A regressive methodology for estimating missing data in rainfall daily time series

Science.gov (United States)

Barca, E.; Passarella, G.

2009-04-01

the multivariate approach. Another approach follows the paradigm of the "multiple imputation" (Rubin, 1987; Rubin, 1988), which consists in using a set of "similar stations" instead than the most similar. This way, a sort of estimation range can be determined allowing the introduction of uncertainty. Finally, time series can be grouped on the basis of monthly rainfall rates defining classes of wetness (i.e.: dry, moderately rainy and rainy), in order to achieve the estimation using homogeneous data subsets. We expect that integrating the methodology with these enhancements will certainly improve its reliability. The methodology was applied to the daily rainfall time series data registered in the Candelaro River Basin (Apulia - South Italy) from 1970 to 2001. REFERENCES D.B., Rubin, 1976. Inference and Missing Data. Biometrika 63 581-592 D.B. Rubin, 1987. Multiple Imputation for Nonresponce in Surveys, New York: John Wiley & Sons, Inc. D.B. Rubin, 1988. An overview of multiple imputation. In Survey Research Section, pp. 79-84, American Statistical Association, 1988. J.L., Schafer, 1997. Analysis of Incomplete Multivariate Data, Chapman & Hall. J., Scheffer, 2002. Dealing with Missing Data. Res. Lett. Inf. Math. Sci. 3, 153-160. Available online at http://www.massey.ac.nz/~wwiims/research/letters/ H. Theil, 1950. A rank-invariant method of linear and polynomial regression analysis. Indicationes Mathematicae, 12, pp.85-91.

Trends into rainfall time series of two andes basins of Valle del Cauca (Colombia

Directory of Open Access Journals (Sweden)

Faisury Cardona-Guerrero

2014-01-01

Full Text Available With the goal of detecting changes or trends in registered data of daily rainfall in the basins of rivers Dagua and Cali, located in the south-west of Colombia, in the Valle del Cauca, nine climate extremes indices were calculated using the RClimDex software. For this, precipitation trends were analyzed in 18 rain gauges located in the study area with historical series ranging between 21 and 56 years. Homogeneity tests were made to data to ensure consistency in the information. The results show changes in rainfall, dominated by the increasing trends for almost all indices; however most of the trends do not show high statistical significance. Also, a significant increase in the average annual total rainfall of 15.2 mm (Dagua river basin and 9.1 mm (Cali river basin in the stations located below 1500 msnm was obtained. Moreover, in the stations located at higher elevations, decreases were observed. There is a homogeneous spatial distribution for the most of the indices and similar patterns were found located in defined areas of the study zone, which may affect the runoff production in watersheds in the coming years.

A regional and nonstationary model for partial duration series of extreme rainfall

DEFF Research Database (Denmark)

Gregersen, Ida Bülow; Madsen, Henrik; Rosbjerg, Dan

2017-01-01

as the explanatory variables in the regional and temporal domain, respectively. Further analysis of partial duration series with nonstationary and regional thresholds shows that the mean exceedances also exhibit a significant variation in space and time for some rainfall durations, while the shape parameter is found...... of extreme rainfall. The framework is built on a partial duration series approach with a nonstationary, regional threshold value. The model is based on generalized linear regression solved by generalized estimation equations. It allows a spatial correlation between the stations in the network and accounts...... furthermore for variable observation periods at each station and in each year. Marginal regional and temporal regression models solved by generalized least squares are used to validate and discuss the results of the full spatiotemporal model. The model is applied on data from a large Danish rain gauge network...

The time series variations of tritium concentration in precipitation and its relationships to the rainfall-inducing air mass

International Nuclear Information System (INIS)

Shimada, Jun

1978-01-01

The author measured the tritium concentration in precipitation of Tokyo for every ten-day period from August 1972 to May 1974. Judging from the daily synoptic weather chart, the rainfall-inducing air masses in Japan were classified into five types; polar maritime air mass (Pm), polar continental air mass (Pc), tropical maritime air mass (Tm), tropical continental air mass (Tc), and equatorial maritime air mass (Em). And the precipitation for every ten-day period sampled for tritium measurement were classified into these five types. Based on this classification, it is confirmed that there exist clear difference in the tritium concentration between the rainfall from the continental air mass and ones from the maritime air mass. It is characteristic that the tritium concentration in rainfall induced by equatorial maritime air mass such as typhoon in summer and early fall season is very low whereas the tritium concentration in rainfall and snowfall induced directly by the polar continental air mass in late winter season is very high. The regional difference of the tritium concentration in intermonthly precipitation could considerably be explained by this synoptic meteological classification of rainfall-inducing air mass. In spite of these regional difference of tritium concentration in precipitation, use of the tritium concentration of Tokyo as a representative value of Japan may be allowed because of the similarities of the changing pattern and annual mean tritium concentration. The time series variations of tritium concentration in precipitation of Tokyo from August 1972 to December 1977, Tsukuba from December 1976 to April 1978, and Nagaoka from April 1977 to March 1978 are listed. (author)

Analysis of trend in temperature and rainfall time series of an Indian arid region: comparative evaluation of salient techniques

Science.gov (United States)

Machiwal, Deepesh; Gupta, Ankit; Jha, Madan Kumar; Kamble, Trupti

2018-04-01

This study investigated trends in 35 years (1979-2013) temperature (maximum, Tmax and minimum, Tmin) and rainfall at annual and seasonal (pre-monsoon, monsoon, post-monsoon, and winter) scales for 31 grid points in a coastal arid region of India. Box-whisker plots of annual temperature and rainfall time series depict systematic spatial gradients. Trends were examined by applying eight tests, such as Kendall rank correlation (KRC), Spearman rank order correlation (SROC), Mann-Kendall (MK), four modified MK tests, and innovative trend analysis (ITA). Trend magnitudes were quantified by Sen's slope estimator, and a new method was adopted to assess the significance of linear trends in MK-test statistics. It was found that the significant serial correlation is prominent in the annual and post-monsoon Tmax and Tmin, and pre-monsoon Tmin. The KRC and MK tests yielded similar results in close resemblance with the SROC test. The performance of two modified MK tests considering variance-correction approaches was found superior to the KRC, MK, modified MK with pre-whitening, and ITA tests. The performance of original MK test is poor due to the presence of serial correlation, whereas the ITA method is over-sensitive in identifying trends. Significantly increasing trends are more prominent in Tmin than Tmax. Further, both the annual and monsoon rainfall time series have a significantly increasing trend of 9 mm year-1. The sequential significance of linear trend in MK test-statistics is very strong (R 2 ≥ 0.90) in the annual and pre-monsoon Tmin (90% grid points), and strong (R 2 ≥ 0.75) in monsoon Tmax (68% grid points), monsoon, post-monsoon, and winter Tmin (respectively 65, 55, and 48% grid points), as well as in the annual and monsoon rainfalls (respectively 68 and 61% grid points). Finally, this study recommends use of variance-corrected MK test for the precise identification of trends. It is emphasized that the rising Tmax may hamper crop growth due to enhanced

Real Rainfall Time Series for Storm Sewer Design

DEFF Research Database (Denmark)

Larsen, Torben

1981-01-01

to a storm sewer system. The output of the simulation is the frequency distribution of the peak flow, overflow volume etc. from the overflow or the retention storage. The parameters in the transfer model are found either from rainfall/runoff measurements in the catchment or from one or more simulations...

A 305-year continuous monthly rainfall series for the island of Ireland (1711–2016

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C. Murphy

2018-03-01

Full Text Available A continuous 305-year (1711–2016 monthly rainfall series (IoI_1711 is created for the Island of Ireland. The post 1850 series draws on an existing quality assured rainfall network for Ireland, while pre-1850 values come from instrumental and documentary series compiled, but not published by the UK Met Office. The series is evaluated by comparison with independent long-term observations and reconstructions of precipitation, temperature and circulation indices from across the British–Irish Isles. Strong decadal consistency of IoI_1711 with other long-term observations is evident throughout the annual, boreal spring and autumn series. Annually, the most recent decade (2006–2015 is found to be the wettest in over 300 years. The winter series is probably too dry between the 1740s and 1780s, but strong consistency with other long-term observations strengthens confidence from 1790 onwards. The IoI_1711 series has remarkably wet winters during the 1730s, concurrent with a period of strong westerly airflow, glacial advance throughout Scandinavia and near unprecedented warmth in the Central England Temperature record – all consistent with a strongly positive phase of the North Atlantic Oscillation. Unusually wet summers occurred in the 1750s, consistent with proxy (tree-ring reconstructions of summer precipitation in the region. Our analysis shows that inter-decadal variability of precipitation is much larger than previously thought, while relationships with key modes of climate variability are time-variant. The IoI_1711 series reveals statistically significant multi-centennial trends in winter (increasing and summer (decreasing seasonal precipitation. However, given uncertainties in the early winter record, the former finding should be regarded as tentative. The derived record, one of the longest continuous series in Europe, offers valuable insights for understanding multi-decadal and centennial rainfall variability in Ireland, and provides a

Monsoon rainfall behaviour in recent times on local/regional scale in India

International Nuclear Information System (INIS)

Singh, Surender; Rao, V.U.M.; Singh, Diwan

2002-08-01

An attempt has been made here to investigate the local/regional monsoon rainfall behaviour in the meteorological sub-division no. 13 comprising the areas of Haryana, Delhi and Chandigarh in India. The monthly monsoon rainfall data of 30 years (1970-99) of different locations in the region were used for the investigation. All locations except Delhi received more rainfall in monsoon season during the decade (1990-99) showing general increasing trend in the rainfall behaviour in recent times. The mean monsoon rainfall at various locations ranged between 324.8 mm at Sirsa and 974.9 mm at Chandigarh. The major amount of monsoon rainfall occurred during the month of July and August in the entire region. Monthly mean rainfall ranged between 37.5 to 144.9 mm (June), 130.6 to 298.2 mm (July), 92.6 to 313.6 mm (August) and 44.0 to 149.4mm (September) at different locations. All the locations in the region exhibited overall increasing trend in monsoon rainfall over the period under study. All locations in the region received their lowest monsoon rainfall in the year 1987 which was a drought year and the season's rainfall ranged between 56.1 mm (Sirsa) and 290.0 mm (Delhi) during this year. Many of the locations observed clusters of fluctuations in their respective monsoon rainfall. The statistical summaries of historical data series (1970-99) gave rainfall information on various time scale. Such information acquires value through its influence on the decision making of the ultimate users. (author)

Detecting nonlinearity in time series driven by non-Gaussian noise: the case of river flows

Directory of Open Access Journals (Sweden)

F. Laio

2004-01-01

Full Text Available Several methods exist for the detection of nonlinearity in univariate time series. In the present work we consider riverflow time series to infer the dynamical characteristics of the rainfall-runoff transformation. It is shown that the non-Gaussian nature of the driving force (rainfall can distort the results of such methods, in particular when surrogate data techniques are used. Deterministic versus stochastic (DVS plots, conditionally applied to the decay phases of the time series, are instead proved to be a suitable tool to detect nonlinearity in processes driven by non-Gaussian (Poissonian noise. An application to daily discharges from three Italian rivers provides important clues to the presence of nonlinearity in the rainfall-runoff transformation.

Rainfall Distributions in Sri Lanka in Time and Space: An Analysis Based on Daily Rainfall Data

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T. P. Burt

2014-09-01

Full Text Available Daily rainfall totals are analyzed for the main agro-climatic zones of Sri Lanka for the period 1976–2006. The emphasis is on daily rainfall rather than on longer-period totals, in particular the number of daily falls exceeding given threshold totals. For one station (Mapalana, where a complete daily series is available from 1950, a longer-term perspective on changes over half a century is provided. The focus here is particularly on rainfall in March and April, given the sensitivity of agricultural decisions to early southwest monsoon rainfall at the beginning of the Yala cultivation season but other seasons are also considered, in particular the northeast monsoon. Rainfall across Sri Lanka over three decades is investigated in relation to the main atmospheric drivers known to affect climate in the region: sea surface temperatures in the Pacific and Indian Oceans, of which the former are shown to be more important. The strong influence of El Niño and La Niña phases on various aspects of the daily rainfall distribution in Sri Lanka is confirmed: positive correlations with Pacific sea-surface temperatures during the north east monsoon and negative correlations at other times. It is emphasized in the discussion that Sri Lanka must be placed in its regional context and it is important to draw on regional-scale research across the Indian subcontinent and the Bay of Bengal.

Rainfall Stochastic models

Science.gov (United States)

Campo, M. A.; Lopez, J. J.; Rebole, J. P.

2012-04-01

This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series

Analysis and Modeling of Time-Correlated Characteristics of Rainfall-Runoff Similarity in the Upstream Red River Basin

Directory of Open Access Journals (Sweden)

Xiuli Sang

2012-01-01

Full Text Available We constructed a similarity model (based on Euclidean distance between rainfall and runoff to study time-correlated characteristics of rainfall-runoff similar patterns in the upstream Red River Basin and presented a detailed evaluation of the time correlation of rainfall-runoff similarity. The rainfall-runoff similarity was used to determine the optimum similarity. The results showed that a time-correlated model was found to be capable of predicting the rainfall-runoff similarity in the upstream Red River Basin in a satisfactory way. Both noised and denoised time series by thresholding the wavelet coefficients were applied to verify the accuracy of model. And the corresponding optimum similar sets obtained as the equation solution conditions showed an interesting and stable trend. On the whole, the annual mean similarity presented a gradually rising trend, for quantitatively estimating comprehensive influence of climate change and of human activities on rainfall-runoff similarity.

To what extent does variability of historical rainfall series influence extreme event statistics of sewer system surcharge and overflows?

Science.gov (United States)

Schaarup-Jensen, K; Rasmussen, M R; Thorndahl, S

2009-01-01

In urban drainage modelling long-term extreme statistics has become an important basis for decision-making e.g. in connection with renovation projects. Therefore it is of great importance to minimize the uncertainties with regards to long-term prediction of maximum water levels and combined sewer overflow (CSO) in drainage systems. These uncertainties originate from large uncertainties regarding rainfall inputs, parameters, and assessment of return periods. This paper investigates how the choice of rainfall time series influences the extreme events statistics of max water levels in manholes and CSO volumes. Traditionally, long-term rainfall series, from a local rain gauge, are unavailable. In the present case study, however, long and local rain series are available. 2 rainfall gauges have recorded events for approximately 9 years at 2 locations within the catchment. Beside these 2 gauges another 7 gauges are located at a distance of max 20 kilometers from the catchment. All gauges are included in the Danish national rain gauge system which was launched in 1976. The paper describes to what extent the extreme events statistics based on these 9 series diverge from each other and how this diversity can be handled, e.g. by introducing an "averaging procedure" based on the variability within the set of statistics. All simulations are performed by means of the MOUSE LTS model.

Regression and regression analysis time series prediction modeling on climate data of quetta, pakistan

International Nuclear Information System (INIS)

Jafri, Y.Z.; Kamal, L.

2007-01-01

Various statistical techniques was used on five-year data from 1998-2002 of average humidity, rainfall, maximum and minimum temperatures, respectively. The relationships to regression analysis time series (RATS) were developed for determining the overall trend of these climate parameters on the basis of which forecast models can be corrected and modified. We computed the coefficient of determination as a measure of goodness of fit, to our polynomial regression analysis time series (PRATS). The correlation to multiple linear regression (MLR) and multiple linear regression analysis time series (MLRATS) were also developed for deciphering the interdependence of weather parameters. Spearman's rand correlation and Goldfeld-Quandt test were used to check the uniformity or non-uniformity of variances in our fit to polynomial regression (PR). The Breusch-Pagan test was applied to MLR and MLRATS, respectively which yielded homoscedasticity. We also employed Bartlett's test for homogeneity of variances on a five-year data of rainfall and humidity, respectively which showed that the variances in rainfall data were not homogenous while in case of humidity, were homogenous. Our results on regression and regression analysis time series show the best fit to prediction modeling on climatic data of Quetta, Pakistan. (author)

Daily rainfall forecasting for one year in a single run using Singular Spectrum Analysis

Science.gov (United States)

Unnikrishnan, Poornima; Jothiprakash, V.

2018-06-01

Effective modelling and prediction of smaller time step rainfall is reported to be very difficult owing to its highly erratic nature. Accurate forecast of daily rainfall for longer duration (multi time step) may be exceptionally helpful in the efficient planning and management of water resources systems. Identification of inherent patterns in a rainfall time series is also important for an effective water resources planning and management system. In the present study, Singular Spectrum Analysis (SSA) is utilized to forecast the daily rainfall time series pertaining to Koyna watershed in Maharashtra, India, for 365 days after extracting various components of the rainfall time series such as trend, periodic component, noise and cyclic component. In order to forecast the time series for longer time step (365 days-one window length), the signal and noise components of the time series are forecasted separately and then added together. The results of the study show that the method of SSA could extract the various components of the time series effectively and could also forecast the daily rainfall time series for longer duration such as one year in a single run with reasonable accuracy.

Time-series prediction of shellfish farm closure: A comparison of alternatives

Directory of Open Access Journals (Sweden)

Ashfaqur Rahman

2014-08-01

Full Text Available Shellfish farms are closed for harvest when microbial pollutants are present. Such pollutants are typically present in rainfall runoff from various land uses in catchments. Experts currently use a number of observable parameters (river flow, rainfall, salinity as proxies to determine when to close farms. We have proposed using the short term historical rainfall data as a time-series prediction problem where we aim to predict the closure of shellfish farms based only on rainfall. Time-series event prediction consists of two steps: (i feature extraction, and (ii prediction. A number of data mining challenges exist for these scenarios: (i which feature extraction method best captures the rainfall pattern over successive days that leads to opening or closure of the farms?, (ii The farm closure events occur infrequently and this leads to a class imbalance problem; the question is what is the best way to deal with this problem? In this paper we have analysed and compared different combinations of balancing methods (under-sampling and over-sampling, feature extraction methods (cluster profile, curve fitting, Fourier Transform, Piecewise Aggregate Approximation, and Wavelet Transform and learning algorithms (neural network, support vector machine, k-nearest neighbour, decision tree, and Bayesian Network to predict closure events accurately considering the above data mining challenges. We have identified the best combination of techniques to accurately predict shellfish farm closure from rainfall, given the above data mining challenges.

Modeling climate change impacts on combined sewer overflow using synthetic precipitation time series.

Science.gov (United States)

Bendel, David; Beck, Ferdinand; Dittmer, Ulrich

2013-01-01

In the presented study climate change impacts on combined sewer overflows (CSOs) in Baden-Wuerttemberg, Southern Germany, were assessed based on continuous long-term rainfall-runoff simulations. As input data, synthetic rainfall time series were used. The applied precipitation generator NiedSim-Klima accounts for climate change effects on precipitation patterns. Time series for the past (1961-1990) and future (2041-2050) were generated for various locations. Comparing the simulated CSO activity of both periods we observe significantly higher overflow frequencies for the future. Changes in overflow volume and overflow duration depend on the type of overflow structure. Both values will increase at simple CSO structures that merely divide the flow, whereas they will decrease when the CSO structure is combined with a storage tank. However, there is a wide variation between the results of different precipitation time series (representative for different locations).

Sensitivity analysis of machine-learning models of hydrologic time series

Science.gov (United States)

O'Reilly, A. M.

2017-12-01

Sensitivity analysis traditionally has been applied to assessing model response to perturbations in model parameters, where the parameters are those model input variables adjusted during calibration. Unlike physics-based models where parameters represent real phenomena, the equivalent of parameters for machine-learning models are simply mathematical "knobs" that are automatically adjusted during training/testing/verification procedures. Thus the challenge of extracting knowledge of hydrologic system functionality from machine-learning models lies in their very nature, leading to the label "black box." Sensitivity analysis of the forcing-response behavior of machine-learning models, however, can provide understanding of how the physical phenomena represented by model inputs affect the physical phenomena represented by model outputs.As part of a previous study, hybrid spectral-decomposition artificial neural network (ANN) models were developed to simulate the observed behavior of hydrologic response contained in multidecadal datasets of lake water level, groundwater level, and spring flow. Model inputs used moving window averages (MWA) to represent various frequencies and frequency-band components of time series of rainfall and groundwater use. Using these forcing time series, the MWA-ANN models were trained to predict time series of lake water level, groundwater level, and spring flow at 51 sites in central Florida, USA. A time series of sensitivities for each MWA-ANN model was produced by perturbing forcing time-series and computing the change in response time-series per unit change in perturbation. Variations in forcing-response sensitivities are evident between types (lake, groundwater level, or spring), spatially (among sites of the same type), and temporally. Two generally common characteristics among sites are more uniform sensitivities to rainfall over time and notable increases in sensitivities to groundwater usage during significant drought periods.

Transfer function modeling of the monthly accumulated rainfall series over the Iberian Peninsula

Energy Technology Data Exchange (ETDEWEB)

Mateos, Vidal L.; Garcia, Jose A.; Serrano, Antonio; De la Cruz Gallego, Maria [Departamento de Fisica, Universidad de Extremadura, Badajoz (Spain)

2002-10-01

In order to improve the results given by Autoregressive Moving-Average (ARMA) modeling for the monthly accumulated rainfall series taken at 19 observatories of the Iberian Peninsula, a Discrete Linear Transfer Function Noise (DLTFN) model was applied taking the local pressure series (LP), North Atlantic sea level pressure series (SLP) and North Atlantic sea surface temperature (SST) as input variables, and the rainfall series as the output series. In all cases, the performance of the DLTFN models, measured by the explained variance of the rainfall series, is better than the performance given by the ARMA modeling. The best performance is given by the models that take the local pressure as the input variable, followed by the sea level pressure models and the sea surface temperature models. Geographically speaking, the models fitted to those observatories located in the west of the Iberian Peninsula work better than those on the north and east of the Peninsula. Also, it was found that there is a region located between 0 N and 20 N, which shows the highest cross-correlation between SST and the peninsula rainfalls. This region moves to the west and northwest off the Peninsula when the SLP series are used. [Spanish] Con el objeto de mejorar los resultados porporcionados por los modelos Autorregresivo Media Movil (ARMA) ajustados a las precipitaciones mensuales acumuladas registradas en 19 observatorios de la Peninsula Iberica se han usado modelos de funcion de transferencia (DLTFN) en los que se han empleado como variable independiente la presion local (LP), la presion a nivel del mar (SLP) o la temperatura de agua del mar (SST) en el Atlantico Norte. En todos los casos analizados, los resultados obtenidos con los modelos DLTFN, medidos mediante la varianza explicada por el modelo, han sido mejores que los resultados proporcionados por los modelos ARMA. Los mejores resultados han sido dados por aquellos modelos que usan la presion local como variable de entrada, seguidos

time series analysis of monthly rainfall in nigeria with emphasis on ...

African Journals Online (AJOL)

User

Monthly rainfall data of twenty-one years (1980 – 2000) were analyzed for the six regions of. Nigeria using the rescaled range (R/S) statistic, the standard fluctuation analysis (FA) and the detrended fluctuation ... 2011 Kwame Nkrumah University of Science and Technology (KNUST) .... starting from the beginning, and s non-.

Analysis of rainfall and temperature time series to detect long-term ...

Indian Academy of Sciences (India)

67

ABSTRACT. Arid and semiarid environments have been identified with locations prone to impacts of climate variability and change. Investigating long term trends is one way of tracing climate change impacts. This study investigates variability through annual and seasonal meteorological time series. Possible ...

To what extent does variability of historical rainfall series influence extreme event statistics of sewer system surcharge and overflows?

