BRUNEAU, B. BOBEE and L. PERREAULT
381
Seasonality of Flows and its Effect on Reservoir Size R. M. PHATARFOD and R. SRIKANTHAN
395
Estimation of the Hurst Exponent hand Geos Diagrams for a Non-Stationary Stochastic Process G. POVEDA and O. J. MESA
409
Optimal Parameter Estimation of Conceptually-Based Streamflow Models by Time Series Aggregation P. CLAPS and F. MURRONE
421
On Identification of Cascade Systems by Nonparametric Techniques with Applications to Pollution Spread Modeling in River Systems A. KRZYZAK
435
Patching Monthly Streamflow Data - A Case Study Using the EM Algorithm and Kalman Filtering G. G. S. PEGRAM
449
Runoff Analysis by the Quasi Channel Network Model in the Toyohira River Basin H. SAGA, T. NISHIMURA and M. FUJITA
459
Author Index .
469
Subject Index.
471
PREFACE Objectives To understand how hydrological and environmental systems behave dynamically, scientists and engineers take measurements over time. In time series modelling and analysis, time series models are fitted to one or more sequences of observations describing the system for purposes such as environmental impact assessment, forecasting, simulation and reservoir operation. When applied to a natural system, time series modelling furnishes an enhanced appreciation about how the system functions, especially one that is heavily affected by land use changes. This in turn means that better decisions can ultimately be made so that human beings can properly manage their activities in order to live in harmony with their natural environment. The major objective of this edited volume is to present some of the latest and most promising approaches to time series analysis as practiced in hydrology and environmental engineenng. Contents As listed in the Table of Contents, the book is. divided into the following main parts:
PART PART PART PART PART PART PART PART
I II III IV V VI VII VIII
CLIMATIC CHANGE FORECASTING ENTROPY NEURAL NETWORKS TREND ASSESSMENT SPATIAL ANALYSIS SPECTRAL ANALYSIS TOPICS IN STREAMFLOW MODELLING
An important topic of widespread public concern in which time series analysis has a crucial role to play is the systematic study of climatic change. In Part I, significant contributions to climatic change are described in an interesting set of papers. For instance, the first paper in this part is a keynote paper by Dr. D. P. Lettenmaier that focuses upon time series or stochastic models of precipitation that account for climatic driving variables. These models furnish a mechanism for transcending the spatial scales between general circulation models and the much smaller spatial scale at which water resources effects have to be studied and interpreted. The contributions contained in Part II provide useful results in hydrological forecasting. A range of intriguing applications in hydrological forecasting are given for case studies involving reservoir operation in British Columbia, Canada, Guangdong Province in China, Taiwan, the Canadian Province of Ontario, and Brazil. xi
xii
PREFACE
Within Part III, new developments in entropy are described and entropy concepts are applied to problems in hydraulics, water quality monitoring, discontinuance of hydrologic measurement stations, treatment plant efficiency and estimating missing monthly streamflow data. Neural networks are employed in Part IV for forecasting runoff and water demand. Trend assessment techniques have widespread applicability to environmental impact assessment studies. In Part V, a number of trend assessment techniques are evaluated and graphical, nonparametric and parametric trend methods are applied to water quality data. In Part VI, nonparametric and parametric approaches to spatial analysis are described and applied to practical hydrological problems. Next, some unique findings in spectral analysis are given in Part VII. Finally, Part VIII is concerned with a variety of interesting topics in streamflow modelling. Audience This book should be of direct interest to anyone who is concerned with the latest developments in time series modelling and analysis. Accordingly, the types of Professionals who may wish to use this book include: Water Resources Engineers Environmental Scientists Civil Engineers Earth Scientists Hydrologists Geographers Planners Statisticians Systems Engineers Management Scientists Within each professional group, the book should provide useful information for: Researchers Teachers Students Practitioners and Consultants
PREFACE
xiii
When utilized for teaching purposes, the book could serve as a complementary text at the upper undergraduate and graduate levels. The recent environmetrics book by K. W. Hipel and A. 1. McLeod that is entitled Time Series Modelling of Water Resources and Environmental Systems (published by Elservier, Amsterdam, 1994, ISBN 0 444 89270-2), contains an extensive list of time series analysis books (see Section 1.6.3) that could be used in combination with this current volume in university courses. Researchers should obtain guidance and background material for carrying out worthwhile research projects in time series analysis in hydrology and environmental engineering. Consultants who wish to keep their companies at the leading edge of activities in time series analysis and thereby serve their clients in the best possible ways will find this book to be an indispensable resource.
