Table Of ContentSTOCHASTIC 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. 2. Stochastic
processes--Congresses. I. Series.
GB656.2.S7SS15 1994
551.4S'01'5195--dc20 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 .....•. XIX
PART I: CLIMATIC CHANGE
Applications of Stochastic Modeling in Climate Change Impact Assessment
D. P. LETTENMAIER 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
PART II: 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 105
PART III: ENTROPY
Application of Probability and Entropy Concepts in Hydraulics
C.-L. CHIU 121
viii 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
PART IV: 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
PART V: 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
PART VI: 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 ix
PART VII: 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
PART VIII: 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, sci
entists and engineers take measurements over time. In time series modelling and
analysis, time series models are fitted to one or more sequences of observations de
scribing the system for purposes such as environmental impact assessment, forecast
ing, 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 engi
neenng.
Contents
As listed in the Table of Contents, the book is. divided into the following main parts:
PART I CLIMATIC CHANGE
PART II FORECASTING
PART III ENTROPY
PART IV NEURAL NETWORKS
PART V TREND ASSESSMENT
PART VI SPATIAL ANALYSIS
PART VII SPECTRAL ANALYSIS
PART VIII 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 fore
casting. 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.
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