DEFF Research Database (Denmark)

Schaarup-Jensen, Kjeld; Rasmussen, Michael R.; Thorndahl, Søren

2008-01-01

In urban drainage modeling long term extreme statistics has become an important basis for decision-making e.g. in connection with renovation projects. Therefore it is of great importance to minimize the uncertainties concerning long term prediction of maximum water levels and combined sewer...... overflow (CSO) in drainage systems. These uncertainties originate from large uncertainties regarding rainfall inputs, parameters, and assessment of return periods. This paper investigates how the choice of rainfall time series influences the extreme events statistics of max water levels in manholes and CSO...... gauges are located at a distance of max 20 kilometers from the catchment. All gauges are included in the Danish national rain gauge system which was launched in 1976. The paper describes to what extent the extreme events statistics based on these 9 series diverge from each other and how this diversity...

To what extent does variability of historical rainfall series influence extreme event statistics of sewer system surcharge and overflows?

DEFF Research Database (Denmark)

Schaarup-Jensen, Kjeld; Rasmussen, Michael R.; Thorndahl, Søren

2009-01-01

In urban drainage modelling long term extreme statistics has become an important basis for decision-making e.g. in connection with renovation projects. Therefore it is of great importance to minimize the uncertainties concerning long term prediction of maximum water levels and combined sewer...... overflow (CSO) in drainage systems. These uncertainties originate from large uncertainties regarding rainfall inputs, parameters, and assessment of return periods. This paper investigates how the choice of rainfall time series influences the extreme events statistics of max water levels in manholes and CSO...... gauges are located at a distance of max 20 kilometers from the catchment. All gauges are included in the Danish national rain gauge system which was launched in 1976. The paper describes to what extent the extreme events statistics based on these 9 series diverge from each other and how this diversity...

Rainfall height stochastic modelling as a support tool for landslides early warning

Science.gov (United States)

Capparelli, G.; Giorgio, M.; Greco, R.; Versace, P.

2009-04-01

Occurrence of landslides is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Although heavy landslides frequently occurred in Campania, southern Italy, during the last decade, no complete data sets are available for natural slopes where landslides occurred. As a consequence, landslide risk assessment procedures and early warning systems in Campania still rely on simple empirical models based on correlation between daily rainfall records and observed landslides, like FLAIR model [Versace et al., 2003]. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction. In mountainous areas, rainfall spatial and temporal variability are very pronounced due to orographic effects, making predictions even more complicated. Existing rain gauge networks are not dense enough to resolve the small scale spatial variability, and the same limitation of spatial resolution affects rainfall height maps provided by radar sensors as well as by meteorological physically based models. Therefore, analysis of on-site recorded rainfall height time series still represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR and ARMA [Box and Jenkins, 1976]. Sometimes exogenous information coming from additional series of observations is also taken into account, and the models are called ARX and ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time

A theoretically consistent stochastic cascade for temporal disaggregation of intermittent rainfall

Science.gov (United States)

Lombardo, F.; Volpi, E.; Koutsoyiannis, D.; Serinaldi, F.

2017-06-01

Generating fine-scale time series of intermittent rainfall that are fully consistent with any given coarse-scale totals is a key and open issue in many hydrological problems. We propose a stationary disaggregation method that simulates rainfall time series with given dependence structure, wet/dry probability, and marginal distribution at a target finer (lower-level) time scale, preserving full consistency with variables at a parent coarser (higher-level) time scale. We account for the intermittent character of rainfall at fine time scales by merging a discrete stochastic representation of intermittency and a continuous one of rainfall depths. This approach yields a unique and parsimonious mathematical framework providing general analytical formulations of mean, variance, and autocorrelation function (ACF) for a mixed-type stochastic process in terms of mean, variance, and ACFs of both continuous and discrete components, respectively. To achieve the full consistency between variables at finer and coarser time scales in terms of marginal distribution and coarse-scale totals, the generated lower-level series are adjusted according to a procedure that does not affect the stochastic structure implied by the original model. To assess model performance, we study rainfall process as intermittent with both independent and dependent occurrences, where dependence is quantified by the probability that two consecutive time intervals are dry. In either case, we provide analytical formulations of main statistics of our mixed-type disaggregation model and show their clear accordance with Monte Carlo simulations. An application to rainfall time series from real world is shown as a proof of concept.

Multivariate stochastic analysis for Monthly hydrological time series at Cuyahoga River Basin

Science.gov (United States)

zhang, L.

2011-12-01

Copula has become a very powerful statistic and stochastic methodology in case of the multivariate analysis in Environmental and Water resources Engineering. In recent years, the popular one-parameter Archimedean copulas, e.g. Gumbel-Houggard copula, Cook-Johnson copula, Frank copula, the meta-elliptical copula, e.g. Gaussian Copula, Student-T copula, etc. have been applied in multivariate hydrological analyses, e.g. multivariate rainfall (rainfall intensity, duration and depth), flood (peak discharge, duration and volume), and drought analyses (drought length, mean and minimum SPI values, and drought mean areal extent). Copula has also been applied in the flood frequency analysis at the confluences of river systems by taking into account the dependence among upstream gauge stations rather than by using the hydrological routing technique. In most of the studies above, the annual time series have been considered as stationary signal which the time series have been assumed as independent identically distributed (i.i.d.) random variables. But in reality, hydrological time series, especially the daily and monthly hydrological time series, cannot be considered as i.i.d. random variables due to the periodicity existed in the data structure. Also, the stationary assumption is also under question due to the Climate Change and Land Use and Land Cover (LULC) change in the fast years. To this end, it is necessary to revaluate the classic approach for the study of hydrological time series by relaxing the stationary assumption by the use of nonstationary approach. Also as to the study of the dependence structure for the hydrological time series, the assumption of same type of univariate distribution also needs to be relaxed by adopting the copula theory. In this paper, the univariate monthly hydrological time series will be studied through the nonstationary time series analysis approach. The dependence structure of the multivariate monthly hydrological time series will be

Wavelet based correlation coefficient of time series of Saudi Meteorological Data

International Nuclear Information System (INIS)

Rehman, S.; Siddiqi, A.H.

2009-01-01

In this paper, wavelet concepts are used to study a correlation between pairs of time series of meteorological parameters such as pressure, temperature, rainfall, relative humidity and wind speed. The study utilized the daily average values of meteorological parameters of nine meteorological stations of Saudi Arabia located at different strategic locations. The data used in this study cover a period of 16 years between 1990 and 2005. Besides obtaining wavelet spectra, we also computed the wavelet correlation coefficients between two same parameters from two different locations and show that strong correlation or strong anti-correlation depends on scale. The cross-correlation coefficients of meteorological parameters between two stations were also calculated using statistical function. For coastal to costal pair of stations, pressure time series was found to be strongly correlated. In general, the temperature data were found to be strongly correlated for all pairs of stations and the rainfall data the least.

Rainfall reliability, drought and flood vulnerability in Botswana ...

African Journals Online (AJOL)

Rainfall data from 14 stations (cities, towns and major villages) spanning 26 years (1970 to 1995) were used to calculate reliability and vulnerability of rainfall in Botswana. Time series data for 72 years were generated from the long-term rainfall gauging stations and the number of wet and dry years determined. Apart from ...

Modelling of extreme rainfall events in Peninsular Malaysia based on annual maximum and partial duration series

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Zin, Wan Zawiah Wan; Shinyie, Wendy Ling; Jemain, Abdul Aziz

2015-02-01

In this study, two series of data for extreme rainfall events are generated based on Annual Maximum and Partial Duration Methods, derived from 102 rain-gauge stations in Peninsular from 1982-2012. To determine the optimal threshold for each station, several requirements must be satisfied and Adapted Hill estimator is employed for this purpose. A semi-parametric bootstrap is then used to estimate the mean square error (MSE) of the estimator at each threshold and the optimal threshold is selected based on the smallest MSE. The mean annual frequency is also checked to ensure that it lies in the range of one to five and the resulting data is also de-clustered to ensure independence. The two data series are then fitted to Generalized Extreme Value and Generalized Pareto distributions for annual maximum and partial duration series, respectively. The parameter estimation methods used are the Maximum Likelihood and the L-moment methods. Two goodness of fit tests are then used to evaluate the best-fitted distribution. The results showed that the Partial Duration series with Generalized Pareto distribution and Maximum Likelihood parameter estimation provides the best representation for extreme rainfall events in Peninsular Malaysia for majority of the stations studied. Based on these findings, several return values are also derived and spatial mapping are constructed to identify the distribution characteristic of extreme rainfall in Peninsular Malaysia.

Multivariate analysis applied to monthly rainfall over Rio de Janeiro state, Brazil

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Brito, Thábata T.; Oliveira-Júnior, José F.; Lyra, Gustavo B.; Gois, Givanildo; Zeri, Marcelo

2017-10-01

Spatial and temporal patterns of rainfall were identified over the state of Rio de Janeiro, southeast Brazil. The proximity to the coast and the complex topography create great diversity of rainfall over space and time. The dataset consisted of time series (1967-2013) of monthly rainfall over 100 meteorological stations. Clustering analysis made it possible to divide the stations into six groups (G1, G2, G3, G4, G5 and G6) with similar rainfall spatio-temporal patterns. A linear regression model was applied to a time series and a reference. The reference series was calculated from the average rainfall within a group, using nearby stations with higher correlation (Pearson). Based on t-test ( p River (G5) and the metropolitan area of the city of Rio de Janeiro (G6). The driest months in all regions were June, July and August, while November, December and January were the rainiest months. Sharp transitions occurred when considering monthly accumulated rainfall: from January to February, and from February to March, likely associated with episodes of "veranicos", i.e., periods of 4-15 days of duration with no rainfall.

Evaluation of the best fit distribution for partial duration series of daily rainfall in Madinah, western Saudi Arabia

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Alahmadi, F.; Rahman, N. A.; Abdulrazzak, M.

2014-09-01

Rainfall frequency analysis is an essential tool for the design of water related infrastructure. It can be used to predict future flood magnitudes for a given magnitude and frequency of extreme rainfall events. This study analyses the application of rainfall partial duration series (PDS) in the vast growing urban Madinah city located in the western part of Saudi Arabia. Different statistical distributions were applied (i.e. Normal, Log Normal, Extreme Value type I, Generalized Extreme Value, Pearson Type III, Log Pearson Type III) and their distribution parameters were estimated using L-moments methods. Also, different selection criteria models are applied, e.g. Akaike Information Criterion (AIC), Corrected Akaike Information Criterion (AICc), Bayesian Information Criterion (BIC) and Anderson-Darling Criterion (ADC). The analysis indicated the advantage of Generalized Extreme Value as the best fit statistical distribution for Madinah partial duration daily rainfall series. The outcome of such an evaluation can contribute toward better design criteria for flood management, especially flood protection measures.

Evaluation of the best fit distribution for partial duration series of daily rainfall in Madinah, western Saudi Arabia

Directory of Open Access Journals (Sweden)

F. Alahmadi

2014-09-01

Full Text Available Rainfall frequency analysis is an essential tool for the design of water related infrastructure. It can be used to predict future flood magnitudes for a given magnitude and frequency of extreme rainfall events. This study analyses the application of rainfall partial duration series (PDS in the vast growing urban Madinah city located in the western part of Saudi Arabia. Different statistical distributions were applied (i.e. Normal, Log Normal, Extreme Value type I, Generalized Extreme Value, Pearson Type III, Log Pearson Type III and their distribution parameters were estimated using L-moments methods. Also, different selection criteria models are applied, e.g. Akaike Information Criterion (AIC, Corrected Akaike Information Criterion (AICc, Bayesian Information Criterion (BIC and Anderson-Darling Criterion (ADC. The analysis indicated the advantage of Generalized Extreme Value as the best fit statistical distribution for Madinah partial duration daily rainfall series. The outcome of such an evaluation can contribute toward better design criteria for flood management, especially flood protection measures.

RAINFALL ANALYSIS IN KLANG RIVER BASIN USING CONTINUOUS WAVELET TRANSFORM

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Celso A. G. Santos

2016-01-01

Full Text Available The rainfall characteristics within Klang River basin is analyzed by the continuous wavelet transform using monthly rainfall data (1997–2009 from a raingauge and also using daily rainfall data (1998–2013 from the Tropical Rainfall Measuring Mission (TRMM. The wavelet power spectrum showed that some frequency components were presented within the rainfall time series, but the observed time series is short to provide accurate information, thus the daily TRMM rainfall data were used. In such analysis, two main frequency components, i.e., 6 and 12 months, showed to be present during the entire period of 16 years. Such semiannual and annual frequencies were confirmed by the global wavelet power spectra. Finally, the modulation in the 8–16-month and 256– 512-day bands were examined by an average of all scales between 8 and 16 months, and 256 and 512 days, respectively, giving a measure of the average monthly/daily variance versus time, where the periods with low or high variance could be identified.

Soil erosion under multiple time-varying rainfall events

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Heng, B. C. Peter; Barry, D. Andrew; Jomaa, Seifeddine; Sander, Graham C.

2010-05-01

Soil erosion is a function of many factors and process interactions. An erosion event produces changes in surface soil properties such as texture and hydraulic conductivity. These changes in turn alter the erosion response to subsequent events. Laboratory-scale soil erosion studies have typically focused on single independent rainfall events with constant rainfall intensities. This study investigates the effect of multiple time-varying rainfall events on soil erosion using the EPFL erosion flume. The rainfall simulator comprises ten Veejet nozzles mounted on oscillating bars 3 m above a 6 m × 2 m flume. Spray from the nozzles is applied onto the soil surface in sweeps; rainfall intensity is thus controlled by varying the sweeping frequency. Freshly-prepared soil with a uniform slope was subjected to five rainfall events at daily intervals. In each 3-h event, rainfall intensity was ramped up linearly to a maximum of 60 mm/h and then stepped down to zero. Runoff samples were collected and analysed for particle size distribution (PSD) as well as total sediment concentration. We investigate whether there is a hysteretic relationship between sediment concentration and discharge within each event and how this relationship changes from event to event. Trends in the PSD of the eroded sediment are discussed and correlated with changes in sediment concentration. Close-up imagery of the soil surface following each event highlight changes in surface soil structure with time. This study enhances our understanding of erosion processes in the field, with corresponding implications for soil erosion modelling.

Rainfall erosivity in Europe.

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Panagos, Panos; Ballabio, Cristiano; Borrelli, Pasquale; Meusburger, Katrin; Klik, Andreas; Rousseva, Svetla; Tadić, Melita Perčec; Michaelides, Silas; Hrabalíková, Michaela; Olsen, Preben; Aalto, Juha; Lakatos, Mónika; Rymszewicz, Anna; Dumitrescu, Alexandru; Beguería, Santiago; Alewell, Christine

2015-04-01

Rainfall is one the main drivers of soil erosion. The erosive force of rainfall is expressed as rainfall erosivity. Rainfall erosivity considers the rainfall amount and intensity, and is most commonly expressed as the R-factor in the USLE model and its revised version, RUSLE. At national and continental levels, the scarce availability of data obliges soil erosion modellers to estimate this factor based on rainfall data with only low temporal resolution (daily, monthly, annual averages). The purpose of this study is to assess rainfall erosivity in Europe in the form of the RUSLE R-factor, based on the best available datasets. Data have been collected from 1541 precipitation stations in all European Union (EU) Member States and Switzerland, with temporal resolutions of 5 to 60 min. The R-factor values calculated from precipitation data of different temporal resolutions were normalised to R-factor values with temporal resolutions of 30 min using linear regression functions. Precipitation time series ranged from a minimum of 5 years to a maximum of 40 years. The average time series per precipitation station is around 17.1 years, the most datasets including the first decade of the 21st century. Gaussian Process Regression (GPR) has been used to interpolate the R-factor station values to a European rainfall erosivity map at 1 km resolution. The covariates used for the R-factor interpolation were climatic data (total precipitation, seasonal precipitation, precipitation of driest/wettest months, average temperature), elevation and latitude/longitude. The mean R-factor for the EU plus Switzerland is 722 MJ mm ha(-1) h(-1) yr(-1), with the highest values (>1000 MJ mm ha(-1) h(-1) yr(-1)) in the Mediterranean and alpine regions and the lowest (<500 MJ mm ha(-1) h(-1) yr(-1)) in the Nordic countries. The erosivity density (erosivity normalised to annual precipitation amounts) was also the highest in Mediterranean regions which implies high risk for erosive events and floods

Characterizing rainfall in the Tenerife island

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Díez-Sierra, Javier; del Jesus, Manuel; Losada Rodriguez, Inigo

2017-04-01

In many locations, rainfall data are collected through networks of meteorological stations. The data collection process is nowadays automated in many places, leading to the development of big databases of rainfall data covering extensive areas of territory. However, managers, decision makers and engineering consultants tend not to extract most of the information contained in these databases due to the lack of specific software tools for their exploitation. Here we present the modeling and development effort put in place in the Tenerife island in order to develop MENSEI-L, a software tool capable of automatically analyzing a complete rainfall database to simplify the extraction of information from observations. MENSEI-L makes use of weather type information derived from atmospheric conditions to separate the complete time series into homogeneous groups where statistical distributions are fitted. Normal and extreme regimes are obtained in this manner. MENSEI-L is also able to complete missing data in the time series and to generate synthetic stations by using Kriging techniques. These techniques also serve to generate the spatial regimes of precipitation, both normal and extreme ones. MENSEI-L makes use of weather type information to also provide a stochastic three-day probability forecast for rainfall.

Change-point analysis of geophysical time-series: application to landslide displacement rate (Séchilienne rock avalanche, France)

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Amorese, D.; Grasso, J.-R.; Garambois, S.; Font, M.

2018-05-01

The rank-sum multiple change-point method is a robust statistical procedure designed to search for the optimal number and the location of change points in an arbitrary continue or discrete sequence of values. As such, this procedure can be used to analyse time-series data. Twelve years of robust data sets for the Séchilienne (French Alps) rockslide show a continuous increase in average displacement rate from 50 to 280 mm per month, in the 2004-2014 period, followed by a strong decrease back to 50 mm per month in the 2014-2015 period. When possible kinematic phases are tentatively suggested in previous studies, its solely rely on the basis of empirical threshold values. In this paper, we analyse how the use of a statistical algorithm for change-point detection helps to better understand time phases in landslide kinematics. First, we test the efficiency of the statistical algorithm on geophysical benchmark data, these data sets (stream flows and Northern Hemisphere temperatures) being already analysed by independent statistical tools. Second, we apply the method to 12-yr daily time-series of the Séchilienne landslide, for rainfall and displacement data, from 2003 December to 2015 December, in order to quantitatively extract changes in landslide kinematics. We find two strong significant discontinuities in the weekly cumulated rainfall values: an average rainfall rate increase is resolved in 2012 April and a decrease in 2014 August. Four robust changes are highlighted in the displacement time-series (2008 May, 2009 November-December-2010 January, 2012 September and 2014 March), the 2010 one being preceded by a significant but weak rainfall rate increase (in 2009 November). Accordingly, we are able to quantitatively define five kinematic stages for the Séchilienne rock avalanche during this period. The synchronization between the rainfall and displacement rate, only resolved at the end of 2009 and beginning of 2010, corresponds to a remarkable change (fourfold

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

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Pham, Minh Tu; Vernieuwe, Hilde; De Baets, Bernard; Verhoest, Niko E. C.

2018-02-01

A hydrological impact analysis concerns the study of the consequences of certain scenarios on one or more variables or fluxes in the hydrological cycle. In such an exercise, discharge is often considered, as floods originating from extremely high discharges often cause damage. Investigating the impact of extreme discharges generally requires long time series of precipitation and evapotranspiration to be used to force a rainfall-runoff model. However, such kinds of data may not be available and one should resort to stochastically generated time series, even though the impact of using such data on the overall discharge, and especially on the extreme discharge events, is not well studied. In this paper, stochastically generated rainfall and corresponding evapotranspiration time series, generated by means of vine copulas, are used to force a simple conceptual hydrological model. The results obtained are comparable to the modelled discharge using observed forcing data. Yet, uncertainties in the modelled discharge increase with an increasing number of stochastically generated time series used. Notwithstanding this finding, it can be concluded that using a coupled stochastic rainfall-evapotranspiration model has great potential for hydrological impact analysis.

Forecasting malaria cases using climatic factors in delhi, India: a time series analysis.

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Kumar, Varun; Mangal, Abha; Panesar, Sanjeet; Yadav, Geeta; Talwar, Richa; Raut, Deepak; Singh, Saudan

2014-01-01

Background. Malaria still remains a public health problem in developing countries and changing environmental and climatic factors pose the biggest challenge in fighting against the scourge of malaria. Therefore, the study was designed to forecast malaria cases using climatic factors as predictors in Delhi, India. Methods. The total number of monthly cases of malaria slide positives occurring from January 2006 to December 2013 was taken from the register maintained at the malaria clinic at Rural Health Training Centre (RHTC), Najafgarh, Delhi. Climatic data of monthly mean rainfall, relative humidity, and mean maximum temperature were taken from Regional Meteorological Centre, Delhi. Expert modeler of SPSS ver. 21 was used for analyzing the time series data. Results. Autoregressive integrated moving average, ARIMA (0,1,1) (0,1,0)(12), was the best fit model and it could explain 72.5% variability in the time series data. Rainfall (P value = 0.004) and relative humidity (P value = 0.001) were found to be significant predictors for malaria transmission in the study area. Seasonal adjusted factor (SAF) for malaria cases shows peak during the months of August and September. Conclusion. ARIMA models of time series analysis is a simple and reliable tool for producing reliable forecasts for malaria in Delhi, India.

Rainfall model investigation and scenario analyses of the effect of government reforestation policy on seasonal rainfalls: A case study from Northern Thailand

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Duangdai, Eakkapong; Likasiri, Chulin

2017-03-01

In this work, 4 models for predicting rainfall amounts are investigated and compared using Northern Thailand's seasonal rainfall data for 1973-2008. Two models, global temperature, forest area and seasonal rainfall (TFR) and modified TFR based on a system of differential equations, give the relationships between global temperature, Northern Thailand's forest cover and seasonal rainfalls in the region. The other two models studied are time series and Autoregressive Moving Average (ARMA) models. All models are validated using the k-fold cross validation method with the resulting errors being 0.971233, 0.740891, 2.376415 and 2.430891 for time series, ARMA, TFR and modified TFR models, respectively. Under Business as Usual (BaU) scenario, seasonal rainfalls in Northern Thailand are projected through the year 2020 using all 4 models. TFR and modified TFR models are also used to further analyze how global temperature rise and government reforestation policy affect seasonal rainfalls in the region. Rainfall projections obtained via the two models are also compared with those from the International Panel on Climate Change (IPCC) under IS92a scenario. Results obtained through a mathematical model for global temperature, forest area and seasonal rainfall show that the higher the forest cover, the less fluctuation there is between rainy-season and summer rainfalls. Moreover, growth in forest cover also correlates with an increase in summer rainfalls. An investigation into the relationship between main crop productions and rainfalls in dry and rainy seasons indicates that if the rainy-season rainfall is high, that year's main-crop rice production will decrease but the second-crop rice, maize, sugarcane and soybean productions will increase in the following year.