AN INTERNATIONAL CELEBRATION Dedication The papers contained in this book were originally presented at the international conference on Stochastic and Statistical Methods in Hydrology and Environmental Engineering that took place at the University of Waterloo, Waterloo, Ontario, Canada, from June 21 to 23, 1993. This international gathering was held in honour and memory of the late Professor T.E. Unny in order to celebrate his lifelong accomplishments in many of the important environmental topics falling within the overall conference theme. When he passed away in late December, 1991, Professor T.E. Unny was Professor of Systems Design Engineering at the University of Waterloo and Editor-in-Chief of the international journal entitled Stochastic Hydrology and Hydraulics. About 250 scientists from around the world attended the Waterloo conference in June, 1993. At the conference, each participant was given a Pre-Conference Proceedings, published by the University of Waterloo and edited by K.W. Hipel. This 584 page volume contains the detailed conference program as well as the refereed extended abstracts for the 234 papers presented at the conference. Subsequent to the conference, full length papers submitted for publication by presenters were mailed to international experts who kindly carried out thorough reviews. Accepted papers were returned to authors for revisions and the final manuscripts were then published by Kluwer according to topics in the following four volumes:
STOCHASTIC AND STATISTICAL MODELLING WITH GROUNDWATER AND SURFACE WATER APPLICATIONS edited by Keith W. Hipel EFFECTIVE ENVIRONMENTAL MANAGEMENT FOR SUSTAINABLE DEVELOPMENT edited by Keith W. Hipel and Liping Fang EXTREME VALUES: FLOODS AND DROUGHTS edited by Keith W. Hipel as well as the current book on: TIME SERIES ANALYSIS IN HYDROLOGY AND ENVIRONMENTAL ENGINEERING edited by Keith W. Hipel, A. Ian McLeod, U. S. Panu and Vijay P. Singh xv
xvi
AN INTERNATIONAL CELEBRATION
The Editors of the volumes as well as Professor Unny's many friends and colleagues from around the globe who wrote excellent research papers for publication in these four volumes, would like to dedicate their work as a lasting memorial to Professor T. E. Unny. In addition to his intellectual accomplishments, Professor Unny will be fondly remembered for his warmth, humour and thoughtful consideration of others. Conference Organization and Sponsorships
The many colleagues and sponsors who took part in the planning and execution of the international conference on Stochastic and Statistical Methods in Hydrology and Environmental Engineering are given below. Organizing Committee K. W. Hipel (Chairman) A. I. McLeod U. S. Panu V. P. Singh International Programme Committee Z. Kundzewicz (Poland) S. Al-Nassri (Malaysia) Gwo-Fong Lin (Taiwan) H. Bergmann (Austria) C. Lemarechal (France) J. Bernier (France) 1. Logan (Canada) B. Bobee (Canada) D. P. Loucks (U.S.A.) B. Bodo (Canada) I. B. MacNeill (Canada) D. S. Bowles (U.S.A.) A. Musy (Switzerland) W. P. Budgell (Norway) P. Nachtnebel (Austria) S. J. Burges (U.S.A.) D. J. Noakes (Canada) F. Camacho (Canada) N. Okada (Japan) S. Chandra (India) R. M. Phatarford (Australia) C-L. Chiu (U.S.A.) V. Privalsky (U .S.S.R.) J. Ding ( China) D. Rosbjerg (Denmark) L. Duckstein (U.S.A.) A. H. El-Shaarawi (Canada) J. D. Salas (U.S.A) G. A. Schultz (Germany) M. Fiorentino (Italy) S. Serrano (U.S.A.) E. Foufoula (U.S.A.) U. Shamir (Israel) I. C. Goulter (Australia) S. P. Simonovic (Canada) Y. Y. Haimes (U.S.A.) S. Sorooshian (U.S.A.) N. Harmancioglu (Turkey) A. Szollosi-Nagy (France) S. Ikebuchi (Japan) C. Thirriot (France) Karmeshu (India) W. E. Watt (Canada) M. 1. Kavvas (U.S.A.) S. J. Yakowitz (U.S.A.) J. Kelman (Brazil) V. Yevjevich (U.S.A.) J. Kindler (Poland) Y. C. Zhang (China) G. Kite (Canada) P. Zielinski (Canada) T. Kojiri (Japan) R. Krzysztofowicz (U.S.A.)