Rainfall Downscaling Conditional on Upper-air Atmospheric Predictors: Improved Assessment of Rainfall Statistics in a Changing Climate

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Langousis, Andreas; Mamalakis, Antonis; Deidda, Roberto; Marrocu, Marino

2015-04-01

To improve the level skill of Global Climate Models (GCMs) and Regional Climate Models (RCMs) in reproducing the statistics of rainfall at a basin level and at hydrologically relevant temporal scales (e.g. daily), two types of statistical approaches have been suggested. One is the statistical correction of climate model rainfall outputs using historical series of precipitation. The other is the use of stochastic models of rainfall to conditionally simulate precipitation series, based on large-scale atmospheric predictors produced by climate models (e.g. geopotential height, relative vorticity, divergence, mean sea level pressure). The latter approach, usually referred to as statistical rainfall downscaling, aims at reproducing the statistical character of rainfall, while accounting for the effects of large-scale atmospheric circulation (and, therefore, climate forcing) on rainfall statistics. While promising, statistical rainfall downscaling has not attracted much attention in recent years, since the suggested approaches involved complex (i.e. subjective or computationally intense) identification procedures of the local weather, in addition to demonstrating limited success in reproducing several statistical features of rainfall, such as seasonal variations, the distributions of dry and wet spell lengths, the distribution of the mean rainfall intensity inside wet periods, and the distribution of rainfall extremes. In an effort to remedy those shortcomings, Langousis and Kaleris (2014) developed a statistical framework for simulation of daily rainfall intensities conditional on upper air variables, which accurately reproduces the statistical character of rainfall at multiple time-scales. Here, we study the relative performance of: a) quantile-quantile (Q-Q) correction of climate model rainfall products, and b) the statistical downscaling scheme of Langousis and Kaleris (2014), in reproducing the statistical structure of rainfall, as well as rainfall extremes, at a

Analysis and stochastic modelling of Intensity-Duration-Frequency relationship from 88 years of 10 min rainfall data in North Spain

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Delgado, Oihane; Campo-Bescós, Miguel A.; López, J. Javier

2017-04-01

Frequently, when we are trying to solve certain hydrological engineering problems, it is often necessary to know rain intensity values related to a specific probability or return period, T. Based on analyses of extreme rainfall events at different time scale aggregation, we can deduce the relationships among Intensity-Duration-Frequency (IDF), that are widely used in hydraulic infrastructure design. However, the lack of long time series of rainfall intensities for smaller time periods, minutes or hours, leads to use mathematical expressions to characterize and extend these curves. One way to deduce them is through the development of synthetic rainfall time series generated from stochastic models, which is evaluated in this work. From recorded accumulated rainfall time series every 10 min in the pluviograph of Igueldo (San Sebastian, Spain) for the time period between 1927-2005, their homogeneity has been checked and possible statistically significant increasing or decreasing trends have also been shown. Subsequently, two models have been calibrated: Bartlett-Lewis and Markov chains models, which are based on the successions of storms, composed for a series of rainfall events, separated by a short interval of time each. Finally, synthetic ten-minute rainfall time series are generated, which allow to estimate detailed IDF curves and compare them with the estimated IDF based on the recorded data.

Further developments of the Neyman-Scott clustered point process for modeling rainfall

Science.gov (United States)

Cowpertwait, Paul S. P.

1991-07-01

This paper provides some useful results for modeling rainfall. It extends work on the Neyman-Scott cluster model for simulating rainfall time series. Several important properties have previously been found for the model, for example, the expectation and variance of the amount of rain captured in an arbitrary time interval (Rodriguez-Iturbe et al., 1987a), In this paper additional properties are derived, such as the probability of an arbitrary interval of any chosen length being dry. In applications this is a desirable property to have, and is often used for fitting stochastic rainfall models to field data. The model is currently being used in rainfall time series research directed toward improving sewage systems in the United Kingdom. To illustrate the model's performance an example is given, where the model is fitted to 10 years of hourly data taken from Blackpool, England.

Temporal rainfall estimation using input data reduction and model inversion

Science.gov (United States)

Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

2016-12-01

Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a

Fractal analysis of rainfall occurrence observed in the synoptic ...

African Journals Online (AJOL)

Fractal analysis is important for characterizing and modeling rainfall's space-time variations in hydrology. The purpose of this study consists on determining, in a mono-fractal framework, the scale invariance of rainfall series in Benin synopticstations located in two main geographical area: Cotonou, Bohicon , Savè in a sub ...

A stochastic assessment of the effect of global warming on rainfall ...

African Journals Online (AJOL)

Crop production depends on rainfall, and rainfall is affected by extreme weather conditions. Markov chain and time series model are adapted for the study of the pattern of rainfall in the North Central Region of Nigeria. Results reveal the long run distributions of the dry and wet days to be 0.7841, and 0.2159 respectively.

Automated reconstruction of rainfall events responsible for shallow landslides

Science.gov (United States)

Vessia, G.; Parise, M.; Brunetti, M. T.; Peruccacci, S.; Rossi, M.; Vennari, C.; Guzzetti, F.

2014-04-01

Over the last 40 years, many contributions have been devoted to identifying the empirical rainfall thresholds (e.g. intensity vs. duration ID, cumulated rainfall vs. duration ED, cumulated rainfall vs. intensity EI) for the initiation of shallow landslides, based on local as well as worldwide inventories. Although different methods to trace the threshold curves have been proposed and discussed in literature, a systematic study to develop an automated procedure to select the rainfall event responsible for the landslide occurrence has rarely been addressed. Nonetheless, objective criteria for estimating the rainfall responsible for the landslide occurrence (effective rainfall) play a prominent role on the threshold values. In this paper, two criteria for the identification of the effective rainfall events are presented: (1) the first is based on the analysis of the time series of rainfall mean intensity values over one month preceding the landslide occurrence, and (2) the second on the analysis of the trend in the time function of the cumulated mean intensity series calculated from the rainfall records measured through rain gauges. The two criteria have been implemented in an automated procedure written in R language. A sample of 100 shallow landslides collected in Italy by the CNR-IRPI research group from 2002 to 2012 has been used to calibrate the proposed procedure. The cumulated rainfall E and duration D of rainfall events that triggered the documented landslides are calculated through the new procedure and are fitted with power law in the (D,E) diagram. The results are discussed by comparing the (D,E) pairs calculated by the automated procedure and the ones by the expert method.

Uganda rainfall variability and prediction

Science.gov (United States)

Jury, Mark R.

2018-05-01

This study analyzes large-scale controls on Uganda's rainfall. Unlike past work, here, a May-October season is used because of the year-round nature of agricultural production, vegetation sensitivity to rainfall, and disease transmission. The Uganda rainfall record exhibits steady oscillations of ˜3 and 6 years over 1950-2013. Correlation maps at two-season lead time resolve the subtropical ridge over global oceans as an important feature. Multi-variate environmental predictors include Dec-May south Indian Ocean sea surface temperature, east African upper zonal wind, and South Atlantic wind streamfunction, providing a 33% fit to May-Oct rainfall time series. Composite analysis indicates that cool-phase El Niño Southern Oscillation supports increased May-Oct Uganda rainfall via a zonal overturning lower westerly/upper easterly atmospheric circulation. Sea temperature anomalies are positive in the east Atlantic and negative in the west Indian Ocean in respect of wet seasons. The northern Hadley Cell plays a role in limiting the northward march of the equatorial trough from May to October. An analysis of early season floods found that moist inflow from the west Indian Ocean converges over Uganda, generating diurnal thunderstorm clusters that drift southwestward producing high runoff.

Validation of the CHIRPS Satellite Rainfall Estimates over Eastern of Africa

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Dinku, T.; Funk, C. C.; Tadesse, T.; Ceccato, P.

2017-12-01

Long and temporally consistent rainfall time series are essential in climate analyses and applications. Rainfall data from station observations are inadequate over many parts of the world due to sparse or non-existent observation networks, or limited reporting of gauge observations. As a result, satellite rainfall estimates have been used as an alternative or as a supplement to station observations. However, many satellite-based rainfall products with long time series suffer from coarse spatial and temporal resolutions and inhomogeneities caused by variations in satellite inputs. There are some satellite rainfall products with reasonably consistent time series, but they are often limited to specific geographic areas. The Climate Hazards Group Infrared Precipitation (CHIRP) and CHIRP combined with station observations (CHIRPS) are recently produced satellite-based rainfall products with relatively high spatial and temporal resolutions and quasi-global coverage. In this study, CHIRP and CHIRPS were evaluated over East Africa at daily, dekadal (10-day) and monthly time scales. The evaluation was done by comparing the satellite products with rain gauge data from about 1200 stations. The is unprecedented number of validation stations for this region covering. The results provide a unique region-wide understanding of how satellite products perform over different climatic/geographic (low lands, mountainous regions, and coastal) regions. The CHIRP and CHIRPS products were also compared with two similar satellite rainfall products: the African Rainfall Climatology version 2 (ARC2) and the latest release of the Tropical Applications of Meteorology using Satellite data (TAMSAT). The results show that both CHIRP and CHIRPS products are significantly better than ARC2 with higher skill and low or no bias. These products were also found to be slightly better than the latest version of the TAMSAT product. A comparison was also done between the latest release of the TAMSAT product

Modelling of Multi Input Transfer Function for Rainfall Forecasting in Batu City

Directory of Open Access Journals (Sweden)

Priska Arindya Purnama

2017-11-01

Full Text Available The aim of this research is to model and forecast the rainfall in Batu City using multi input transfer function model based on air temperature, humidity, wind speed and cloud. Transfer function model is a multivariate time series model which consists of an output series (Yt sequence expected to be effected by an input series (Xt and other inputs in a group called a noise series (Nt. Multi input transfer function model obtained is (b1,s1,r1 (b2,s2,r2 (b3,s3,r3 (b4,s4,r4(pn,qn = (0,0,0 (23,0,0 (1,2,0 (0,0,0 ([5,8],2 and shows that air temperature on t-day affects rainfall on t-day, rainfall on t-day is influenced by air humidity in the previous 23 days, rainfall on t-day is affected by wind speed in the previous day , and rainfall on day t is affected by clouds on day t. The results of rainfall forecasting in Batu City with multi input transfer function model can be said to be accurate, because it produces relatively small RMSE value. The value of RMSE data forecasting training is 7.7921 while forecasting data testing is 4.2184. Multi-input transfer function model is suitable for rainfall in Batu City.

Interpretation of a compositional time series

Science.gov (United States)

Tolosana-Delgado, R.; van den Boogaart, K. G.

2012-04-01

. In this data set, the proportion of annual precipitation falling in winter, spring, summer and autumn is considered a 4-component time series. Three invertible log-ratios are defined for calculations, balancing rainfall in autumn vs. winter, in summer vs. spring, and in autumn-winter vs. spring-summer. Results suggest a 2-year correlation range, and certain oscillatory behaviour in the last balance, which does not occur in the other two.

The development rainfall forecasting using kalman filter

Science.gov (United States)

Zulfi, Mohammad; Hasan, Moh.; Dwidja Purnomo, Kosala

2018-04-01

Rainfall forecasting is very interesting for agricultural planing. Rainfall information is useful to make decisions about the plan planting certain commodities. In this studies, the rainfall forecasting by ARIMA and Kalman Filter method. Kalman Filter method is used to declare a time series model of which is shown in the form of linear state space to determine the future forecast. This method used a recursive solution to minimize error. The rainfall data in this research clustered by K-means clustering. Implementation of Kalman Filter method is for modelling and forecasting rainfall in each cluster. We used ARIMA (p,d,q) to construct a state space for KalmanFilter model. So, we have four group of the data and one model in each group. In conclusions, Kalman Filter method is better than ARIMA model for rainfall forecasting in each group. It can be showed from error of Kalman Filter method that smaller than error of ARIMA model.

ANALYSIS OF RAINFALL TREND IN ETHIOPIA INTRODUCTION

African Journals Online (AJOL)

annual, Kiremt (June-September) and Belg (February-May) rainfall, using I 0 selected ... the significance of trends in hydrometer-logical time series (Yue et al., 2002(2)). The .... then the Auto Regressive One (AR (I)) is removed from the r,' by.

A coupled weather generator - rainfall-runoff approach on hourly time steps for flood risk analysis

Science.gov (United States)

Winter, Benjamin; Schneeberger, Klaus; Dung Nguyen, Viet; Vorogushyn, Sergiy; Huttenlau, Matthias; Merz, Bruno; Stötter, Johann

2017-04-01

The evaluation of potential monetary damage of flooding is an essential part of flood risk management. One possibility to estimate the monetary risk is to analyze long time series of observed flood events and their corresponding damages. In reality, however, only few flood events are documented. This limitation can be overcome by the generation of a set of synthetic, physically and spatial plausible flood events and subsequently the estimation of the resulting monetary damages. In the present work, a set of synthetic flood events is generated by a continuous rainfall-runoff simulation in combination with a coupled weather generator and temporal disaggregation procedure for the study area of Vorarlberg (Austria). Most flood risk studies focus on daily time steps, however, the mesoscale alpine study area is characterized by short concentration times, leading to large differences between daily mean and daily maximum discharge. Accordingly, an hourly time step is needed for the simulations. The hourly metrological input for the rainfall-runoff model is generated in a two-step approach. A synthetic daily dataset is generated by a multivariate and multisite weather generator and subsequently disaggregated to hourly time steps with a k-Nearest-Neighbor model. Following the event generation procedure, the negative consequences of flooding are analyzed. The corresponding flood damage for each synthetic event is estimated by combining the synthetic discharge at representative points of the river network with a loss probability relation for each community in the study area. The loss probability relation is based on exposure and susceptibility analyses on a single object basis (residential buildings) for certain return periods. For these impact analyses official inundation maps of the study area are used. Finally, by analyzing the total event time series of damages, the expected annual damage or losses associated with a certain probability of occurrence can be estimated for

Analysis of rainfall distribution in Kelantan river basin, Malaysia

Science.gov (United States)

Che Ros, Faizah; Tosaka, Hiroyuki

2018-03-01

Using rainfall gauge on its own as input carries great uncertainties regarding runoff estimation, especially when the area is large and the rainfall is measured and recorded at irregular spaced gauging stations. Hence spatial interpolation is the key to obtain continuous and orderly rainfall distribution at unknown points to be the input to the rainfall runoff processes for distributed and semi-distributed numerical modelling. It is crucial to study and predict the behaviour of rainfall and river runoff to reduce flood damages of the affected area along the Kelantan river. Thus, a good knowledge on rainfall distribution is essential in early flood prediction studies. Forty six rainfall stations and their daily time-series were used to interpolate gridded rainfall surfaces using inverse-distance weighting (IDW), inverse-distance and elevation weighting (IDEW) methods and average rainfall distribution. Sensitivity analysis for distance and elevation parameters were conducted to see the variation produced. The accuracy of these interpolated datasets was examined using cross-validation assessment.

Deforestation alters rainfall: a myth or reality

Science.gov (United States)

Hanif, M. F.; Mustafa, M. R.; Hashim, A. M.; Yusof, K. W.

2016-06-01

To cope with the issue of food safety and human shelter, natural landscape has gone through a number of alterations. In the coming future, the expansion of urban land and agricultural farms will likely disrupt the natural environment. Researchers have claimed that land use change may become the most serious issue of the current century. Thus, it is necessary to understand the consequences of land use change on the climatic variables, e.g., rainfall. This study investigated the impact of deforestation on local rainfall. An integrated methodology was adopted to achieve the objectives. Above ground biomass was considered as the indicator of forest areas. Time series data of a Moderate Resolution Imaging Spectroradiometer (MODIS) sensor were obtained for the year of 2000, 2005, and 2010. Rainfall data were collected from the Department of Irrigation and Drainage, Malaysia. The MODIS time series data were classified and four major classes were developed based on the Normalised Difference Vegetation Index (NDVI) ranges. The results of the classification showed that water, and urban and agricultural lands have increased in their area by 2, 3, and 6%, respectively. On the other hand, the area of forest has decreased 10% collectively from 2000 to 2010. The results of NDVI and rainfall data were analysed by using a linear regression analysis. The results showed a significant relationship at a 90% confidence interval between rainfall and deforestation (t = 1.92, p = 0.06). The results of this study may provide information about the consequences of land use on the climate on the local scale.

Time series modeling of soil moisture dynamics on a steep mountainous hillside

Science.gov (United States)

Kim, Sanghyun

2016-05-01

The response of soil moisture to rainfall events along hillslope transects is an important hydrologic process and a critical component of interactions between soil vegetation and the atmosphere. In this context, the research described in this article addresses the spatial distribution of soil moisture as a function of topography. In order to characterize the temporal variation in soil moisture on a steep mountainous hillside, a transfer function, including a model for noise, was introduced. Soil moisture time series with similar rainfall amounts, but different wetness gradients were measured in the spring and fall. Water flux near the soil moisture sensors was modeled and mathematical expressions were developed to provide a basis for input-output modeling of rainfall and soil moisture using hydrological processes such as infiltration, exfiltration and downslope lateral flow. The characteristics of soil moisture response can be expressed in terms of model structure. A seasonal comparison of models reveals differences in soil moisture response to rainfall, possibly associated with eco-hydrological process and evapotranspiration. Modeling results along the hillslope indicate that the spatial structure of the soil moisture response patterns mainly appears in deeper layers. Similarities between topographic attributes and stochastic model structures are spatially organized. The impact of temporal and spatial discretization scales on parameter expression is addressed in the context of modeling results that link rainfall events and soil moisture.

Impact of Rainfall, Sales Method, and Time on Land Prices

OpenAIRE

Stephens, Steve; Schurle, Bryan

2013-01-01

Land prices in Western Kansas are analyzed using regression to estimate the influence of rainfall, sales method, and time of sale. The estimates from regression indicate that land prices decreased about $27 for each range that was farther west which can be converted to about $75 per inch of average rainfall. In addition, the influence of method of sale (private sale or auction) is estimated along with the impact of time of sale. Auction sales prices are approximately $100 higher per acre than...

Random Modeling of Daily Rainfall and Runoff Using a Seasonal Model and Wavelet Denoising

Directory of Open Access Journals (Sweden)

Chien-ming Chou

2014-01-01

Full Text Available Instead of Fourier smoothing, this study applied wavelet denoising to acquire the smooth seasonal mean and corresponding perturbation term from daily rainfall and runoff data in traditional seasonal models, which use seasonal means for hydrological time series forecasting. The denoised rainfall and runoff time series data were regarded as the smooth seasonal mean. The probability distribution of the percentage coefficients can be obtained from calibrated daily rainfall and runoff data. For validated daily rainfall and runoff data, percentage coefficients were randomly generated according to the probability distribution and the law of linear proportion. Multiplying the generated percentage coefficient by the smooth seasonal mean resulted in the corresponding perturbation term. Random modeling of daily rainfall and runoff can be obtained by adding the perturbation term to the smooth seasonal mean. To verify the accuracy of the proposed method, daily rainfall and runoff data for the Wu-Tu watershed were analyzed. The analytical results demonstrate that wavelet denoising enhances the precision of daily rainfall and runoff modeling of the seasonal model. In addition, the wavelet denoising technique proposed in this study can obtain the smooth seasonal mean of rainfall and runoff processes and is suitable for modeling actual daily rainfall and runoff processes.

Recent Structural Change in Remote Sensing Data Time Series Linked to Farm Management in Horn of Africa (1999-2009)

Science.gov (United States)

Crisci, A.; Vignaroli, P.; Genesio, L.; Grasso, V.; Bacci, M.; Tarchiani, V.; Capecchi, V.

2011-01-01

Food security in East Africa region essentially depends on the stability of rain-fed crops farming, which renders its society vulnerable to climatic fluctuations. These ones in Africa are most widely and directly related to rainfall. In this study, the relation between recent spatial rainfall variability and vegetation dynamics has been investigated for East Africa territories. Satellite raster products SPOT-4 Vegetation 1 km resolution (Saint, 1995) and RFE (rainfall estimates) from Famine Early Warning Systems Network (FEWS NET) are used. The survey is carried out at administrative level scale using 10-day summaries extracted from raster data for each spatial area unit thanks to specific polygonal layers. Time series covers two different periods: 1996-2009 for rainfall estimates and 1999-2009 for NDVI. The first step of the analysis has been to build for each administrative unit a coherent set of data, along the time series, suitable to be processed with state-of-art statistical tools. The analysis is based on the assumption that every structural break in vegetation dynamics could be caused by two alternative/complementary causes, namely: (i) modifications in crop farming systems (adaptation strategy) related to eventual break-shift in rainfall regime and/or (ii) other socio-economic factors. BFAST (Verbesselt et al, 2010) R package are employed to lead a comprehensive breakpoint analysis on 10-day RFE (spatial mean and standard deviation) and 10-day NDVI ones (spatial mean, mode and standard deviation). The cross-viewing of the years where significant breaks have occurred, throughout opportune GIS layering, provides an explorative interpretation of spatial climate/vegetation dynamics in the whole area. Moreover, the spatial and temporal pattern of ecosystem dynamics in response to climatic variability has been investigated using wavelet coherency by SOWAS R package (Maraun, 2007). The wavelet coherency (WCOH) is a normalized time and scale resolved measure for

Stochastic modelling of daily rainfall sequences

NARCIS (Netherlands)

Buishand, T.A.

1977-01-01

Rainfall series of different climatic regions were analysed with the aim of generating daily rainfall sequences. A survey of the data is given in I, 1. When analysing daily rainfall sequences one must be aware of the following points:
a. Seasonality. Because of seasonal variation

Scaling properties of Polish rain series

Science.gov (United States)

Licznar, P.

2009-04-01

Scaling properties as well as multifractal nature of precipitation time series have not been studied for local Polish conditions until recently due to lack of long series of high-resolution data. The first Polish study of precipitation time series scaling phenomena was made on the base of pluviograph data from the Wroclaw University of Environmental and Life Sciences meteorological station located at the south-western part of the country. The 38 annual rainfall records from years 1962-2004 were converted into digital format and transformed into a standard format of 5-minute time series. The scaling properties and multifractal character of this material were studied by means of several different techniques: power spectral density analysis, functional box-counting, probability distribution/multiple scaling and trace moment methods. The result proved the general scaling character of time series at the range of time scales ranging form 5 minutes up to at least 24 hours. At the same time some characteristic breaks at scaling behavior were recognized. It is believed that the breaks were artificial and arising from the pluviograph rain gauge measuring precision limitations. Especially strong limitations at the precision of low-intensity precipitations recording by pluviograph rain gauge were found to be the main reason for artificial break at energy spectra, as was reported by other authors before. The analysis of co-dimension and moments scaling functions showed the signs of the first-order multifractal phase transition. Such behavior is typical for dressed multifractal processes that are observed by spatial or temporal averaging on scales larger than the inner-scale of those processes. The fractal dimension of rainfall process support derived from codimension and moments scaling functions geometry analysis was found to be 0.45. The same fractal dimension estimated by means of the functional box-counting method was equal to 0.58. At the final part of the study

Modeling rainfall infiltration on hillslopes using Flux-concentration relation and time compression approximation

Science.gov (United States)

Wang, Jie; Chen, Li; Yu, Zhongbo

2018-02-01

Rainfall infiltration on hillslopes is an important issue in hydrology, which is related to many environmental problems, such as flood, soil erosion, and nutrient and contaminant transport. This study aimed to improve the quantification of infiltration on hillslopes under both steady and unsteady rainfalls. Starting from Darcy's law, an analytical integral infiltrability equation was derived for hillslope infiltration by use of the flux-concentration relation. Based on this equation, a simple scaling relation linking the infiltration times on hillslopes and horizontal planes was obtained which is applicable for both small and large times and can be used to simplify the solution procedure of hillslope infiltration. The infiltrability equation also improved the estimation of ponding time for infiltration under rainfall conditions. For infiltration after ponding, the time compression approximation (TCA) was applied together with the infiltrability equation. To improve the computational efficiency, the analytical integral infiltrability equation was approximated with a two-term power-like function by nonlinear regression. Procedures of applying this approach to both steady and unsteady rainfall conditions were proposed. To evaluate the performance of the new approach, it was compared with the Green-Ampt model for sloping surfaces by Chen and Young (2006) and Richards' equation. The proposed model outperformed the sloping Green-Ampt, and both ponding time and infiltration predictions agreed well with the solutions of Richards' equation for various soil textures, slope angles, initial water contents, and rainfall intensities for both steady and unsteady rainfalls.

Regional estimation of rainfall intensity-duration-frequency curves using generalized least squares regression of partial duration series statistics

DEFF Research Database (Denmark)

Madsen, H.; Mikkelsen, Peter Steen; Rosbjerg, Dan

2002-01-01

A general framework for regional analysis and modeling of extreme rainfall characteristics is presented. The model is based on the partial duration series (PDS) method that includes in the analysis all events above a threshold level. In the PDS model the average annual number of exceedances...

a stochastic assessment of the effect of global warming on rainfall

African Journals Online (AJOL)

PROF EKWUEME

KEYWORDS: Global Warming; Rainfall; Markov Process; Time Series; Agriculture. INTRODUCTION ... Central Region of Nigeria in the last three decades using .... r. Time. MSD: MAD: MAPE: Length: Moving Average. 68492.0. 229.3. 3806.2. 4.

Time series regression model for infectious disease and weather.

Science.gov (United States)

Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro

2015-10-01

Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Characteristics of aggregation of daily rainfall in a middle-latitudes region during a climate variability in annual rainfall amount

Science.gov (United States)

Lucero, Omar A.; Rozas, Daniel

Climate variability in annual rainfall occurs because the aggregation of daily rainfall changes. A topic open to debate is whether that change takes place because rainfall becomes more intense, or because it rains more often, or a combination of both. The answer to this question is of interest for water resources planning, hydrometeorological design, and agricultural management. Change in the number of rainy days can cause major disruptions in hydrological and ecological systems, with important economic and social effects. Furthermore, the characteristics of daily rainfall aggregation in ongoing climate variability provide a reference to evaluate the capability of GCM to simulate changes in the hydrologic cycle. In this research, we analyze changes in the aggregation of daily rainfall producing a climate positive trend in annual rainfall in central Argentina, in the southern middle-latitudes. This state-of-the-art agricultural region has a semiarid climate with dry and wet seasons. Weather effects in the region influence world-market prices of several crops. Results indicate that the strong positive trend in seasonal and annual rainfall amount is produced by an increase in number of rainy days. This increase takes place in the 3-month periods January-March (summer) and April-June (autumn). These are also the 3-month periods showing a positive trend in the mean of annual rainfall. The mean of the distribution of annual number of rainy day (ANRD) increased in 50% in a 36-year span (starting at 44 days/year). No statistically significant indications on time changes in the probability distribution of daily rainfall amount were found. Non-periodic fluctuations in the time series of annual rainfall were analyzed using an integral wavelet transform. Fluctuations with a time scale of about 10 and 20 years construct the trend in annual rainfall amount. These types of non-periodic fluctuations have been observed in other regions of the world. This suggests that results of

Impacts of rainfall variability and expected rainfall changes on cost-effective adaptation of water systems to climate change.

Science.gov (United States)

van der Pol, T D; van Ierland, E C; Gabbert, S; Weikard, H-P; Hendrix, E M T

2015-05-01

Stormwater drainage and other water systems are vulnerable to changes in rainfall and runoff and need to be adapted to climate change. This paper studies impacts of rainfall variability and changing return periods of rainfall extremes on cost-effective adaptation of water systems to climate change given a predefined system performance target, for example a flood risk standard. Rainfall variability causes system performance estimates to be volatile. These estimates may be used to recurrently evaluate system performance. This paper presents a model for this setting, and develops a solution method to identify cost-effective investments in stormwater drainage adaptations. Runoff and water levels are simulated with rainfall from stationary rainfall distributions, and time series of annual rainfall maxima are simulated for a climate scenario. Cost-effective investment strategies are determined by dynamic programming. The method is applied to study the choice of volume for a storage basin in a Dutch polder. We find that 'white noise', i.e. trend-free variability of rainfall, might cause earlier re-investment than expected under projected changes in rainfall. The risk of early re-investment may be reduced by increasing initial investment. This can be cost-effective if the investment involves fixed costs. Increasing initial investments, therefore, not only increases water system robustness to structural changes in rainfall, but could also offer insurance against additional costs that would occur if system performance is underestimated and re-investment becomes inevitable. Copyright © 2015 Elsevier Ltd. All rights reserved.

Effect of monthly areal rainfall uncertainty on streamflow simulation

Science.gov (United States)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic

The Importance of Rainfall Distribution in Urban Drainage Operation

DEFF Research Database (Denmark)

Nelen, Fons; Mooijman, Annemarieke; Jacobsen, Per

1992-01-01

be desired. Time-series simulations are performed for both an uncontrolled and a controlled system. It is shown that from a statistical point of view, rainfall distribution is NOT significant concerning the probability of occurrence of an overflow. The main contributing factor to the potential of real time......A control simulation model, called LOCUS, is used to investigate the effects of spatially distributed rain and the possibilities to benefit from this phenomenon by means of real time control. The study is undertaken for a catchment in Copenhagen, where rainfall is measured with a network of 8 rain...... control, concerning minimizing overflows, is to be found in the system itself, i.e. the distribution of available storage and discharge capacity. When other operational objectives are involved, e.g., to minimize peak flows to the treatment plant, rainfall distribution may be an important factor....

Satellite time-series data for vegetation phenology detection and environmental assessment in Southeast Asia

Science.gov (United States)

Suepa, Tanita

The relationship between temporal and spatial data is considered the major advantage of remote sensing in research related to biophysical characteristics. With temporally formatted remote sensing products, it is possible to monitor environmental changes as well as global climate change through time and space by analyzing vegetation phenology. Although a number of different methods have been developed to determine the seasonal cycle using time series of vegetation indices, these methods were not designed to explore and monitor changes and trends of vegetation phenology in Southeast Asia (SEA). SEA is adversely affected by impacts of climate change, which causes considerable environmental problems, and the increase in agricultural land conversion and intensification also adds to those problems. Consequently, exploring and monitoring phenological change and environmental impacts are necessary for a better understanding of the ecosystem dynamics and environmental change in this region. This research aimed to investigate inter-annual variability of vegetation phenology and rainfall seasonality, analyze the possible drivers of phenological changes from both climatic and anthropogenic factors, assess the environmental impacts in agricultural areas, and develop an enhanced visualization method for phenological information dissemination. In this research, spatio-temporal patterns of vegetation phenology were analyzed by using MODIS-EVI time series data over the period of 2001-2010. Rainfall seasonality was derived from TRMM daily rainfall rate. Additionally, this research assessed environmental impacts of GHG emissions by using the environmental model (DNDC) to quantify emissions from rice fields in Thailand. Furthermore, a web mapping application was developed to present the output of phenological and environmental analysis with interactive functions. The results revealed that satellite time-series data provided a great opportunity to study regional vegetation variability

Monthly Rainfall Erosivity: Conversion Factors for Different Time Resolutions and Regional Assessments

Directory of Open Access Journals (Sweden)

Panos Panagos

2016-03-01

Full Text Available As a follow up and an advancement of the recently published Rainfall Erosivity Database at European Scale (REDES and the respective mean annual R-factor map, the monthly aspect of rainfall erosivity has been added to REDES. Rainfall erosivity is crucial to be considered at a monthly resolution, for the optimization of land management (seasonal variation of vegetation cover and agricultural support practices as well as natural hazard protection (landslides and flood prediction. We expanded REDES by 140 rainfall stations, thus covering areas where monthly R-factor values were missing (Slovakia, Poland or former data density was not satisfactory (Austria, France, and Spain. The different time resolutions (from 5 to 60 min of high temporal data require a conversion of monthly R-factor based on a pool of stations with available data at all time resolutions. Because the conversion factors show smaller monthly variability in winter (January: 1.54 than in summer (August: 2.13, applying conversion factors on a monthly basis is suggested. The estimated monthly conversion factors allow transferring the R-factor to the desired time resolution at a European scale. The June to September period contributes to 53% of the annual rainfall erosivity in Europe, with different spatial and temporal patterns depending on the region. The study also investigated the heterogeneous seasonal patterns in different regions of Europe: on average, the Northern and Central European countries exhibit the largest R-factor values in summer, while the Southern European countries do so from October to January. In almost all countries (excluding Ireland, United Kingdom and North France, the seasonal variability of rainfall erosivity is high. Very few areas (mainly located in Spain and France show the largest from February to April. The average monthly erosivity density is very large in August (1.67 and July (1.63, while very small in January and February (0.37. This study addresses

Interevent Time Distribution of Renewal Point Process, Case Study: Extreme Rainfall in South Sulawesi

Science.gov (United States)

Sunusi, Nurtiti

2018-03-01

The study of time distribution of occurrences of extreme rain phenomena plays a very important role in the analysis and weather forecast in an area. The timing of extreme rainfall is difficult to predict because its occurrence is random. This paper aims to determine the inter event time distribution of extreme rain events and minimum waiting time until the occurrence of next extreme event through a point process approach. The phenomenon of extreme rain events over a given period of time is following a renewal process in which the time for events is a random variable τ. The distribution of random variable τ is assumed to be a Pareto, Log Normal, and Gamma. To estimate model parameters, a moment method is used. Consider Rt as the time of the last extreme rain event at one location is the time difference since the last extreme rainfall event. if there are no extreme rain events up to t 0, there will be an opportunity for extreme rainfall events at (t 0, t 0 + δt 0). Furthermore from the three models reviewed, the minimum waiting time until the next extreme rainfall will be determined. The result shows that Log Nrmal model is better than Pareto and Gamma model for predicting the next extreme rainfall in South Sulawesi while the Pareto model can not be used.

Markov modulated Poisson process models incorporating covariates for rainfall intensity.

Science.gov (United States)

Thayakaran, R; Ramesh, N I

2013-01-01

Time series of rainfall bucket tip times at the Beaufort Park station, Bracknell, in the UK are modelled by a class of Markov modulated Poisson processes (MMPP) which may be thought of as a generalization of the Poisson process. Our main focus in this paper is to investigate the effects of including covariate information into the MMPP model framework on statistical properties. In particular, we look at three types of time-varying covariates namely temperature, sea level pressure, and relative humidity that are thought to be affecting the rainfall arrival process. Maximum likelihood estimation is used to obtain the parameter estimates, and likelihood ratio tests are employed in model comparison. Simulated data from the fitted model are used to make statistical inferences about the accumulated rainfall in the discrete time interval. Variability of the daily Poisson arrival rates is studied.

On the determination of trends in rainfall

African Journals Online (AJOL)

2008-02-19

Feb 19, 2008 ... it was decided to start from the inherent distribution of rainfall and develop a method for determining temporal .... first log-transformed to stabilise the variance of the time series ... the Kolmogorov-Zurbenko filter had a very high probability of ... seasonality, the SKT test and a t-test adjusted for seasonality.

Simulation of daily rainfall through markov chain modeling

International Nuclear Information System (INIS)

Sadiq, N.

2015-01-01

Being an agricultural country, the inhabitants of dry land in cultivated areas mainly rely on the daily rainfall for watering their fields. A stochastic model based on first order Markov Chain was developed to simulate daily rainfall data for Multan, D. I. Khan, Nawabshah, Chilas and Barkhan for the period 1981-2010. Transitional probability matrices of first order Markov Chain was utilized to generate the daily rainfall occurrence while gamma distribution was used to generate the daily rainfall amount. In order to achieve the parametric values of mentioned cities, method of moments is used to estimate the shape and scale parameters which lead to synthetic sequence generation as per gamma distribution. In this study, unconditional and conditional probabilities of wet and dry days in sum with means and standard deviations are considered as the essential parameters for the simulated stochastic generation of daily rainfalls. It has been found that the computerized synthetic rainfall series concurred pretty well with the actual observed rainfall series. (author)

Challenges to Rainfall-Runoff and Transit Time Distribution Modeling Within the Southeastern Coastal Plain, USA

Science.gov (United States)

Decker, P.; Cohen, M. J.; Jawitz, J. W.

2017-12-01

Previous hydrologic studies primarily focus on processes related to montane catchments with significant runoff ratios, low evapotranspiration rates, and reasonably short travel times. There is a significant lack of research for hydrologic processes occurring within the United States Southeastern Coastal Plain landscape where low-relief and high rates of evapotranspiration impact water fluxes. Hydrologic modeling efforts within this region may elucidate possible interactions and timescales of solute travel where much of the landscape is managed for agricultural crops, namely plantation forestry. A long-term paired watershed study carried out in northern Florida monitored two second-order blackwater streams for five years. Rainfall-runoff models for both catchments were created using daily discharge, precipitation, and modeled evapotranspiration as input parameters. Best fit occurred (NSE = 0.8) when the catchments were modeled as two-storage (shallow and deep) reservoirs in parallel and overland flow was allowed to contribute to streamflow in periods were shallow groundwater storage was at capacity. In addition, streamflow and rainfall chloride concentrations were used to model in-variable transit time distributions using spectral methods. In both catchments this transit time was unresolvable because output spectral power exceeded input spectral power, a result assumed to be driven by the evaporative demand of the region. A modeled chloride time series from random input concentration and modeled output through the rainfall-runoff model was used to alter the evaporation ratio. Once evaporation rates equaled known rates found in cool, high-relief catchments, spectral analysis illustrated higher input spectral power and therefore resolvable transit times. Findings from this study illustrate significant effects from evaporation within the catchment - often exceeding the signal from the background catchment process itself. Calculations illustrate a proposed mean transit

Bayesian estimation of extreme flood quantiles using a rainfall-runoff model and a stochastic daily rainfall generator

Science.gov (United States)

Costa, Veber; Fernandes, Wilson

2017-11-01

Extreme flood estimation has been a key research topic in hydrological sciences. Reliable estimates of such events are necessary as structures for flood conveyance are continuously evolving in size and complexity and, as a result, their failure-associated hazards become more and more pronounced. Due to this fact, several estimation techniques intended to improve flood frequency analysis and reducing uncertainty in extreme quantile estimation have been addressed in the literature in the last decades. In this paper, we develop a Bayesian framework for the indirect estimation of extreme flood quantiles from rainfall-runoff models. In the proposed approach, an ensemble of long daily rainfall series is simulated with a stochastic generator, which models extreme rainfall amounts with an upper-bounded distribution function, namely, the 4-parameter lognormal model. The rationale behind the generation model is that physical limits for rainfall amounts, and consequently for floods, exist and, by imposing an appropriate upper bound for the probabilistic model, more plausible estimates can be obtained for those rainfall quantiles with very low exceedance probabilities. Daily rainfall time series are converted into streamflows by routing each realization of the synthetic ensemble through a conceptual hydrologic model, the Rio Grande rainfall-runoff model. Calibration of parameters is performed through a nonlinear regression model, by means of the specification of a statistical model for the residuals that is able to accommodate autocorrelation, heteroscedasticity and nonnormality. By combining the outlined steps in a Bayesian structure of analysis, one is able to properly summarize the resulting uncertainty and estimating more accurate credible intervals for a set of flood quantiles of interest. The method for extreme flood indirect estimation was applied to the American river catchment, at the Folsom dam, in the state of California, USA. Results show that most floods

Statistical and Fractal Approaches on Long Time-Series to Surface-Water/Groundwater Relationship Assessment: A Central Italy Alluvial Plain Case Study

Directory of Open Access Journals (Sweden)

Alessandro Chiaudani

2017-11-01

Full Text Available In this research, univariate and bivariate statistical methods were applied to rainfall, river and piezometric level datasets belonging to 24-year time series (1986–2009. These methods, which often are used to understand the effects of precipitation on rivers and karstic springs discharge, have been used to assess piezometric level response to rainfall and river level fluctuations in a porous aquifer. A rain gauge, a river level gauge and three wells, located in Central Italy along the lower Pescara River valley in correspondence of its important alluvial aquifer, provided the data. Statistical analysis has been used within a known hydrogeological framework, which has been refined by mean of a photo-interpretation and a GPS survey. Water–groundwater relationships were identified following the autocorrelation and cross-correlation analyses. Spectral analysis and mono-fractal features of time series were assessed to provide information on multi-year variability, data distributions, their fractal dimension and the distribution return time within the historical time series. The statistical–mathematical results were interpreted through fieldwork that identified distinct groundwater flowpaths within the aquifer and enabled the implementation of a conceptual model, improving the knowledge on water resources management tools.

Stochastic rainfall synthesis for urban applications using different regionalization methods

Science.gov (United States)

Callau Poduje, A. C.; Leimbach, S.; Haberlandt, U.

2017-12-01

The proper design and efficient operation of urban drainage systems require long and continuous rainfall series in a high temporal resolution. Unfortunately, these time series are usually available in a few locations and it is therefore suitable to develop a stochastic precipitation model to generate rainfall in locations without observations. The model presented is based on an alternating renewal process and involves an external and an internal structure. The members of these structures are described by probability distributions which are site specific. Different regionalization methods based on site descriptors are presented which are used for estimating the distributions for locations without observations. Regional frequency analysis, multiple linear regressions and a vine-copula method are applied for this purpose. An area located in the north-west of Germany is used to compare the different methods and involves a total of 81 stations with 5 min rainfall records. The site descriptors include information available for the whole region: position, topography and hydrometeorologic characteristics which are estimated from long term observations. The methods are compared directly by cross validation of different rainfall statistics. Given that the model is stochastic the evaluation is performed based on ensembles of many long synthetic time series which are compared with observed ones. The performance is as well indirectly evaluated by setting up a fictional urban hydrological system to test the capability of the different methods regarding flooding and overflow characteristics. The results show a good representation of the seasonal variability and good performance in reproducing the sample statistics of the rainfall characteristics. The copula based method shows to be the most robust of the three methods. Advantages and disadvantages of the different methods are presented and discussed.

Gap-filling of dry weather flow rate and water quality measurements in urban catchments by a time series modelling approach

DEFF Research Database (Denmark)

Sandoval, Santiago; Vezzaro, Luca; Bertrand-Krajewski, Jean-Luc

2016-01-01

seeks to evaluate the potential of the Singular Spectrum Analysis (SSA), a time-series modelling/gap-filling method, to complete dry weather time series. The SSA method is tested by reconstructing 1000 artificial discontinuous time series, randomly generated from real flow rate and total suspended......Flow rate and water quality dry weather time series in combined sewer systems might contain an important amount of missing data due to several reasons, such as failures related to the operation of the sensor or additional contributions during rainfall events. Therefore, the approach hereby proposed...... solids (TSS) online measurements (year 2007, 2 minutes time-step, combined system, Ecully, Lyon, France). Results show up the potential of the method to fill gaps longer than 0.5 days, especially between 0.5 days and 1 day (mean NSE > 0.6) in the flow rate time series. TSS results still perform very...

Application of Artificial Neural Networks to Rainfall Forecasting in Queensland, Australia

Institute of Scientific and Technical Information of China (English)

John ABBOT; Jennifer MAROHASY

2012-01-01

In this study,the application of artificial intelligence to monthly and seasonal rainfall forecasting in Queensland,Australia,was assessed by inputting recognized climate indices,monthly historical rainfall data,and atmospheric temperatures into a prototype stand-alone,dynamic,recurrent,time-delay,artificial neural network.Outputs,as monthly rainfall forecasts 3 months in advance for the period 1993 to 2009,were compared with observed rainfall data using time-series plots,root mean squared error (RMSE),and Pearson correlation coefficients.A comparison of RMSE values with forecasts generated by the Australian Bureau of Meteorology's Predictive Ocean Atmosphere Model for Australia (POAMA)-1.5 general circulation model (GCM) indicated that the prototype achieved a lower RMSE for 16 of the 17 sites compared.The application of artificial neural networks to rainfall forecasting was reviewed.The prototype design is considered preliminary,with potential for significant improvement such as inclusion of output from GCMs and experimentation with other input attributes.

Statistical downscaling of rainfall: a non-stationary and multi-resolution approach

Science.gov (United States)

Rashid, Md. Mamunur; Beecham, Simon; Chowdhury, Rezaul Kabir

2016-05-01

A novel downscaling technique is proposed in this study whereby the original rainfall and reanalysis variables are first decomposed by wavelet transforms and rainfall is modelled using the semi-parametric additive model formulation of Generalized Additive Model in Location, Scale and Shape (GAMLSS). The flexibility of the GAMLSS model makes it feasible as a framework for non-stationary modelling. Decomposition of a rainfall series into different components is useful to separate the scale-dependent properties of the rainfall as this varies both temporally and spatially. The study was conducted at the Onkaparinga river catchment in South Australia. The model was calibrated over the period 1960 to 1990 and validated over the period 1991 to 2010. The model reproduced the monthly variability and statistics of the observed rainfall well with Nash-Sutcliffe efficiency (NSE) values of 0.66 and 0.65 for the calibration and validation periods, respectively. It also reproduced well the seasonal rainfall over the calibration (NSE = 0.37) and validation (NSE = 0.69) periods for all seasons. The proposed model was better than the tradition modelling approach (application of GAMLSS to the original rainfall series without decomposition) at reproducing the time-frequency properties of the observed rainfall, and yet it still preserved the statistics produced by the traditional modelling approach. When downscaling models were developed with general circulation model (GCM) historical output datasets, the proposed wavelet-based downscaling model outperformed the traditional downscaling model in terms of reproducing monthly rainfall for both the calibration and validation periods.

Speleothem Mg-isotope time-series data from different climate belts

Science.gov (United States)

Riechelmann, S.; Buhl, D.; Richter, D. K.; Schröder-Ritzrau, A.; Riechelmann, D. F. C.; Niedermayr, A.; Vonhof, H. B.; Wassenburg, J.; Immenhauser, A.

2012-04-01

Speleothem Mg-isotope time-series data from different climate belts Sylvia Riechelmann (1), Dieter Buhl(1), Detlev K. Richter (1), Andrea Schröder-Ritzrau (2), Dana F.C. Riechelmann (3), Andrea Niedermayr (1), Hubert B. Vonhof (4) , Jasper Wassenburg (1), Adrian Immenhauser (1) (1) Ruhr-University Bochum, Institute for Geology, Mineralogy and Geophysics, Universitätsstraße 150, D-44801 Bochum, Germany (2) Heidelberg Academy of Sciences, Im Neuenheimer Feld 229, D-69120 Heidelberg, Germany (3) Johannes Gutenberg-University Mainz, Institute of Geography, Johann-Joachim-Becher-Weg 21, D-55128 Mainz, Germany (4) Faculty of Earth and Life Sciences, Vrije Universiteit Amsterdam, De Boelelaan 1085, 1081 HV, Amsterdam, The Netherlands The Magnesium isotope proxy in Earth surface research is still underexplored. Recently, field and laboratory experiments have shed light on the complex suite of processes affecting Mg isotope fractionation in continental weathering systems. Magnesium-isotope fractionation in speleothems depends on a series of factors including biogenic activity and composition of soils, mineralogy of hostrock, changes in silicate versus carbonate weathering ratios, water residence time in the soil and hostrock and disequilibrium factors such as the precipitation rate of calcite in speleothems. Furthermore, the silicate (here mainly Mg-bearing clays) versus carbonate weathering ratio depends on air temperature and rainfall amount, also influencing the soil biogenic activity. It must be emphasized that carbonate weathering is generally dominant, but under increasingly warm and more arid climate conditions, silicate weathering rates increase and release 26Mg-enriched isotopes to the soil water. Furthermore, as shown in laboratory experiments, increasing calcite precipitation rates lead to elevated delta26Mg ratios and vice versa. Here, data from six stalagmite time-series Mg-isotope records (Thermo Fisher Scientific Neptune MC-ICP-MS) are shown. Stalagmites

GPS Position Time Series @ JPL

Science.gov (United States)

Owen, Susan; Moore, Angelyn; Kedar, Sharon; Liu, Zhen; Webb, Frank; Heflin, Mike; Desai, Shailen

2013-01-01

Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis

Applications of soft computing in time series forecasting simulation and modeling techniques

CERN Document Server

Singh, Pritpal

2016-01-01

This book reports on an in-depth study of fuzzy time series (FTS) modeling. It reviews and summarizes previous research work in FTS modeling and also provides a brief introduction to other soft-computing techniques, such as artificial neural networks (ANNs), rough sets (RS) and evolutionary computing (EC), focusing on how these techniques can be integrated into different phases of the FTS modeling approach. In particular, the book describes novel methods resulting from the hybridization of FTS modeling approaches with neural networks and particle swarm optimization. It also demonstrates how a new ANN-based model can be successfully applied in the context of predicting Indian summer monsoon rainfall. Thanks to its easy-to-read style and the clear explanations of the models, the book can be used as a concise yet comprehensive reference guide to fuzzy time series modeling, and will be valuable not only for graduate students, but also for researchers and professionals working for academic, business and governmen...