AN INTERNATIONAL CELEBRATION
xvii
University of Waterloo Committee
A. Bogobowicz S. Brown D. Burns C. Dufournaud 1. Fang G. Farquhar
T. Hollands J. D. Kalbfleisch E. LeDrew E. A. McBean K. Ponnambalam E. Sudicky
Financial Support
Conestoga/Rovers and Associates Cumming Cockburn Limited Department of Systems Design Engineering, University of Waterloo Faculty of Engineering, University of Waterloo Natural Sciences and Engineering Research Council (NSERC) of Canada Sponsors
American Geophysical Union American Water Resources Association Association of State Floodplain Managers Canadian Society for Civil Engineering Canadian Society for Hydrological Sciences IEEE Systems, Man and Cybernetics Society Instituto Panamericano de Geografia e Historia International Association for Hydraulic Research International Association of Hydrological Sciences International Commission of Theoretical and Applied Limnology International Commission on Irrigation and Drainage International Institute for Applied Systems Analysis International Statistical Institute International Water Resources Association Lakehead University Louisiana State University North American Lake Management Society The International Environmetrics Society The Pattern Recognition Society The University of Western Ontario University of Waterloo
xviii
AN INTERNATIONAL CELEBRATION
University of Waterloo President James Downey, Opening and Banquet Addresses D. Bartholomew, Graphic Services Danny Lee, Catering and Bar Services Manager D. E. Reynolds, Manager, Village 2 Conference Centre T. Schmidt, Engineering Photographic Audio Visual Centre Food Services Graduate Students in Systems Design Engineering
Technical Assistance Mrs. Sharon Bolender Mr. Steve Fletcher Mr. Kei Fukuyama Ms. Hong Gao Ms. Wendy Stoneman Mr. Roy Unny
ACKNOWLEDGEMENTS The Editors would like to sincerely thank the authors for writing such excellent papers for publication in this as well as the other three volumes. The thoughtful reviews of the many anonymous referees are also gratefully acknowledged. Moreover, the Editors appreciate the fine contributions by everyone who attended the Waterloo conference in June, 1993, and actively took part in the many interesting discussions at the paper presentations. Additionally, the Editors would like to say merci beaucoup to the committee members and sponsors of the Waterloo conference listed in the previous section. Dr. Roman Krzysztofowicz, University of Virginia, and Dr. Sidney Yakowitz, University of Arizona, kindly assisted in organizing interesting sessions at the Waterloo conference for papers contained in this volume. Furthermore, Dr. R. M. Phatarford, Monash University in Australia, and Dr. K. Ponnambalam, University of Waterloo, were particularly helpful in suggesting reviewers as well as carrying out reviews for papers published in this book. Finally, they sincerely appreciate all the thoughtful personnel at Kluwer who assisted in the publication of the volumes, especially Dr. Petra D. Van Steenbergen, the Acquisition Editor.
Keith W. Hipel
A. Ian McLeod
Professor and Chair Department of Systems Design Engineering
Professor Department of Statistical and Actuarial Sciences The University of Western Ontario
Cross Appointed Professor to Department of Statistics and Actuarial Science University of Waterloo
U.S. Panu Professor Department of Civil Engineering Lakehead University
Adjunct Professor Department of Systems Design Engineering University of Waterloo
Vijay P. Singh Professor Department of Civil Engineering Louisiana State University
April, 1994
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