Grey Forecast Rainfall with Flow Updating Algorithm for Real-Time Flood Forecasting

Directory of Open Access Journals (Sweden)

Jui-Yi Ho

2015-04-01

Full Text Available The dynamic relationship between watershed characteristics and rainfall-runoff has been widely studied in recent decades. Since watershed rainfall-runoff is a non-stationary process, most deterministic flood forecasting approaches are ineffective without the assistance of adaptive algorithms. The purpose of this paper is to propose an effective flow forecasting system that integrates a rainfall forecasting model, watershed runoff model, and real-time updating algorithm. This study adopted a grey rainfall forecasting technique, based on existing hourly rainfall data. A geomorphology-based runoff model can be used for simulating impacts of the changing geo-climatic conditions on the hydrologic response of unsteady and non-linear watershed system, and flow updating algorithm were combined to estimate watershed runoff according to measured flow data. The proposed flood forecasting system was applied to three watersheds; one in the United States and two in Northern Taiwan. Four sets of rainfall-runoff simulations were performed to test the accuracy of the proposed flow forecasting technique. The results indicated that the forecast and observed hydrographs are in good agreement for all three watersheds. The proposed flow forecasting system could assist authorities in minimizing loss of life and property during flood events.

Understanding onsets of rainfall in Southern Africa using temporal probabilistic modelling

CSIR Research Space (South Africa)

Cheruiyot, D

2010-12-01

Full Text Available This research investigates an alternative approach to automatically evolve the hidden temporal distribution of onset of rainfall directly from multivariate time series (MTS) data in the absence of domain experts. Temporal probabilistic modelling...

Time series analysis time series analysis methods and applications

CERN Document Server

Rao, Tata Subba; Rao, C R

2012-01-01

The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respect...

Urban rainfall estimation employing commercial microwave links

Science.gov (United States)

Overeem, Aart; Leijnse, Hidde; Uijlenhoet, Remko; ten Veldhuis, Marie-claire

2015-04-01

Urban areas often lack rainfall information. To increase the number of rainfall observations in cities, microwave links from operational cellular telecommunication networks may be employed. Although this new potential source of rainfall information has been shown to be promising, its quality needs to be demonstrated more extensively. In the Rain Sense kickstart project of the Amsterdam Institute for Advanced Metropolitan Solutions (AMS), sensors and citizens are preparing Amsterdam for future weather. Part of this project is rainfall estimation using new measurement techniques. Innovative sensing techniques will be utilized such as rainfall estimation from microwave links, umbrellas for weather sensing, low-cost sensors at lamp posts and in drainage pipes for water level observation. These will be combined with information provided by citizens in an active way through smartphone apps and in a passive way through social media posts (Twitter, Flickr etc.). Sensor information will be integrated, visualized and made accessible to citizens to help raise citizen awareness of urban water management challenges and promote resilience by providing information on how citizens can contribute in addressing these. Moreover, citizens and businesses can benefit from reliable weather information in planning their social and commercial activities. In the end city-wide high-resolution rainfall maps will be derived, blending rainfall information from microwave links and weather radars. This information will be used for urban water management. This presentation focuses on rainfall estimation from commercial microwave links. Received signal levels from tens of microwave links within the Amsterdam region (roughly 1 million inhabitants) in the Netherlands are utilized to estimate rainfall with high spatial and temporal resolution. Rainfall maps will be presented and compared to a gauge-adjusted radar rainfall data set. Rainfall time series from gauge(s), radars and links will be compared.

Highly comparative time-series analysis: the empirical structure of time series and their methods.

Science.gov (United States)

Fulcher, Ben D; Little, Max A; Jones, Nick S

2013-06-06

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.

Detecting changes in rainfall pattern and seasonality index vis-`a-vis ...

Indian Academy of Sciences (India)

index vis-`a-vis increasing water scarcity in Maharashtra ... in the district scale are identified by trend analysis of rainfall time series. ... for better disaster management and water resource ..... productivity and irrigation water supply in the con-.

Correlations between rainfall data and insurance damage data related to sewer flooding for the case of Aarhus, Denmark

DEFF Research Database (Denmark)

Spekkers, Matthieu; Zhou, Qianqian; Arnbjerg-Nielsen, Karsten

Sewer flooding due to extreme rainfall may result in considerable damage. Damage data to quantify costs of cleaning, drying, and replacing materials and goods are rare in literature. In this study, insurance claim data related to property damages were analysed for the municipality of Aarhus...... to underestimations of correlations between rainfall and damage variables. Rainfall data from two rain gauges were used to extract rainfall characteristics. From cross correlations between time series of rainfall and claim data, it can be concluded that rainfall events induce claims mostly on the same day, but also...

Building rainfall thresholds for large-scales landslides by extracting occurrence time of landslides from seismic records

Science.gov (United States)

Yen, Hsin-Yi; Lin, Guan-Wei

2017-04-01

Understanding the rainfall condition which triggers mass moment on hillslope is the key to forecast rainfall-induced slope hazards, and the exact time of landslide occurrence is one of the basic information for rainfall statistics. In the study, we focused on large-scale landslides (LSLs) with disturbed area larger than 10 ha and conducted a string of studies including the recognition of landslide-induced ground motions and the analyses of different terms of rainfall thresholds. More than 10 heavy typhoons during the periods of 2005-2014 in Taiwan induced more than hundreds of LSLs and provided the opportunity to characterize the rainfall conditions which trigger LSLs. A total of 101 landslide-induced seismic signals were identified from the records of Taiwan seismic network. These signals exposed the occurrence time of landslide to assess rainfall conditions. Rainfall analyses showed that LSLs occurred when cumulative rainfall exceeded 500 mm. The results of rainfall-threshold analyses revealed that it is difficult to distinct LSLs from small-scale landslides (SSLs) by the I-D and R-D methods, but the I-R method can achieve the discrimination. Besides, an enhanced three-factor threshold considering deep water content was proposed as the rainfall threshold for LSLs.

Introduction to Time Series Modeling

CERN Document Server

Kitagawa, Genshiro

2010-01-01

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series modeling. Illustrating how to build models for time series using basic methods, "Introduction to Time Series Modeling" covers numerous time series models and the various tools f

The cross wavelet and wavelet coherence analysis of spatio-temporal rainfall-groundwater system in Pingtung plain, Taiwan

Science.gov (United States)

Lin, Yuan-Chien; Yu, Hwa-Lung

2013-04-01

The increasing frequency and intensity of extreme rainfall events has been observed recently in Taiwan. Particularly, Typhoon Morakot, Typhoon Fanapi, and Typhoon Megi consecutively brought record-breaking intensity and magnitude of rainfalls to different locations of Taiwan in these two years. However, records show the extreme rainfall events did not elevate the amount of annual rainfall accordingly. Conversely, the increasing frequency of droughts has also been occurring in Taiwan. The challenges have been confronted by governmental agencies and scientific communities to come up with effective adaptation strategies for natural disaster reduction and sustainable environment establishment. Groundwater has long been a reliable water source for a variety of domestic, agricultural, and industrial uses because of its stable quantity and quality. In Taiwan, groundwater accounts for the largest proportion of all water resources for about 40%. This study plans to identify and quantify the nonlinear relationship between precipitation and groundwater recharge, find the non-stationary time-frequency relations between the variations of rainfall and groundwater levels to understand the phase difference of time series. Groundwater level data and over-50-years hourly rainfall records obtained from 20 weather stations in Pingtung Plain, Taiwan has been collected. Extract the space-time pattern by EOF method, which is a decomposition of a signal or data set in terms of orthogonal basis functions determined from the data for both time series and spatial patterns, to identify the important spatial pattern of groundwater recharge and using cross wavelet and wavelet coherence method to identify the relationship between rainfall and groundwater levels. Results show that EOF method can specify the spatial-temporal patterns which represents certain geological characteristics and other mechanisms of groundwater, and the wavelet coherence method can identify general correlation between

Long term spatial and temporal rainfall trends and homogeneity analysis in Wainganga basin, Central India

Directory of Open Access Journals (Sweden)

Arun Kumar Taxak

2014-08-01

Full Text Available Gridded rainfall data of 0.5×0.5° resolution (CRU TS 3.21 was analysed to study long term spatial and temporal trends on annual and seasonal scales in Wainganga river basin located in Central India during 1901–2012. After testing the presence of autocorrelation, Mann–Kendall (Modified Mann–Kendall test was applied to non-auto correlated (auto correlated series to detect the trends in rainfall data. Theil and Sen׳s slope estimator test was used for finding the magnitude of change over a time period. For detecting the most probable change year, Pettitt–Mann–Whitney test was applied. The Rainfall series was then divided into two partial duration series for finding changes in trends before and after the change year. Arc GIS was used to explore spatial patterns of the trends over the entire basin. Though most of the grid points shows a decreasing trend in annual rainfall, only seven grids has a significant decreasing trend during 1901–2012. On the basis of seasonal trend analysis, non-significant increasing trend is observed only in post monsoon season while seven grid points show significant decreasing trend in monsoon rainfall and non-significant in pre-monsoon and winter rainfall over the last 112 years. During the study period, overall a 8.45% decrease in annual rainfall is estimated. The most probable year of change was found to be 1948 in annual and monsoonal rainfall. There is an increasing rainfall trend in the basin during the period 1901–1948, which is reversed during the period 1949–2012 resulting in decreasing rainfall trend in the basin. Homogeneous trends in annual and seasonal rainfall over a grid points is exhibited in the basin by van Belle and Hughes׳ homogeneity trend test.

A Bayesian decision approach to rainfall thresholds based flood warning

Directory of Open Access Journals (Sweden)

M. L. V. Martina

2006-01-01

Full Text Available Operational real time flood forecasting systems generally require a hydrological model to run in real time as well as a series of hydro-informatics tools to transform the flood forecast into relatively simple and clear messages to the decision makers involved in flood defense. The scope of this paper is to set forth the possibility of providing flood warnings at given river sections based on the direct comparison of the quantitative precipitation forecast with critical rainfall threshold values, without the need of an on-line real time forecasting system. This approach leads to an extremely simplified alert system to be used by non technical stakeholders and could also be used to supplement the traditional flood forecasting systems in case of system failures. The critical rainfall threshold values, incorporating the soil moisture initial conditions, result from statistical analyses using long hydrological time series combined with a Bayesian utility function minimization. In the paper, results of an application of the proposed methodology to the Sieve river, a tributary of the Arno river in Italy, are given to exemplify its practical applicability.

The time variability of evapotranspiration and soil water storage in long series of rainfall-runoff process

Czech Academy of Sciences Publication Activity Database

Buchtele, Josef; Tesař, Miroslav

2009-01-01

Roč. 64, č. 3 (2009), s. 575-579 ISSN 0006-3088 R&D Projects: GA MŽP(CZ) SP/1A6/151/07 Institutional research plan: CEZ:AV0Z20600510 Keywords : evapotranspiration components * evapotranspiration demand * land use * natural affection of runoff * rainfall- runoff simulation * vegetation change Subject RIV: DA - Hydrology ; Limnology Impact factor: 0.617, year: 2009

Application of seasonal rainfall forecasts and satellite rainfall observations to crop yield forecasting for Africa

Science.gov (United States)

Greatrex, H. L.; Grimes, D. I. F.; Wheeler, T. R.

2009-04-01

Rain-fed agriculture is of utmost importance in sub-Saharan Africa; the FAO estimates that over 90% of food consumed in the region is grown in rain-fed farming systems. As the climate in sub-Saharan Africa has a high interannual variability, this dependence on rainfall can leave communities extremely vulnerable to food shortages, especially when coupled with a lack of crop management options. The ability to make a regional forecast of crop yield on a timescale of months would be of enormous benefit; it would enable both governmental and non-governmental organisations to be alerted in advance to crop failure and could facilitate national and regional economic planning. Such a system would also enable individual communities to make more informed crop management decisions, increasing their resilience to climate variability and change. It should be noted that the majority of crops in the region are rainfall limited, therefore the ability to create a seasonal crop forecast depends on the ability to forecast rainfall at a monthly or seasonal timescale and to temporally downscale this to a daily time-series of rainfall. The aim of this project is to develop a regional-scale seasonal forecast for sub-Saharan crops, utilising the General Large Area Model for annual crops (GLAM). GLAM would initially be driven using both dynamical and statistical seasonal rainfall forecasts to provide an initial estimate of crop yield. The system would then be continuously updated throughout the season by replacing the seasonal rainfall forecast with daily weather observations. TAMSAT satellite rainfall estimates are used rather than rain-gauge data due to the scarcity of ground based observations. An important feature of the system is the use of the geo-statistical method of sequential simulation to create an ensemble of daily weather inputs from both the statistical seasonal rainfall forecasts and the satellite rainfall estimates. This allows a range of possible yield outputs to be

Comparison of random forests and support vector machine for real-time radar-derived rainfall forecasting

Science.gov (United States)

Yu, Pao-Shan; Yang, Tao-Chang; Chen, Szu-Yin; Kuo, Chen-Min; Tseng, Hung-Wei

2017-09-01

This study aims to compare two machine learning techniques, random forests (RF) and support vector machine (SVM), for real-time radar-derived rainfall forecasting. The real-time radar-derived rainfall forecasting models use the present grid-based radar-derived rainfall as the output variable and use antecedent grid-based radar-derived rainfall, grid position (longitude and latitude) and elevation as the input variables to forecast 1- to 3-h ahead rainfalls for all grids in a catchment. Grid-based radar-derived rainfalls of six typhoon events during 2012-2015 in three reservoir catchments of Taiwan are collected for model training and verifying. Two kinds of forecasting models are constructed and compared, which are single-mode forecasting model (SMFM) and multiple-mode forecasting model (MMFM) based on RF and SVM. The SMFM uses the same model for 1- to 3-h ahead rainfall forecasting; the MMFM uses three different models for 1- to 3-h ahead forecasting. According to forecasting performances, it reveals that the SMFMs give better performances than MMFMs and both SVM-based and RF-based SMFMs show satisfactory performances for 1-h ahead forecasting. However, for 2- and 3-h ahead forecasting, it is found that the RF-based SMFM underestimates the observed radar-derived rainfalls in most cases and the SVM-based SMFM can give better performances than RF-based SMFM.

Heterogeneity of Dutch rainfall

NARCIS (Netherlands)

Witter, J.V.

1984-01-01

Rainfall data for the Netherlands have been used in this study to investigate aspects of heterogeneity of rainfall, in particular local differences in rainfall levels, time trends in rainfall, and local differences in rainfall trend. The possible effect of urbanization and industrialization on the

Hydraulic mechanism and time-dependent characteristics of loose gully deposits failure induced by rainfall

Directory of Open Access Journals (Sweden)

Yong Wu

2015-12-01

Full Text Available Failure of loose gully deposits under the effect of rainfall contributes to the potential risk of debris flow. In the past decades, researches on hydraulic mechanism and time-dependent characteristics of loose deposits failure are frequently reported, however adequate measures for reducing debris flow are not available practically. In this context, a time-dependent model was established to determine the changes of water table of loose deposits using hydraulic and topographic theories. In addition, the variation in water table with elapsed time was analyzed. The formulas for calculating hydrodynamic and hydrostatic pressures on each strip and block unit of deposit were proposed, and the slope stability and failure risk of the loose deposits were assessed based on the time-dependent hydraulic characteristics of established model. Finally, the failure mechanism of deposits based on infinite slope theory was illustrated, with an example, to calculate sliding force, anti-sliding force and residual sliding force applied to each slice. The results indicate that failure of gully deposits under the effect of rainfall is the result of continuously increasing hydraulic pressure and water table. The time-dependent characteristics of loose deposit failure are determined by the factors of hydraulic properties, drainage area of interest, rainfall pattern, rainfall duration and intensity.

Traffic Flow Prediction with Rainfall Impact Using a Deep Learning Method

Directory of Open Access Journals (Sweden)

Yuhan Jia

2017-01-01

Full Text Available Accurate traffic flow prediction is increasingly essential for successful traffic modeling, operation, and management. Traditional data driven traffic flow prediction approaches have largely assumed restrictive (shallow model architectures and do not leverage the large amount of environmental data available. Inspired by deep learning methods with more complex model architectures and effective data mining capabilities, this paper introduces the deep belief network (DBN and long short-term memory (LSTM to predict urban traffic flow considering the impact of rainfall. The rainfall-integrated DBN and LSTM can learn the features of traffic flow under various rainfall scenarios. Experimental results indicate that, with the consideration of additional rainfall factor, the deep learning predictors have better accuracy than existing predictors and also yield improvements over the original deep learning models without rainfall input. Furthermore, the LSTM can outperform the DBN to capture the time series characteristics of traffic flow data.

Dealing with rainfall forecast uncertainties in real-time flood control along the Demer river

Directory of Open Access Journals (Sweden)

Vermuyten Evert

2016-01-01

Full Text Available Real-time Model Predictive Control (MPC of hydraulic structures strongly reduces flood consequences under ideal circumstances. The performance of such flood control may, however, be significantly affected by uncertainties. This research quantifies the influence of rainfall forecast uncertainties and related uncertainties in the catchment rainfall-runoff discharges on the control performance for the Herk river case study in Belgium. To limit the model computational times, a fast conceptual model is applied. It is calibrated to a full hydrodynamic river model. A Reduced Genetic Algorithm is used as optimization method. Next to the analysis of the impact of the rainfall forecast uncertainties on the control performance, a Multiple Model Predictive Control (MMPC approach is tested to reduce this impact. Results show that the deterministic MPC-RGA outperforms the MMPC and that it is inherently robust against rainfall forecast uncertainties due to its receding horizon strategy.

Variation of Rainfall in Three Nigerian Stations, Using harmonic ...

African Journals Online (AJOL)

This work is on the variation of rainfall using harmonic analysis for Portharcourt, Kano and Makurdi data, for the three stations the period of study covered 1977 to 2010, for which the time series plot, the amplitude, the first, second and third harmonics were generated. Portharcourt has a gently increasing trend with ...

International Work-Conference on Time Series

CERN Document Server

Pomares, Héctor; Valenzuela, Olga

2017-01-01

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting.  It focuses on interdisciplinary and multidisciplinary rese arch encompassing the disciplines of comput...

Identification of tidal and climatic influences within domestic radon time-series from Northamptonshire, UK

International Nuclear Information System (INIS)

Groves-Kirkby, C.J.; Denman, A.R.; Crockett, R.G.M.; Phillips, P.S.; Gillmore, G.K.

2006-01-01

Analysis of data from extended radon concentration time-series obtained from domestic and public-sector premises in the vicinity of Northampton, UK, and elsewhere, confirms that, in addition to the generally recognised climatic influences, 'Earth Tides' and 'Ocean Tidal Loading' drive periodic radon liberation via geophysically driven groundwater level variations. Regression and cross-correlation with environmental parameters showed some degree of association between radon concentration and mean temperature and rainfall. Fourier analysis of radon time-series identified periodicities of the order of 23.9 h (luni-solar diurnal, K 1 ), 24.0 h (solar day, S 1 ), 168 h (1 week) and 661.3 h (lunar month, M m ), while cross-correlation with tidal strength demonstrated periodicity of the order of 14 days (lunar-solar fortnight, M f ). These results suggest that astronomical influences, including tides, play a part in controlling radon release from the soil

Modeling rainfall-runoff relationship using multivariate GARCH model

Science.gov (United States)

Modarres, R.; Ouarda, T. B. M. J.

2013-08-01

The traditional hydrologic time series approaches are used for modeling, simulating and forecasting conditional mean of hydrologic variables but neglect their time varying variance or the second order moment. This paper introduces the multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH) modeling approach to show how the variance-covariance relationship between hydrologic variables varies in time. These approaches are also useful to estimate the dynamic conditional correlation between hydrologic variables. To illustrate the novelty and usefulness of MGARCH models in hydrology, two major types of MGARCH models, the bivariate diagonal VECH and constant conditional correlation (CCC) models are applied to show the variance-covariance structure and cdynamic correlation in a rainfall-runoff process. The bivariate diagonal VECH-GARCH(1,1) and CCC-GARCH(1,1) models indicated both short-run and long-run persistency in the conditional variance-covariance matrix of the rainfall-runoff process. The conditional variance of rainfall appears to have a stronger persistency, especially long-run persistency, than the conditional variance of streamflow which shows a short-lived drastic increasing pattern and a stronger short-run persistency. The conditional covariance and conditional correlation coefficients have different features for each bivariate rainfall-runoff process with different degrees of stationarity and dynamic nonlinearity. The spatial and temporal pattern of variance-covariance features may reflect the signature of different physical and hydrological variables such as drainage area, topography, soil moisture and ground water fluctuations on the strength, stationarity and nonlinearity of the conditional variance-covariance for a rainfall-runoff process.

A rainfall disaggregation scheme for sub-hourly time scales: Coupling a Bartlett-Lewis based model with adjusting procedures

Science.gov (United States)

Kossieris, Panagiotis; Makropoulos, Christos; Onof, Christian; Koutsoyiannis, Demetris

2018-01-01

Many hydrological applications, such as flood studies, require the use of long rainfall data at fine time scales varying from daily down to 1 min time step. However, in the real world there is limited availability of data at sub-hourly scales. To cope with this issue, stochastic disaggregation techniques are typically employed to produce possible, statistically consistent, rainfall events that aggregate up to the field data collected at coarser scales. A methodology for the stochastic disaggregation of rainfall at fine time scales was recently introduced, combining the Bartlett-Lewis process to generate rainfall events along with adjusting procedures to modify the lower-level variables (i.e., hourly) so as to be consistent with the higher-level one (i.e., daily). In the present paper, we extend the aforementioned scheme, initially designed and tested for the disaggregation of daily rainfall into hourly depths, for any sub-hourly time scale. In addition, we take advantage of the recent developments in Poisson-cluster processes incorporating in the methodology a Bartlett-Lewis model variant that introduces dependence between cell intensity and duration in order to capture the variability of rainfall at sub-hourly time scales. The disaggregation scheme is implemented in an R package, named HyetosMinute, to support disaggregation from daily down to 1-min time scale. The applicability of the methodology was assessed on a 5-min rainfall records collected in Bochum, Germany, comparing the performance of the above mentioned model variant against the original Bartlett-Lewis process (non-random with 5 parameters). The analysis shows that the disaggregation process reproduces adequately the most important statistical characteristics of rainfall at wide range of time scales, while the introduction of the model with dependent intensity-duration results in a better performance in terms of skewness, rainfall extremes and dry proportions.

Integrating real-time subsurface hydrologic monitoring with empirical rainfall thresholds to improve landslide early warning

Science.gov (United States)

Mirus, Benjamin B.; Becker, Rachel E.; Baum, Rex L.; Smith, Joel B.

2018-01-01

Early warning for rainfall-induced shallow landsliding can help reduce fatalities and economic losses. Although these commonly occurring landslides are typically triggered by subsurface hydrological processes, most early warning criteria rely exclusively on empirical rainfall thresholds and other indirect proxies for subsurface wetness. We explore the utility of explicitly accounting for antecedent wetness by integrating real-time subsurface hydrologic measurements into landslide early warning criteria. Our efforts build on previous progress with rainfall thresholds, monitoring, and numerical modeling along the landslide-prone railway corridor between Everett and Seattle, Washington, USA. We propose a modification to a previously established recent versus antecedent (RA) cumulative rainfall thresholds by replacing the antecedent 15-day rainfall component with an average saturation observed over the same timeframe. We calculate this antecedent saturation with real-time telemetered measurements from five volumetric water content probes installed in the shallow subsurface within a steep vegetated hillslope. Our hybrid rainfall versus saturation (RS) threshold still relies on the same recent 3-day rainfall component as the existing RA thresholds, to facilitate ready integration with quantitative precipitation forecasts. During the 2015–2017 monitoring period, this RS hybrid approach has an increase of true positives and a decrease of false positives and false negatives relative to the previous RA rainfall-only thresholds. We also demonstrate that alternative hybrid threshold formats could be even more accurate, which suggests that further development and testing during future landslide seasons is needed. The positive results confirm that accounting for antecedent wetness conditions with direct subsurface hydrologic measurements can improve thresholds for alert systems and early warning of rainfall-induced shallow landsliding.

Bias adjustment and advection interpolation of long-term high resolution radar rainfall series

DEFF Research Database (Denmark)

Thorndahl, Søren Liedtke; Nielsen, Jesper Ellerbæk; Rasmussen, Michael R.

2014-01-01

It is generally acknowledged that in order to apply radar rainfall data for hydrological proposes adjustment against ground observations are crucial. Traditionally, radar reflectivity is transformed into rainfall rates applying a fixed reflectivity – rainfall rate relationship even though...... this is known to depend on the changing drop size distribution of the specific rain. This creates a transient bias between the radar rainfall and the ground observations due to seasonal changes of the drop size distribution as well as other atmospheric effects and effects related to the radar observational...

The sensitivity of catchment runoff models to rainfall data at different spatial scales

Directory of Open Access Journals (Sweden)

V. A. Bell

2000-01-01

Full Text Available The sensitivity of catchment runoff models to rainfall is investigated at a variety of spatial scales using data from a dense raingauge network and weather radar. These data form part of the HYREX (HYdrological Radar EXperiment dataset. They encompass records from 49 raingauges over the 135 km2 Brue catchment in south-west England together with 2 and 5 km grid-square radar data. Separate rainfall time-series for the radar and raingauge data are constructed on 2, 5 and 10 km grids, and as catchment average values, at a 15 minute time-step. The sensitivity of the catchment runoff models to these grid scales of input data is evaluated on selected convective and stratiform rainfall events. Each rainfall time-series is used to produce an ensemble of modelled hydrographs in order to investigate this sensitivity. The distributed model is shown to be sensitive to the locations of the raingauges within the catchment and hence to the spatial variability of rainfall over the catchment. Runoff sensitivity is strongest during convective rainfall when a broader spread of modelled hydrographs results, with twice the variability of that arising from stratiform rain. Sensitivity to rainfall data and model resolution is explored and, surprisingly, best performance is obtained using a lower resolution of rainfall data and model. Results from the distributed catchment model, the Simple Grid Model, are compared with those obtained from a lumped model, the PDM. Performance from the distributed model is found to be only marginally better during stratiform rain (R2 of 0.922 compared to 0.911 but significantly better during convective rain (R2 of 0.953 compared to 0.909. The improved performance from the distributed model can, in part, be accredited to the excellence of the dense raingauge network which would not be the norm for operational flood warning systems. In the final part of the paper, the effect of rainfall resolution on the performance of the 2 km distributed

Heavy rainfall equations for Santa Catarina, Brazil

Directory of Open Access Journals (Sweden)

Álvaro José Back

2011-12-01

Full Text Available Knowledge of intensity-duration-frequency (IDF relationships of rainfall events is extremely important to determine the dimensions of surface drainage structures and soil erosion control. The purpose of this study was to obtain IDF equations of 13 rain gauge stations in the state of Santa Catarina in Brazil: Chapecó, Urussanga, Campos Novos, Florianópolis, Lages, Caçador, Itajaí, Itá, Ponte Serrada, Porto União, Videira, Laguna and São Joaquim. The daily rainfall data charts of each station were digitized and then the annual maximum rainfall series were determined for durations ranging from 5 to 1440 min. Based on these, with the Gumbel-Chow distribution, the maximum rainfall was estimated for durations ranging from 5 min to 24 h, considering return periods of 2, 5, 10, 20, 25, 50, and 100 years,. Data agreement with the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test, at 5 % significance level. For each rain gauge station, two IDF equations of rainfall events were adjusted, one for durations from 5 to 120 min and the other from 120 to 1440 min. The results show a high variability in maximum intensity of rainfall events among the studied stations. Highest values of coefficients of variation in the annual maximum series of rainfall were observed for durations of over 600 min at the stations of the coastal region of Santa Catarina.

Technical Note: An operational landslide early warning system at regional scale based on space-time variable rainfall thresholds

Science.gov (United States)

Segoni, S.; Battistini, A.; Rossi, G.; Rosi, A.; Lagomarsino, D.; Catani, F.; Moretti, S.; Casagli, N.

2014-10-01

We set up an early warning system for rainfall-induced landslides in Tuscany (23 000 km2). The system is based on a set of state-of-the-art intensity-duration rainfall thresholds (Segoni et al., 2014b), makes use of LAMI rainfall forecasts and real-time rainfall data provided by an automated network of more than 300 rain-gauges. The system was implemented in a WebGIS to ease the operational use in civil protection procedures: it is simple and intuitive to consult and it provides different outputs. Switching among different views, the system is able to focus both on monitoring of real time data and on forecasting at different lead times up to 48 h. Moreover, the system can switch between a very straightforward view where a synoptic scenario of the hazard can be shown all over the region and a more in-depth view were the rainfall path of rain-gauges can be displayed and constantly compared with rainfall thresholds. To better account for the high spatial variability of the physical features, which affects the relationship between rainfall and landslides, the region is subdivided into 25 alert zones, each provided with a specific threshold. The warning system reflects this subdivision: using a network of 332 rain gauges, it allows monitoring each alert zone separately and warnings can be issued independently from an alert zone to another. An important feature of the warning system is the use of thresholds that may vary in time adapting at the conditions of the rainfall path recorded by the rain-gauges. Depending on when the starting time of the rainfall event is set, the comparison with the threshold may produce different outcomes. Therefore, a recursive algorithm was developed to check and compare with the thresholds all possible starting times, highlighting the worst scenario and showing in the WebGIS interface at what time and how much the rainfall path has exceeded or will exceed the most critical threshold. Besides forecasting and monitoring the hazard scenario

From Networks to Time Series

Science.gov (United States)

Shimada, Yutaka; Ikeguchi, Tohru; Shigehara, Takaomi

2012-10-01

In this Letter, we propose a framework to transform a complex network to a time series. The transformation from complex networks to time series is realized by the classical multidimensional scaling. Applying the transformation method to a model proposed by Watts and Strogatz [Nature (London) 393, 440 (1998)], we show that ring lattices are transformed to periodic time series, small-world networks to noisy periodic time series, and random networks to random time series. We also show that these relationships are analytically held by using the circulant-matrix theory and the perturbation theory of linear operators. The results are generalized to several high-dimensional lattices.

Extreme Drought-induced Trend Changes in MODIS EVI Time Series in Yunnan, China

International Nuclear Information System (INIS)

Huang, Kaicheng; Zhou, Tao; Zhao, Xiang

2014-01-01

Extreme climatic events triggered by global climate change are expected to increase significantly hence research into vegetation response is crucial to evaluate environmental risk. Yunnan province, locating in southwest China, experienced an extreme drought event (from autumn of 2009 to spring of 2010), with the lowest percentage rainfall anomaly and the longest non-rain days in the past 50 years. This study aimed to explore the characteristics and differences in the response to drought of four land cover types in Yunnan province, including forest, grassland, shrub, and cropland during the period 2001-2011. We used remote sensing data, MODIS-derived EVI (Enhanced Vegetation Index) to study the vegetation responses to this extreme drought event. The EVI time series were decomposed into trend, seasonal and remainder components using BFAST (Breaks For Additive Seasonal and Trend) which accounts for seasonality and enables the detection of trend changes within the time series. The preliminary results showed that: (1) BFAST proved to be capable of detecting drought-induced trend changes in EVI time series. (2) Changes in the trend component over time consisted of both gradual and abrupt changes. (3) Different spatial patterns were found for abrupt and gradual changes. (4) Cropland exhibited an abrupt change, due to its sensitivity to severe drought, while the forest seemed least affected by the extreme drought

Forecsting of Hydrological Time Series Data with Lag-one Markov Chain Model

Directory of Open Access Journals (Sweden)

M. A Malek

2014-06-01

the original series. This method was especially useful in the absence of long-term recorded data, a rampant phenomenon in Malaysia. Comparison of statistics in the generated synthetic rainfall data against those of the observed data revealed that reasonable levels of acceptability were achieved.

Some analysis on the diurnal variation of rainfall over the Atlantic Ocean

Science.gov (United States)

Gill, T.; Perng, S.; Hughes, A.

1981-01-01

Data collected from the GARP Atlantic Tropical Experiment (GATE) was examined. The data were collected from 10,000 grid points arranged as a 100 x 100 array; each grid covered a 4 square km area. The amount of rainfall was measured every 15 minutes during the experiment periods using c-band radars. Two types of analyses were performed on the data: analysis of diurnal variation was done on each of grid points based on the rainfall averages at noon and at midnight, and time series analysis on selected grid points based on the hourly averages of rainfall. Since there are no known distribution model which best describes the rainfall amount, nonparametric methods were used to examine the diurnal variation. Kolmogorov-Smirnov test was used to test if the rainfalls at noon and at midnight have the same statistical distribution. Wilcoxon signed-rank test was used to test if the noon rainfall is heavier than, equal to, or lighter than the midnight rainfall. These tests were done on each of the 10,000 grid points at which the data are available.

ICUD-0471 Weather radar rainfall for design of urban storm water systems

DEFF Research Database (Denmark)

Thorndahl, Søren Liedtke; Wright, D. B.; Nielsen, Jesper Ellerbæk

2017-01-01

Long continuous series of high-resolution radar rainfall series provides valuable information on spatial and temporal variability of rainfall, which can be used in design of urban drainage systems. In design of especially large drainage systems with complex flow patterns (and potentially surface ...

Imaging rainfall infiltration processes with the time-lapse electrical resistivity imaging method

Science.gov (United States)

Jia, Zhengyuan; Jiang, Guoming; Zhang, Guibin; Zhang, Gang

2017-04-01

Electrical Resistivity Imaging (ERI) was carried out continuously for ten days to map the subsurface resistivity distribution along a potentially hazardous hillslope at the Jieshou Junior High School in Taoyuan, Taiwan. The inversions confirm the viability of ERI in tracking the movement of groundwater flow and rainfall infiltration by recording the variation of subsurface resistivity distribution. Meanwhile, relative-water-saturation (RWS) maps can be obtained from ERI images via Archie's Law, which provide a more intuitive reflection of the variation of subsurface rainfall infiltration and a more capable means of estimating the stability of a landslide body. What is more, we then found that the averaged RWS is significantly correlated with daily precipitation. Our observations indicate that real-time ERI is effective in monitoring subterraneous rainfall infiltration, and thereby in estimating the stability of a potential landslide body. When the agglomerate rainfall in the landslide slippage surface was infiltrated quickly without sustaining hydraulic pressure along the landslide slippage surface, the probability of landslides occurring was very low. On the contrary, the probability of landslides occurring could be increased due to the overpressure of pore fluids. Keywords Electrical Resistivity Imaging; Depth-of-Investigation; Archie's Law; Landslide Monitoring; Rainfall Infiltration; Preferential Path

Information system of rice planting calendar based on ten-day (Dasarian) rainfall prediction

International Nuclear Information System (INIS)

Susandi, Armi; Tamamadin, Mamad; Djamal, Erizal; Las, Irsal

2015-01-01

This paper describes information system of rice planting calendar to help farmers in determining the time for rice planting. The information includes rainfall prediction in ten days (dasarian) scale overlaid to map of rice field to produce map of rice planting in village level. The rainfall prediction was produced by stochastic modeling using Fast Fourier Transform (FFT) and Non-Linier Least Squares methods to fit the curve of function to the rainfall data. In this research, the Fourier series has been modified become non-linear function to follow the recent characteristics of rainfall that is non stationary. The results have been also validated in 4 steps, including R-Square, RMSE, R-Skill, and comparison with field data. The development of information system (cyber extension) provides information such as rainfall prediction, prediction of the planting time, and interactive space for farmers to respond to the information submitted. Interfaces for interactive response will be critical to the improvement of prediction accuracy of information, both rainfall and planting time. The method used to get this information system includes mapping on rice planting prediction, converting the format file, developing database system, developing website, and posting website. Because of this map was overlaid with the Google map, the map files must be converted to the .kml file format

Information system of rice planting calendar based on ten-day (Dasarian) rainfall prediction

Energy Technology Data Exchange (ETDEWEB)

Susandi, Armi, E-mail: armi@meteo.itb.ac.id [Department of Meteorology, Institut Teknologi Bandung, Labtek XI Building floor 1, Jalan Ganesa 10 Bandung 40132 (Indonesia); Tamamadin, Mamad, E-mail: mamadtama@meteo.itb.ac.id [Laboratory of Applied Meteorology, Institut Teknologi Bandung Ged. Labtek XI lt. 1, Jalan Ganesa 10 Bandung 40132 (Indonesia); Djamal, Erizal, E-mail: erizal-jamal@yahoo.com [Center for Agricultural Technology Transfer Management, Ministry of Agriculture Jl. Salak No. 22 Bogor (Indonesia); Las, Irsal, E-mail: irsallas@yahoo.com [Indonesian Agroclimate and Hydrology Research Institute, Ministry of Agriculture Jl. Tentara Pelajar 1a Bogor 16111 (Indonesia)

2015-09-30

This paper describes information system of rice planting calendar to help farmers in determining the time for rice planting. The information includes rainfall prediction in ten days (dasarian) scale overlaid to map of rice field to produce map of rice planting in village level. The rainfall prediction was produced by stochastic modeling using Fast Fourier Transform (FFT) and Non-Linier Least Squares methods to fit the curve of function to the rainfall data. In this research, the Fourier series has been modified become non-linear function to follow the recent characteristics of rainfall that is non stationary. The results have been also validated in 4 steps, including R-Square, RMSE, R-Skill, and comparison with field data. The development of information system (cyber extension) provides information such as rainfall prediction, prediction of the planting time, and interactive space for farmers to respond to the information submitted. Interfaces for interactive response will be critical to the improvement of prediction accuracy of information, both rainfall and planting time. The method used to get this information system includes mapping on rice planting prediction, converting the format file, developing database system, developing website, and posting website. Because of this map was overlaid with the Google map, the map files must be converted to the .kml file format.

Duality between Time Series and Networks

Science.gov (United States)

Campanharo, Andriana S. L. O.; Sirer, M. Irmak; Malmgren, R. Dean; Ramos, Fernando M.; Amaral, Luís A. Nunes.

2011-01-01

Studying the interaction between a system's components and the temporal evolution of the system are two common ways to uncover and characterize its internal workings. Recently, several maps from a time series to a network have been proposed with the intent of using network metrics to characterize time series. Although these maps demonstrate that different time series result in networks with distinct topological properties, it remains unclear how these topological properties relate to the original time series. Here, we propose a map from a time series to a network with an approximate inverse operation, making it possible to use network statistics to characterize time series and time series statistics to characterize networks. As a proof of concept, we generate an ensemble of time series ranging from periodic to random and confirm that application of the proposed map retains much of the information encoded in the original time series (or networks) after application of the map (or its inverse). Our results suggest that network analysis can be used to distinguish different dynamic regimes in time series and, perhaps more importantly, time series analysis can provide a powerful set of tools that augment the traditional network analysis toolkit to quantify networks in new and useful ways. PMID:21858093

Long time series

DEFF Research Database (Denmark)

Hisdal, H.; Holmqvist, E.; Hyvärinen, V.

Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the......Awareness that emission of greenhouse gases will raise the global temperature and change the climate has led to studies trying to identify such changes in long-term climate and hydrologic time series. This report, written by the...

Ensemble averaging and stacking of ARIMA and GSTAR model for rainfall forecasting

Science.gov (United States)

Anggraeni, D.; Kurnia, I. F.; Hadi, A. F.

2018-04-01

Unpredictable rainfall changes can affect human activities, such as in agriculture, aviation, shipping which depend on weather forecasts. Therefore, we need forecasting tools with high accuracy in predicting the rainfall in the future. This research focus on local forcasting of the rainfall at Jember in 2005 until 2016, from 77 rainfall stations. The rainfall here was not only related to the occurrence of the previous of its stations, but also related to others, it’s called the spatial effect. The aim of this research is to apply the GSTAR model, to determine whether there are some correlations of spatial effect between one to another stations. The GSTAR model is an expansion of the space-time model that combines the time-related effects, the locations (stations) in a time series effects, and also the location it self. The GSTAR model will also be compared to the ARIMA model that completely ignores the independent variables. The forcested value of the ARIMA and of the GSTAR models then being combined using the ensemble forecasting technique. The averaging and stacking method of ensemble forecasting method here provide us the best model with higher acuracy model that has the smaller RMSE (Root Mean Square Error) value. Finally, with the best model we can offer a better local rainfall forecasting in Jember for the future.

A laboratory assessment of the measurement accuracy of weighing type rainfall intensity gauges

Science.gov (United States)

Colli, M.; Chan, P. W.; Lanza, L. G.; La Barbera, P.

2012-04-01

In recent years the WMO Commission for Instruments and Methods of Observation (CIMO) fostered noticeable advancements in the accuracy of precipitation measurement issue by providing recommendations on the standardization of equipment and exposure, instrument calibration and data correction as a consequence of various comparative campaigns involving manufacturers and national meteorological services from the participating countries (Lanza et al., 2005; Vuerich et al., 2009). Extreme events analysis is proven to be highly affected by the on-site RI measurement accuracy (see e.g. Molini et al., 2004) and the time resolution of the available RI series certainly constitutes another key-factor in constructing hyetographs that are representative of real rain events. The OTT Pluvio2 weighing gauge (WG) and the GEONOR T-200 vibrating-wire precipitation gauge demonstrated very good performance under previous constant flow rate calibration efforts (Lanza et al., 2005). Although WGs do provide better performance than more traditional Tipping Bucket Rain gauges (TBR) under continuous and constant reference intensity, dynamic effects seem to affect the accuracy of WG measurements under real world/time varying rainfall conditions (Vuerich et al., 2009). The most relevant is due to the response time of the acquisition system and the derived systematic delay of the instrument in assessing the exact weight of the bin containing cumulated precipitation. This delay assumes a relevant role in case high resolution rain intensity time series are sought from the instrument, as is the case of many hydrologic and meteo-climatic applications. This work reports the laboratory evaluation of Pluvio2 and T-200 rainfall intensity measurements accuracy. Tests are carried out by simulating different artificial precipitation events, namely non-stationary rainfall intensity, using a highly accurate dynamic rainfall generator. Time series measured by an Ogawa drop counter (DC) at a field test site

A Course in Time Series Analysis

CERN Document Server

Peña, Daniel; Tsay, Ruey S

2011-01-01

New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, a

Technical Note: An operational landslide early warning system at regional scale based on space-time-variable rainfall thresholds

Science.gov (United States)

Segoni, S.; Battistini, A.; Rossi, G.; Rosi, A.; Lagomarsino, D.; Catani, F.; Moretti, S.; Casagli, N.

2015-04-01

We set up an early warning system for rainfall-induced landslides in Tuscany (23 000 km2). The system is based on a set of state-of-the-art intensity-duration rainfall thresholds (Segoni et al., 2014b) and makes use of LAMI (Limited Area Model Italy) rainfall forecasts and real-time rainfall data provided by an automated network of more than 300 rain gauges. The system was implemented in a WebGIS to ease the operational use in civil protection procedures: it is simple and intuitive to consult, and it provides different outputs. When switching among different views, the system is able to focus both on monitoring of real-time data and on forecasting at different lead times up to 48 h. Moreover, the system can switch between a basic data view where a synoptic scenario of the hazard can be shown all over the region and a more in-depth view were the rainfall path of rain gauges can be displayed and constantly compared with rainfall thresholds. To better account for the variability of the geomorphological and meteorological settings encountered in Tuscany, the region is subdivided into 25 alert zones, each provided with a specific threshold. The warning system reflects this subdivision: using a network of more than 300 rain gauges, it allows for the monitoring of each alert zone separately so that warnings can be issued independently. An important feature of the warning system is that the visualization of the thresholds in the WebGIS interface may vary in time depending on when the starting time of the rainfall event is set. The starting time of the rainfall event is considered as a variable by the early warning system: whenever new rainfall data are available, a recursive algorithm identifies the starting time for which the rainfall path is closest to or overcomes the threshold. This is considered the most hazardous condition, and it is displayed by the WebGIS interface. The early warning system is used to forecast and monitor the landslide hazard in the whole region

Modeling rainfall-runoff process using soft computing techniques

Science.gov (United States)

Kisi, Ozgur; Shiri, Jalal; Tombul, Mustafa

2013-02-01

Rainfall-runoff process was modeled for a small catchment in Turkey, using 4 years (1987-1991) of measurements of independent variables of rainfall and runoff values. The models used in the study were Artificial Neural Networks (ANNs), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Gene Expression Programming (GEP) which are Artificial Intelligence (AI) approaches. The applied models were trained and tested using various combinations of the independent variables. The goodness of fit for the model was evaluated in terms of the coefficient of determination (R2), root mean square error (RMSE), mean absolute error (MAE), coefficient of efficiency (CE) and scatter index (SI). A comparison was also made between these models and traditional Multi Linear Regression (MLR) model. The study provides evidence that GEP (with RMSE=17.82 l/s, MAE=6.61 l/s, CE=0.72 and R2=0.978) is capable of modeling rainfall-runoff process and is a viable alternative to other applied artificial intelligence and MLR time-series methods.

Kolmogorov Space in Time Series Data

OpenAIRE

Kanjamapornkul, K.; Pinčák, R.

2016-01-01

We provide the proof that the space of time series data is a Kolmogorov space with $T_{0}$-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes from the rotation of data around price and time axis by defining a new extradimension to time series data. We show that there exist hidden eight dimensions in Kolmogorov space for ...

On the Use of Running Trends as Summary Statistics for Univariate Time Series and Time Series Association

OpenAIRE

Trottini, Mario; Vigo, Isabel; Belda, Santiago

2015-01-01

Given a time series, running trends analysis (RTA) involves evaluating least squares trends over overlapping time windows of L consecutive time points, with overlap by all but one observation. This produces a new series called the “running trends series,” which is used as summary statistics of the original series for further analysis. In recent years, RTA has been widely used in climate applied research as summary statistics for time series and time series association. There is no doubt that ...

Nonstationary modeling of a long record of rainfall and temperature over Rome

Science.gov (United States)

Villarini, Gabriele; Smith, James A.; Napolitano, Francesco

2010-10-01

A long record (1862-2004) of seasonal rainfall and temperature from the Rome observatory of Collegio Romano are modeled in a nonstationary framework by means of the Generalized Additive Models in Location, Scale and Shape (GAMLSS). Modeling analyses are used to characterize nonstationarities in rainfall and related climate variables. It is shown that the GAMLSS models are able to represent the magnitude and spread in the seasonal time series with parameters which are a smooth function of time. Covariate analyses highlight the role of seasonal and interannual variability of large-scale climate forcing, as reflected in three teleconnection indexes (Atlantic Multidecadal Oscillation, North Atlantic Oscillation, and Mediterranean Index), for modeling seasonal rainfall and temperature over Rome. In particular, the North Atlantic Oscillation is a significant predictor during the winter, while the Mediterranean Index is a significant predictor for almost all seasons.

Rainfall Erosivity Database on the European Scale (REDES): A product of a high temporal resolution rainfall data collection in Europe

Science.gov (United States)

Panagos, Panos; Ballabio, Cristiano; Borrelli, Pasquale; Meusburger, Katrin; Alewell, Christine

2016-04-01

The erosive force of rainfall is expressed as rainfall erosivity. Rainfall erosivity considers the rainfall amount and intensity, and is most commonly expressed as the R-factor in the (R)USLE model. The R-factor is calculated from a series of single storm events by multiplying the total storm kinetic energy with the measured maximum 30-minutes rainfall intensity. This estimation requests high temporal resolution (e.g. 30 minutes) rainfall data for sufficiently long time periods (i.e. 20 years) which are not readily available at European scale. The European Commission's Joint Research Centre(JRC) in collaboration with national/regional meteorological services and Environmental Institutions made an extensive data collection of high resolution rainfall data in the 28 Member States of the European Union plus Switzerland in order to estimate rainfall erosivity in Europe. This resulted in the Rainfall Erosivity Database on the European Scale (REDES) which included 1,541 rainfall stations in 2014 and has been updated with 134 additional stations in 2015. The interpolation of those point R-factor values with a Gaussian Process Regression (GPR) model has resulted in the first Rainfall Erosivity map of Europe (Science of the Total Environment, 511, 801-815). The intra-annual variability of rainfall erosivity is crucial for modelling soil erosion on a monthly and seasonal basis. The monthly feature of rainfall erosivity has been added in 2015 as an advancement of REDES and the respective mean annual R-factor map. Almost 19,000 monthly R-factor values of REDES contributed to the seasonal and monthly assessments of rainfall erosivity in Europe. According to the first results, more than 50% of the total rainfall erosivity in Europe takes place in the period from June to September. The spatial patterns of rainfall erosivity have significant differences between Northern and Southern Europe as summer is the most erosive period in Central and Northern Europe and autumn in the

Effect of radar rainfall time resolution on the predictive capability of a distributed hydrologic model

Science.gov (United States)

Atencia, A.; Llasat, M. C.; Garrote, L.; Mediero, L.

2010-10-01

The performance of distributed hydrological models depends on the resolution, both spatial and temporal, of the rainfall surface data introduced. The estimation of quantitative precipitation from meteorological radar or satellite can improve hydrological model results, thanks to an indirect estimation at higher spatial and temporal resolution. In this work, composed radar data from a network of three C-band radars, with 6-minutal temporal and 2 × 2 km2 spatial resolution, provided by the Catalan Meteorological Service, is used to feed the RIBS distributed hydrological model. A Window Probability Matching Method (gage-adjustment method) is applied to four cases of heavy rainfall to improve the observed rainfall sub-estimation in both convective and stratiform Z/R relations used over Catalonia. Once the rainfall field has been adequately obtained, an advection correction, based on cross-correlation between two consecutive images, was introduced to get several time resolutions from 1 min to 30 min. Each different resolution is treated as an independent event, resulting in a probable range of input rainfall data. This ensemble of rainfall data is used, together with other sources of uncertainty, such as the initial basin state or the accuracy of discharge measurements, to calibrate the RIBS model using probabilistic methodology. A sensitivity analysis of time resolutions was implemented by comparing the various results with real values from stream-flow measurement stations.

Multiple Indicator Stationary Time Series Models.

Science.gov (United States)

Sivo, Stephen A.

2001-01-01

Discusses the propriety and practical advantages of specifying multivariate time series models in the context of structural equation modeling for time series and longitudinal panel data. For time series data, the multiple indicator model specification improves on classical time series analysis. For panel data, the multiple indicator model…

Forecasting the timing of activation of rainfall-induced landslides. An application of GA-SAKe to the Acri case study (Calabria, Southern Italy)

Science.gov (United States)

Gariano, Stefano Luigi; Terranova, Oreste; Greco, Roberto; Iaquinta, Pasquale; Iovine, Giulio

2013-04-01

In Calabria (Southern Italy), rainfall-induced landslides often cause significant economic loss and victims. The timing of activation of rainfall-induced landslides can be predicted by means of either empirical ("hydrological") or physically-based ("complete") approaches. In this study, by adopting the Genetic-Algorithm based release of the hydrological model SAKe (Self Adaptive Kernel), the relationships between the rainfall series and the dates of historical activations of the Acri slope movement, a large rock slide located in the Sila Massif (Northern Calabria), have been investigated. SAKe is a self-adaptive hydrological model, based on a black-box approach and on the assumption of a linear and steady slope-stability response to rainfall. The model can be employed to predict the timing of occurrence of rainfall-induced landslides. With the model, either the mobilizations of a single phenomenon, or those of a homogeneous set of landslides in a given study area can be analysed. By properly tuning the model parameters against past occurrences, the mobility function and the threshold value can be identified. The ranges of the parameters depend on the characteristics of the slope and of the considered landslide, besides hydrological characteristics of the triggering events. SAKe requires as input: i) the series of rains, and ii) the set of known dates of landslide activation. The output of the model is represented by the mobilization function, Z(t): it is defined by means of the convolution between the rains and a filter function (i.e. the Kernel). The triggering conditions occur when the value of Z(t) gets greater than a given threshold, Zcr. In particular, the specific release of the model here employed (GA-SAKe) employs an automated tool, based on elitist Genetic Algorithms. As a result, a family of optimal, discretized kernels has been obtained from initial standard analytical functions. Such kernels maximize the fitness function of the model: they have been

Multidecadal oscillations in rainfall and hydrological extremes

Science.gov (United States)

Willems, Patrick

2013-04-01

Many studies have anticipated a worldwide increase in the frequency and intensity of precipitation extremes and floods since the last decade(s). Natural variability by climate oscillations partly determines the observed evolution of precipitation extremes. Based on a technique for the identification and analysis of changes in extreme quantiles, it is shown that hydrological extremes have oscillatory behaviour at multidecadal time scales. Results are based on nearly independent extremes extracted from long-term historical time series of precipitation intensities and river flows. Study regions include Belgium - The Netherlands (Meuse basin), Ethiopia (Blue Nile basin) and Ecuador (Paute basin). For Belgium - The Netherlands, the past 100 years showed larger and more hydrological extremes around the 1910s, 1950-1960s, and more recently during the 1990-2000s. Interestingly, the oscillations for southwestern Europe are anti-correlated with these of northwestern Europe, thus with oscillation highs in the 1930-1940s and 1970s. The precipitation oscillation peaks are explained by persistence in atmospheric circulation patterns over the North Atlantic during periods of 10 to 15 years. References: Ntegeka V., Willems P. (2008), 'Trends and multidecadal oscillations in rainfall extremes, based on a more than 100 years time series of 10 minutes rainfall intensities at Uccle, Belgium', Water Resources Research, 44, W07402, doi:10.1029/2007WR006471 Mora, D., Willems, P. (2012), 'Decadal oscillations in rainfall and air temperature in the Paute River Basin - Southern Andes of Ecuador', Theoretical and Applied Climatology, 108(1), 267-282, doi:0.1007/s00704-011-0527-4 Taye, M.T., Willems, P. (2011). 'Influence of climate variability on representative QDF predictions of the upper Blue Nile Basin', Journal of Hydrology, 411, 355-365, doi:10.1016/j.jhydrol.2011.10.019 Taye, M.T., Willems, P. (2012). 'Temporal variability of hydro-climatic extremes in the Blue Nile basin', Water

Spatial Interpolation of Daily Rainfall Data for Local Climate Impact Assessment over Greater Sydney Region

Directory of Open Access Journals (Sweden)

Xihua Yang

2015-01-01

Full Text Available This paper presents spatial interpolation techniques to produce finer-scale daily rainfall data from regional climate modeling. Four common interpolation techniques (ANUDEM, Spline, IDW, and Kriging were compared and assessed against station rainfall data and modeled rainfall. The performance was assessed by the mean absolute error (MAE, mean relative error (MRE, root mean squared error (RMSE, and the spatial and temporal distributions. The results indicate that Inverse Distance Weighting (IDW method is slightly better than the other three methods and it is also easy to implement in a geographic information system (GIS. The IDW method was then used to produce forty-year (1990–2009 and 2040–2059 time series rainfall data at daily, monthly, and annual time scales at a ground resolution of 100 m for the Greater Sydney Region (GSR. The downscaled daily rainfall data have been further utilized to predict rainfall erosivity and soil erosion risk and their future changes in GSR to support assessments and planning of climate change impact and adaptation in local scale.

Rainfall over the African continent from the 19th through the 21st century

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Nicholson, Sharon E.; Funk, Chris; Fink, Andreas H.

2018-06-01

Most of the African continent is semi-arid and hence prone to extreme variations in rainfall from year to year. The extreme droughts that have plagued the Sahel and eastern Africa are particularly well known. This article uses a markedly expanded and updated rainfall data set to examine rainfall variability in 13 sectors that cover most of the continent. Annual rainfall is presented for each sector; the March-to-May and October-November seasons are also examined for equatorial sectors. In each case, the article includes the longest and most comprehensive precipitation gauge series ever published. All time series cover at least a century and most cover roughly one and one-half centuries or more. Although towards the end of the 20th century there was a widespread trend towards more arid conditions, few significant trends are evident over the entire period of record. The largest were downward trends in the Sahel and western sectors of North Africa. In those regions, an abrupt reduction in rainfall occurred around 1968, but a synchronous change occurred many other parts of Africa. A recovery did occur in the Sahel, but to varying degrees across the east-west expanse of the region. Noteworthy is that the west-to-east rainfall gradient across the region appears to have weakened in recent decades. For the continent as a whole, another change began in the 1980s decade, with more arid conditions persisting at the continental scale until early in the twenty-first century. No other such period of dry conditions occurred within the roughly one and one-half centuries evaluated here. A notable change also occurred at the seasonal level. During the period 1980 to 1998 rainfall during March-to-May was well below the long-term mean throughout most of the area from 20° N to 35° S. At the same time rainfall was above the long-term mean in most of eastern sectors within this latitude span, indicating a change in the seasonality of rainfall of a large part of Africa.

Evaluation of rainfall infiltration characteristics in a volcanic ash soil by time domain reflectometry method

Directory of Open Access Journals (Sweden)

S. Hasegawa

1997-01-01

Full Text Available Time domain reflectometry (TDR was used to monitor soil water conditions and to evaluate infiltration characteristics associated with rainfall into a volcanic-ash soil (Hydric Hapludand with a low bulk density. Four 1 m TDR probes were installed vertically along a 6 m line in a bare field. Three 30 cm and one 60 cm probes were installed between the 1 m probes. Soil water content was measured every half or every hour throughout the year. TDR enabled prediction of the soil water content precisely even though the empirical equation developed by Topp et al. (1980 underestimated the water content. Field capacity, defined as the amount of water stored to a depth of 1 m on the day following heavy rainfall, was 640 mm. There was approximately 100 mm difference in the amount of water stored between field capacity and the driest period. Infiltration characteristics of rainfall were investigated for 36 rainfall events exceeding 10 mm with a total amount of rain of 969 mm out of an annual rainfall of 1192 mm. In the case of 25 low intensity rainfall events with less than 10 mm h-1 on to dry soils, the increase in the amount of water stored to a depth of 1 m was equal to the cumulative rainfall. For rain intensity in excess of 10 mm h-1, non-uniform infiltration occurred. The increase in the amount of water stored at lower elevation locations was 1.4 to 1.6 times larger than at higher elevation locations even though the difference in ground height among the 1 m probes was 6 cm. In the two instances when rainfall exceeded 100 mm, including the amount of rain in a previous rainfall event, the increase in the amount of water stored to a depth of 1 m was 65 mm lower than the total quantity of rain on the two occasions (220 mm; this indicated that 65 mm of water or 5.5% of the annual rainfall had flowed away either by surface runoff or bypass flow. Hence, approximately 95% of the annual rainfall was absorbed by the soil matrix but it is not possible to simulate

Modeling pollen time series using seasonal-trend decomposition procedure based on LOESS smoothing.

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Rojo, Jesús; Rivero, Rosario; Romero-Morte, Jorge; Fernández-González, Federico; Pérez-Badia, Rosa

2017-02-01

Analysis of airborne pollen concentrations provides valuable information on plant phenology and is thus a useful tool in agriculture-for predicting harvests in crops such as the olive and for deciding when to apply phytosanitary treatments-as well as in medicine and the environmental sciences. Variations in airborne pollen concentrations, moreover, are indicators of changing plant life cycles. By modeling pollen time series, we can not only identify the variables influencing pollen levels but also predict future pollen concentrations. In this study, airborne pollen time series were modeled using a seasonal-trend decomposition procedure based on LOcally wEighted Scatterplot Smoothing (LOESS) smoothing (STL). The data series-daily Poaceae pollen concentrations over the period 2006-2014-was broken up into seasonal and residual (stochastic) components. The seasonal component was compared with data on Poaceae flowering phenology obtained by field sampling. Residuals were fitted to a model generated from daily temperature and rainfall values, and daily pollen concentrations, using partial least squares regression (PLSR). This method was then applied to predict daily pollen concentrations for 2014 (independent validation data) using results for the seasonal component of the time series and estimates of the residual component for the period 2006-2013. Correlation between predicted and observed values was r = 0.79 (correlation coefficient) for the pre-peak period (i.e., the period prior to the peak pollen concentration) and r = 0.63 for the post-peak period. Separate analysis of each of the components of the pollen data series enables the sources of variability to be identified more accurately than by analysis of the original non-decomposed data series, and for this reason, this procedure has proved to be a suitable technique for analyzing the main environmental factors influencing airborne pollen concentrations.

Time Series Momentum

DEFF Research Database (Denmark)

Moskowitz, Tobias J.; Ooi, Yao Hua; Heje Pedersen, Lasse

2012-01-01

We document significant “time series momentum” in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial...... under-reaction and delayed over-reaction. A diversified portfolio of time series momentum strategies across all asset classes delivers substantial abnormal returns with little exposure to standard asset pricing factors and performs best during extreme markets. Examining the trading activities...

A model for estimating time-variant rainfall infiltration as a function of antecedent surface moisture and hydrologic soil type

Science.gov (United States)

Wilkening, H. A.; Ragan, R. M.

1982-01-01

Recent research indicates that the use of remote sensing techniques for the measurement of near surface soil moisture could be practical in the not too distant future. Other research shows that infiltration rates, especially for average or frequent rainfall events, are extremely sensitive to the proper definition and consideration of the role of the soil moisture at the beginning of the rainfall. Thus, it is important that an easy to use, but theoretically sound, rainfall infiltration model be available if the anticipated remotely sensed soil moisture data is to be optimally utilized for hydrologic simulation. A series of numerical experiments with the Richards' equation for an array of conditions anticipated in watershed hydrology were used to develop functional relationships that describe temporal infiltration rates as a function of soil type and initial moisture conditions.

International Work-Conference on Time Series

CERN Document Server

Pomares, Héctor

2016-01-01

This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems. The International Work-Conferences on Time Series (ITISE) provide a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.

Exploratory analysis of rainfall events in Coimbra, Portugal: variability of raindrop characteristics

Science.gov (United States)

Carvalho, S. C. P.; de Lima, M. I. P.; de Lima, J. L. M. P.

2012-04-01

Laser disdrometers can monitor efficiently rainfall characteristics at small temporal scales, providing data on rain intensity, raindrop diameter and fall speed, and raindrop counts over time. This type of data allows for the increased understanding of the rainfall structure at small time scales. Of particular interest for many hydrological applications is the characterization of the properties of extreme events, including the intra-event variability, which are affected by different factors (e.g. geographical location, rainfall generating mechanisms). These properties depend on the microphysical, dynamical and kinetic processes that interact to produce rain. In this study we explore rainfall data obtained during two years with a laser disdrometer installed in the city of Coimbra, in the centre region of mainland Portugal. The equipment was developed by Thies Clima. The data temporal resolution is one-minute. Descriptive statistics of time series of raindrop diameter (D), fall speed, kinetic energy, and rain rate were studied at the event scale; for different variables, the average, maximum, minimum, median, variance, standard deviation, quartile, coefficient of variation, skewness and kurtosis were determined. The empirical raindrop size distribution, N(D), was also calculated. Additionally, the parameterization of rainfall was attempted by investigating the applicability of different theoretical statistical distributions to fit the empirical data (e.g. exponential, gamma and lognormal distributions). As expected, preliminary results show that rainfall properties and structure vary with rainfall type and weather conditions over the year. Although only two years were investigated, already some insight into different rain events' structure was obtained.

A Stochastic Model of Space-Time Variability of Tropical Rainfall: I. Statistics of Spatial Averages

Science.gov (United States)

Kundu, Prasun K.; Bell, Thomas L.; Lau, William K. M. (Technical Monitor)

2002-01-01

Global maps of rainfall are of great importance in connection with modeling of the earth s climate. Comparison between the maps of rainfall predicted by computer-generated climate models with observation provides a sensitive test for these models. To make such a comparison, one typically needs the total precipitation amount over a large area, which could be hundreds of kilometers in size over extended periods of time of order days or months. This presents a difficult problem since rain varies greatly from place to place as well as in time. Remote sensing methods using ground radar or satellites detect rain over a large area by essentially taking a series of snapshots at infrequent intervals and indirectly deriving the average rain intensity within a collection of pixels , usually several kilometers in size. They measure area average of rain at a particular instant. Rain gauges, on the other hand, record rain accumulation continuously in time but only over a very small area tens of centimeters across, say, the size of a dinner plate. They measure only a time average at a single location. In making use of either method one needs to fill in the gaps in the observation - either the gaps in the area covered or the gaps in time of observation. This involves using statistical models to obtain information about the rain that is missed from what is actually detected. This paper investigates such a statistical model and validates it with rain data collected over the tropical Western Pacific from ship borne radars during TOGA COARE (Tropical Oceans Global Atmosphere Coupled Ocean-Atmosphere Response Experiment). The model incorporates a number of commonly observed features of rain. While rain varies rapidly with location and time, the variability diminishes when averaged over larger areas or longer periods of time. Moreover, rain is patchy in nature - at any instant on the average only a certain fraction of the observed pixels contain rain. The fraction of area covered by

Optimization of rainfall networks using information entropy and temporal variability analysis

Science.gov (United States)

Wang, Wenqi; Wang, Dong; Singh, Vijay P.; Wang, Yuankun; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Liu, Jiufu; Zou, Ying; He, Ruimin

2018-04-01

Rainfall networks are the most direct sources of precipitation data and their optimization and evaluation are essential and important. Information entropy can not only represent the uncertainty of rainfall distribution but can also reflect the correlation and information transmission between rainfall stations. Using entropy this study performs optimization of rainfall networks that are of similar size located in two big cities in China, Shanghai (in Yangtze River basin) and Xi'an (in Yellow River basin), with respect to temporal variability analysis. Through an easy-to-implement greedy ranking algorithm based on the criterion called, Maximum Information Minimum Redundancy (MIMR), stations of the networks in the two areas (each area is further divided into two subareas) are ranked during sliding inter-annual series and under different meteorological conditions. It is found that observation series with different starting days affect the ranking, alluding to the temporal variability during network evaluation. We propose a dynamic network evaluation framework for considering temporal variability, which ranks stations under different starting days with a fixed time window (1-year, 2-year, and 5-year). Therefore, we can identify rainfall stations which are temporarily of importance or redundancy and provide some useful suggestions for decision makers. The proposed framework can serve as a supplement for the primary MIMR optimization approach. In addition, during different periods (wet season or dry season) the optimal network from MIMR exhibits differences in entropy values and the optimal network from wet season tended to produce higher entropy values. Differences in spatial distribution of the optimal networks suggest that optimizing the rainfall network for changing meteorological conditions may be more recommended.

Simulating the complex output of rainfall and hydrological processes using the information contained in large data sets: the Direct Sampling approach.

Science.gov (United States)

Oriani, Fabio

2017-04-01

The unpredictable nature of rainfall makes its estimation as much difficult as it is essential to hydrological applications. Stochastic simulation is often considered a convenient approach to asses the uncertainty of rainfall processes, but preserving their irregular behavior and variability at multiple scales is a challenge even for the most advanced techniques. In this presentation, an overview on the Direct Sampling technique [1] and its recent application to rainfall and hydrological data simulation [2, 3] is given. The algorithm, having its roots in multiple-point statistics, makes use of a training data set to simulate the outcome of a process without inferring any explicit probability measure: the data are simulated in time or space by sampling the training data set where a sufficiently similar group of neighbor data exists. This approach allows preserving complex statistical dependencies at different scales with a good approximation, while reducing the parameterization to the minimum. The straights and weaknesses of the Direct Sampling approach are shown through a series of applications to rainfall and hydrological data: from time-series simulation to spatial rainfall fields conditioned by elevation or a climate scenario. In the era of vast databases, is this data-driven approach a valid alternative to parametric simulation techniques? [1] Mariethoz G., Renard P., and Straubhaar J. (2010), The Direct Sampling method to perform multiple-point geostatistical simulations, Water. Rerous. Res., 46(11), http://dx.doi.org/10.1029/2008WR007621 [2] Oriani F., Straubhaar J., Renard P., and Mariethoz G. (2014), Simulation of rainfall time series from different climatic regions using the direct sampling technique, Hydrol. Earth Syst. Sci., 18, 3015-3031, http://dx.doi.org/10.5194/hess-18-3015-2014 [3] Oriani F., Borghi A., Straubhaar J., Mariethoz G., Renard P. (2016), Missing data simulation inside flow rate time-series using multiple-point statistics, Environ. Model

Urbanization Induces Nonstationarity in Extreme Rainfall Characteristics over Contiguous United States

Science.gov (United States)

Singh, J.; Paimazumder, D.; Mohanty, M. P.; Ghosh, S.; Karmakar, S.

2017-12-01

The statistical assumption of stationarity in hydrologic extreme time/event series has been relied heavily in frequency analysis. However, due to the perceivable impacts of climate change, urbanization and land use pattern, assumption of stationarity in hydrologic time series will draw erroneous results, which in turn may affect the policy and decision-making. Also, it may no longer be reasonable to model rainfall extremes as a stationary process, yet nearly all-existing infrastructure design, water resource planning methods assume that historical extreme rainfall events will remain unchanged in the future. Therefore, a comprehensive multivariate nonstationary frequency analysis has been conducted for the CONUS to identify the precipitation characteristics (intensity, duration and depth) responsible for significant nonstationarity. We use 0.250 resolution of precipitation data for a period of 1948-2006, in a Generalized Additive Model for Location, Scale and Shape (GAMLSS) framework. A cluster of 74 GAMLSS models has been developed by considering nonstationarity in different combinations of distribution parameters through different regression techniques, and the best-fit model is further applied for bivariate analysis. Next, four demographic variables i.e. population density, housing unit, low income population and population below poverty line, have been utilized to identify the urbanizing regions through developing urbanization index. Furthermore to strengthen the analysis, Land cover map for 1992, 2001 and 2006 have been utilized to identify the location with the high change in impervious surface. The results show significant differences in the 50- and 100-year intensity, volume and duration estimated under the both stationary and nonstationary condition in urbanizing regions. Further results exhibit that rainfall duration has been decreased while, rainfall volume has been increased under nonstationary condition, which indicates increasing flood potential of

Application of flood-intensity-duration curve, rainfall-intensity-duration curve and time of concentration to analyze the pattern of storms and their corresponding floods for the natural flood events

Science.gov (United States)

Kim, Nam Won; Shin, Mun-Ju; Lee, Jeong Eun

2016-04-01

The analysis of storm effects on floods is essential step for designing hydraulic structure and flood plain. There are previous studies for analyzing the relationship between the storm patterns and peak flow, flood volume and durations for various sizes of the catchments, but they are not enough to analyze the natural storm effects on flood responses quantitatively. This study suggests a novel method of quantitative analysis using unique factors extracted from the time series of storms and floods to investigate the relationship between natural storms and their corresponding flood responses. We used a distributed rainfall-runoff model of Grid based Rainfall-runoff Model (GRM) to generate the simulated flow and areal rainfall for 50 catchments in Republic of Korea size from 5.6 km2 to 1584.2 km2, which are including overlapped dependent catchments and non-overlapped independent catchments. The parameters of the GRM model were calibrated to get the good model performances of Nash-Sutcliffe efficiency. Then Flood-Intensity-Duration Curve (FIDC) and Rainfall-Intensity-Duration Curve (RIDC) were generated by Flood-Duration-Frequency and Intensity-Duration-Frequency methods respectively using the time series of hydrographs and hyetographs. Time of concentration developed for the Korea catchments was used as a consistent measure to extract the unique factors from the FIDC and RIDC over the different size of catchments. These unique factors for the storms and floods were analyzed against the different size of catchments to investigate the natural storm effects on floods. This method can be easily used to get the intuition of the natural storm effects with various patterns on flood responses. Acknowledgement This research was supported by a grant (11-TI-C06) from Advanced Water Management Research Program funded by Ministry of Land, Infrastructure and Transport of Korean government.

Stochastic models for time series

CERN Document Server

Doukhan, Paul

2018-01-01

This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of tools from Gaussian chaos and proposes a tour of linear time series models. It goes on to address nonlinearity from polynomial or chaotic models for which explicit expansions are available, then turns to Markov and non-Markov linear models and discusses Bernoulli shifts time series models. Finally, the volume focuses on the limit theory, starting with the ergodic theorem, which is seen as the first step for statistics of time series. It defines the distributional range to obtain generic tools for limit theory under long or short-range dependences (LRD/SRD) and explains examples of LRD behaviours. More general techniques (central limit ...

Impact of Rainfall, Land-Cover and Population Growth on Groundwater - A Case Study From Karnataka State, India

Science.gov (United States)

Srivastav, R. K.; Chinnapa Reddy, A. R.

2015-12-01

Recent trends in climate, land-use pattern and population has affected almost every portable water resources in the world. Due to depleting surface water and untimely distribution of precipitation, the demand to use groundwater has increased considerably. Further recent studies have shown that the groundwater stress is more in developing countries like India. This study focuses on understanding the impacts of three major factors (i.e., rainfall, land-cover and population growth) effecting the groundwater levels. For this purpose, the correlation between the trends in groundwater time series is compared with trends in rainfall, land-cover and population growth. To detect the trends in time series, two statistical methods namely, least square method and Mann-Kendall method, are adopted. The results were analyzed based on the measurements from 1800 observation wells in the Karnataka state, India. The data is obtained for a total of 9 year time period ranging from 2005 to 2013. A gridded precipitation data of 0.5o× 0.5o over the entire region is used. The change in land-cover and population data was approximately obtained from the local governing bodies. The early results show significant correlation between rainfall and groundwater time series trends. The outcomes will assess the vulnerability of groundwater levels under changing physical and hydroclimatic conditions, especially under climate change.

Graphical Data Analysis on the Circle: Wrap-Around Time Series Plots for (Interrupted) Time Series Designs.

Science.gov (United States)

Rodgers, Joseph Lee; Beasley, William Howard; Schuelke, Matthew

2014-01-01

Many data structures, particularly time series data, are naturally seasonal, cyclical, or otherwise circular. Past graphical methods for time series have focused on linear plots. In this article, we move graphical analysis onto the circle. We focus on 2 particular methods, one old and one new. Rose diagrams are circular histograms and can be produced in several different forms using the RRose software system. In addition, we propose, develop, illustrate, and provide software support for a new circular graphical method, called Wrap-Around Time Series Plots (WATS Plots), which is a graphical method useful to support time series analyses in general but in particular in relation to interrupted time series designs. We illustrate the use of WATS Plots with an interrupted time series design evaluating the effect of the Oklahoma City bombing on birthrates in Oklahoma County during the 10 years surrounding the bombing of the Murrah Building in Oklahoma City. We compare WATS Plots with linear time series representations and overlay them with smoothing and error bands. Each method is shown to have advantages in relation to the other; in our example, the WATS Plots more clearly show the existence and effect size of the fertility differential.

Application of SDSM and LARS-WG for simulating and downscaling of rainfall and temperature

Science.gov (United States)

Hassan, Zulkarnain; Shamsudin, Supiah; Harun, Sobri

2014-04-01

Climate change is believed to have significant impacts on the water basin and region, such as in a runoff and hydrological system. However, impact studies on the water basin and region are difficult, since general circulation models (GCMs), which are widely used to simulate future climate scenarios, do not provide reliable hours of daily series rainfall and temperature for hydrological modeling. There is a technique named as "downscaling techniques", which can derive reliable hour of daily series rainfall and temperature due to climate scenarios from the GCMs output. In this study, statistical downscaling models are used to generate the possible future values of local meteorological variables such as rainfall and temperature in the selected stations in Peninsular of Malaysia. The models are: (1) statistical downscaling model (SDSM) that utilized the regression models and stochastic weather generators and (2) Long Ashton research station weather generator (LARS-WG) that only utilized the stochastic weather generators. The LARS-WG and SDSM models obviously are feasible methods to be used as tools in quantifying effects of climate change condition in a local scale. SDSM yields a better performance compared to LARS-WG, except SDSM is slightly underestimated for the wet and dry spell lengths. Although both models do not provide identical results, the time series generated by both methods indicate a general increasing trend in the mean daily temperature values. Meanwhile, the trend of the daily rainfall is not similar to each other, with SDSM giving a relatively higher change of annual rainfall compared to LARS-WG.

[Effects of rainfall intensity on rainfall infiltration and redistribution in soil on Loess slope land].

Science.gov (United States)

Li, Yi; Shao, Ming'an

2006-12-01

With simulation test, this paper studied the patterns of rainfall infiltration and redistribution in soil on typical Loess slope land, and analyzed the quantitative relations between the infiltration and redistribution and the movement of soil water and mass, with rainfall intensity as the main affecting factor. The results showed that rainfall intensity had significant effects on the rainfall infiltration and water redistribution in soil, and the microcosmic movement of soil water. The larger the rainfall intensity, the deeper the wetting front of rainfall infiltration and redistribution was, and the wetting front of soil water redistribution had a slower increase velocity than that of rainfall infiltration. The power function of the wetting front with time, and also with rainfall intensity, was fitted well. There was also a quantitative relation between the wetting front of rainfall redistribution and the duration of rainfall. The larger the rainfall intensity, the higher the initial and steady infiltration rates were, and the cumulative infiltration increased faster with time. Moreover, the larger the rainfall intensity, the smaller the wetting front difference was at the top and the end of the slope. With the larger rainfall intensity, both the difference of soil water content and its descending trend between soil layers became more obvious during the redistribution process on slope land.

Rainfall prediction methodology with binary multilayer perceptron neural networks

Science.gov (United States)

Esteves, João Trevizoli; de Souza Rolim, Glauco; Ferraudo, Antonio Sergio

2018-05-01

Precipitation, in short periods of time, is a phenomenon associated with high levels of uncertainty and variability. Given its nature, traditional forecasting techniques are expensive and computationally demanding. This paper presents a soft computing technique to forecast the occurrence of rainfall in short ranges of time by artificial neural networks (ANNs) in accumulated periods from 3 to 7 days for each climatic season, mitigating the necessity of predicting its amount. With this premise it is intended to reduce the variance, rise the bias of data and lower the responsibility of the model acting as a filter for quantitative models by removing subsequent occurrences of zeros values of rainfall which leads to bias the and reduces its performance. The model were developed with time series from ten agriculturally relevant regions in Brazil, these places are the ones with the longest available weather time series and and more deficient in accurate climate predictions, it was available 60 years of daily mean air temperature and accumulated precipitation which were used to estimate the potential evapotranspiration and water balance; these were the variables used as inputs for the ANNs models. The mean accuracy of the model for all the accumulated periods were 78% on summer, 71% on winter 62% on spring and 56% on autumn, it was identified that the effect of continentality, the effect of altitude and the volume of normal precipitation, have an direct impact on the accuracy of the ANNs. The models have peak performance in well defined seasons, but looses its accuracy in transitional seasons and places under influence of macro-climatic and mesoclimatic effects, which indicates that this technique can be used to indicate the eminence of rainfall with some limitations.

Multiple imputation of rainfall missing data in the Iberian Mediterranean context

Science.gov (United States)

Miró, Juan Javier; Caselles, Vicente; Estrela, María José

2017-11-01

Given the increasing need for complete rainfall data networks, in recent years have been proposed diverse methods for filling gaps in observed precipitation series, progressively more advanced that traditional approaches to overcome the problem. The present study has consisted in validate 10 methods (6 linear, 2 non-linear and 2 hybrid) that allow multiple imputation, i.e., fill at the same time missing data of multiple incomplete series in a dense network of neighboring stations. These were applied for daily and monthly rainfall in two sectors in the Júcar River Basin Authority (east Iberian Peninsula), which is characterized by a high spatial irregularity and difficulty of rainfall estimation. A classification of precipitation according to their genetic origin was applied as pre-processing, and a quantile-mapping adjusting as post-processing technique. The results showed in general a better performance for the non-linear and hybrid methods, highlighting that the non-linear PCA (NLPCA) method outperforms considerably the Self Organizing Maps (SOM) method within non-linear approaches. On linear methods, the Regularized Expectation Maximization method (RegEM) was the best, but far from NLPCA. Applying EOF filtering as post-processing of NLPCA (hybrid approach) yielded the best results.

Time Series with Long Memory

OpenAIRE

西埜, 晴久

2004-01-01

The paper investigates an application of long-memory processes to economic time series. We show properties of long-memory processes, which are motivated to model a long-memory phenomenon in economic time series. An FARIMA model is described as an example of long-memory model in statistical terms. The paper explains basic limit theorems and estimation methods for long-memory processes in order to apply long-memory models to economic time series.

Visibility Graph Based Time Series Analysis.

Science.gov (United States)

Stephen, Mutua; Gu, Changgui; Yang, Huijie

2015-01-01

Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

Visibility Graph Based Time Series Analysis.

Directory of Open Access Journals (Sweden)

Mutua Stephen

Full Text Available Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

An Advanced Method to Apply Multiple Rainfall Thresholds for Urban Flood Warnings

Directory of Open Access Journals (Sweden)

Jiun-Huei Jang

2015-11-01

Full Text Available Issuing warning information to the public when rainfall exceeds given thresholds is a simple and widely-used method to minimize flood risk; however, this method lacks sophistication when compared with hydrodynamic simulation. In this study, an advanced methodology is proposed to improve the warning effectiveness of the rainfall threshold method for urban areas through deterministic-stochastic modeling, without sacrificing simplicity and efficiency. With regards to flooding mechanisms, rainfall thresholds of different durations are divided into two groups accounting for flooding caused by drainage overload and disastrous runoff, which help in grading the warning level in terms of emergency and severity when the two are observed together. A flood warning is then classified into four levels distinguished by green, yellow, orange, and red lights in ascending order of priority that indicate the required measures, from standby, flood defense, evacuation to rescue, respectively. The proposed methodology is tested according to 22 historical events in the last 10 years for 252 urbanized townships in Taiwan. The results show satisfactory accuracy in predicting the occurrence and timing of flooding, with a logical warning time series for taking progressive measures. For systems with multiple rainfall thresholds already in place, the methodology can be used to ensure better application of rainfall thresholds in urban flood warnings.

Network structure of multivariate time series.

Science.gov (United States)

Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

2015-10-21

Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range tools and techniques for time series analysis already exist, the increasing availability of massive data structures calls for new approaches for multidimensional signal processing. We present here a non-parametric method to analyse multivariate time series, based on the mapping of a multidimensional time series into a multilayer network, which allows to extract information on a high dimensional dynamical system through the analysis of the structure of the associated multiplex network. The method is simple to implement, general, scalable, does not require ad hoc phase space partitioning, and is thus suitable for the analysis of large, heterogeneous and non-stationary time series. We show that simple structural descriptors of the associated multiplex networks allow to extract and quantify nontrivial properties of coupled chaotic maps, including the transition between different dynamical phases and the onset of various types of synchronization. As a concrete example we then study financial time series, showing that a multiplex network analysis can efficiently discriminate crises from periods of financial stability, where standard methods based on time-series symbolization often fail.

What marketing scholars should know about time series analysis : time series applications in marketing

NARCIS (Netherlands)

Horváth, Csilla; Kornelis, Marcel; Leeflang, Peter S.H.

2002-01-01

In this review, we give a comprehensive summary of time series techniques in marketing, and discuss a variety of time series analysis (TSA) techniques and models. We classify them in the sets (i) univariate TSA, (ii) multivariate TSA, and (iii) multiple TSA. We provide relevant marketing

Improvement of downscaled rainfall and temperature across generations over the Western Himalayan region of India

Science.gov (United States)

Das, L.; Dutta, M.; Akhter, J.; Meher, J. K.

2016-12-01

It is a challenging task to create station level (local scale) climate change information over the mountainous locations of Western Himalayan Region (WHR) in India because of limited data availability and poor data quality. In the present study, missing values of station data were handled through Multiple Imputation Chained Equation (MICE) technique. Finally 22 numbers of rain gauge and 16 number of temperature station data having continuous record during 1901­2005 and 1969­2009 period respectively were considered as reference stations for developing downscaled rainfall and temperature time series from five commonly available GCMs in the IPCC's different generation assessment reports namely 2nd, 3rd, 4th and 5th hereafter known as SAR, TAR, AR4 and AR5 respectively. Downscaled models were developed using the combined data from the ERA-interim reanalysis and GCMs historical runs (in spite of forcing were not identical in different generation) as predictor and station level rainfall and temperature as predictands. Station level downscaled rainfall and temperature time series were constructed for five GCMs available in each generation. Regional averaged downscaled time series comprising of all stations was prepared for each model and generation and the downscaled results were compared with observed time series. Finally an Overall Model Improvement Index (OMII) was developed using the downscaling results, which was used to investigate the model improvement across generations as well as the improvement of downscaling results obtained from the Empirical Statistical Downscaling (ESD) methods. In case of temperature, models have improved from SAR to AR5 over the study area. In all most all the GCMs TAR is showing worst performance over the WHR by considering the different statistical indices used in this study. In case of precipitation, no model has shown gradual improvement from SAR to AR5 both for interpolated and downscaled values.

Modelling of Multi Input Transfer Function for Rainfall Forecasting in Batu City

OpenAIRE

Priska Arindya Purnama

2017-01-01

The aim of this research is to model and forecast the rainfall in Batu City using multi input transfer function model based on air temperature, humidity, wind speed and cloud. Transfer function model is a multivariate time series model which consists of an output series (Yt) sequence expected to be effected by an input series (Xt) and other inputs in a group called a noise series (Nt). Multi input transfer function model obtained is (b1,s1,r1) (b2,s2,r2) (b3,s3,r3) (b4,s4,r4)(pn,qn) = (0,0,0)...

Stochastic bias-correction of daily rainfall scenarios for hydrological applications

Directory of Open Access Journals (Sweden)

I. Portoghese

2011-09-01

Full Text Available The accuracy of rainfall predictions provided by climate models is crucial for the assessment of climate change impacts on hydrological processes. In fact, the presence of bias in downscaled precipitation may produce large bias in the assessment of soil moisture dynamics, river flows and groundwater recharge.

In this study, a comparison between statistical properties of rainfall observations and model control simulations from a Regional Climate Model (RCM was performed through a robust and meaningful representation of the precipitation process. The output of the adopted RCM was analysed and re-scaled exploiting the structure of a stochastic model of the point rainfall process. In particular, the stochastic model is able to adequately reproduce the rainfall intermittency at the synoptic scale, which is one of the crucial aspects for the Mediterranean environments. Possible alteration in the local rainfall regime was investigated by means of the historical daily time-series from a dense rain-gauge network, which were also used for the analysis of the RCM bias in terms of dry and wet periods and storm intensity. The result is a stochastic scheme for bias-correction at the RCM-cell scale, which produces a realistic representation of the daily rainfall intermittency and precipitation depths, though a residual bias in the storm intensity of longer storm events persists.

Breakpoints in annual rainfall trends in Córdoba, Argentina

Science.gov (United States)

de la Casa, Antonio; Nasello, Olga

2010-03-01

Long-term rainfall variability in the Province of Córdoba, Argentina is studied. The methodology used was developed by Tomé and Miranda (2004), and the most notable breakpoints in the time series were determined in order to identify sudden transitions from one period to another with a different linear trend sign. All the rain gauges operated by the "Servicio Meteorológico Nacional" (SMN) of Argentina in Córdoba Province, in the period 1930-2006, were analyzed. One of the stations studied, Córdoba Observatorio, has reliable rainfall data since 1873. In this case, the 1925-2006 period and the 1873-2006 period were studied to analyze the influence of series length in terms of the piecewise linear trends produced. Analyzing only one breakpoint in all the series, a trend change is observed from negative to positive in the 1950s in the north area of the region, while in the other areas the opposite change occurs in the 1970s. The residual sum of squares obtained with the partial trend method is compared to that produced by the traditional method. This comparison shows how the multiple trend method enables regional changes to be determined for a given climatological variable.

Data mining in time series databases

CERN Document Server

Kandel, Abraham; Bunke, Horst

2004-01-01

Adding the time dimension to real-world databases produces Time SeriesDatabases (TSDB) and introduces new aspects and difficulties to datamining and knowledge discovery. This book covers the state-of-the-artmethodology for mining time series databases. The novel data miningmethods presented in the book include techniques for efficientsegmentation, indexing, and classification of noisy and dynamic timeseries. A graph-based method for anomaly detection in time series isdescribed and the book also studies the implications of a novel andpotentially useful representation of time series as strings. Theproblem of detecting changes in data mining models that are inducedfrom temporal databases is additionally discussed.

Models for dependent time series

CERN Document Server

Tunnicliffe Wilson, Granville; Haywood, John

2015-01-01

Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational mater

Visual time series analysis

DEFF Research Database (Denmark)

Fischer, Paul; Hilbert, Astrid

2012-01-01

We introduce a platform which supplies an easy-to-handle, interactive, extendable, and fast analysis tool for time series analysis. In contrast to other software suits like Maple, Matlab, or R, which use a command-line-like interface and where the user has to memorize/look-up the appropriate...... commands, our application is select-and-click-driven. It allows to derive many different sequences of deviations for a given time series and to visualize them in different ways in order to judge their expressive power and to reuse the procedure found. For many transformations or model-ts, the user may...... choose between manual and automated parameter selection. The user can dene new transformations and add them to the system. The application contains efficient implementations of advanced and recent techniques for time series analysis including techniques related to extreme value analysis and filtering...

Estimation of Rainfall Erosivity via 1-Minute to Hourly Rainfall Data from Taipei, Taiwan

Science.gov (United States)

Huang, Ting-Yin; Yang, Ssu-Yao; Jan, Chyan-Deng

2017-04-01

Soil erosion is a natural process on hillslopes that threats people's life and properties, having a considerable environmental and economic implications for soil degradation, agricultural activity and water quality. The rainfall erosivity factor (R-factor) in the Universal Soil Loss Equation (USLE), composed of total kinetic energy (E) and the maximum 30-min rainfall intensity (I30), is widely used as an indicator to measure the potential risks of soil loss caused by rainfall at a regional scale. This R factor can represent the detachment and entrainment involved in climate conditions on hillslopes, but lack of 30-min rainfall intensity data usually lead to apply this factor more difficult in many regions. In recent years, fixed-interval, hourly rainfall data is readily available and widely used due to the development of automatic weather stations. Here we assess the estimations of R, E, and I30 based on 1-, 5-, 10-, 15-, 30-, 60-minute rainfall data, and hourly rainfall data obtained from Taipei weather station during 2004 to 2010. Results show that there is a strong correlation among R-factors estimated from different interval rainfall data. Moreover, the shorter time-interval rainfall data (e.g., 1-min) yields larger value of R-factor. The conversion factors of rainfall erosivity (ratio of values estimated from the resolution lower than 30-min rainfall data to those estimated from 60-min and hourly rainfall data, respectively) range from 1.85 to 1.40 (resp. from 1.89 to 1.02) for 60-min (resp. hourly) rainfall data as the time resolution increasing from 30-min to 1-min. This paper provides useful information on estimating R-factor when hourly rainfall data is only available.

The consecutive dry days to trigger rainfall over West Africa

Science.gov (United States)

Lee, J. H.

2018-01-01

In order to resolve contradictions in addressing a soil moisture-precipitation feedback mechanism over West Africa and to clarify the impact of antecedent soil moisture on subsequent rainfall evolution, we first validated various data sets (SMOS satellite soil moisture observations, NOAH land surface model, TRMM rainfall, CMORPH rainfall and HadGEM climate models) with the Analyses Multidisciplinaires de la Mousson Africaine (AMMA) field campaign data. Based on this analysis, it was suggested that biases of data sets might cause contradictions in studying mechanisms. Thus, by taking into account uncertainties in data, it was found that the approach of consecutive dry days (i.e. a relative comparison of time-series) showed consistency across various data sets, while the direct comparison approach for soil moisture state and rainfall did not. Thus, it was discussed that it may be difficult to directly relate rain with soil moisture as the absolute value, however, it may be reasonable to compare a temporal progress of the variables. Based upon the results consistently showing a positive relationship between the consecutive dry days and rainfall, this study supports a negative feedback often neglected by climate model structure. This approach is less sensitive to interpretation errors arising from systematic errors in data sets, as this measures a temporal gradient of soil moisture state.

Modeling Daily Rainfall Conditional on Atmospheric Predictors: An application to Western Greece

Science.gov (United States)

Langousis, Andreas; Kaleris, Vassilios

2013-04-01

Due to its intermittent and highly variable character, daily precipitation is the least well reproduced hydrologic variable by both General Circulation Models (GCMs) and Limited Area Models (LAMs). To that extent, several statistical procedures (usually referred to as downscaling schemes) have been suggested to generate synthetic rainfall time series conditional on predictor variables that are descriptive of the atmospheric circulation at the mesoscale. In addition to be more accurately simulated by GCMs and LAMs, large-scale atmospheric predictors are important indicators of the local weather. Currently used downscaling methods simulate rainfall series using either stable statistical relationships (usually referred to as transfer functions) between certain characteristics of the rainfall process and mesoscale atmospheric predictor variables, or simple stochastic schemes (e.g. properly transformed autoregressive models) with parameters that depend on the large-scale atmospheric conditions. The latter are determined by classifying large-scale circulation patterns into broad categories of weather states, using empirical or theoretically based classification schemes, and modeled by resampling from those categories; a process usually referred to as weather generation. In this work we propose a statistical framework to generate synthetic rainfall timeseries at a daily level, conditional on large scale atmospheric predictors. The latter include the mean sea level pressure (MSLP), the magnitude and direction of upper level geostrophic winds, and the 500 hPa geopotential height, relative vorticity and divergence. The suggested framework operates in continuous time, avoiding the use of transfer functions, and weather classification schemes. The suggested downscaling approach is validated using atmospheric data from the ERA-Interim archive (see http://www.ecmwf.int/research/era/do/get/index), and daily rainfall data from Western Greece, for the 14-year period from 01 October

A Review of Subsequence Time Series Clustering

Directory of Open Access Journals (Sweden)

Seyedjamal Zolhavarieh

2014-01-01

Full Text Available Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

A review of subsequence time series clustering.

Science.gov (United States)

Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah

2014-01-01

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

A Review of Subsequence Time Series Clustering

Science.gov (United States)

Teh, Ying Wah

2014-01-01

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies. PMID:25140332

Hydrological Evaluation of TRMM Rainfall over the Upper Senegal River Basin

Directory of Open Access Journals (Sweden)

Ansoumana Bodian

2016-04-01

Full Text Available The availability of climatic data, especially on a daily time step, has become very rare in West Africa over the last few years due to the high costs of climate data monitoring. This scarcity of climatic data is a huge obstacle to conduct hydrological studies over some watersheds. In this context, our study aimed to evaluate the capacity of Tropical Rainfall Measuring Mission (TRMM satellite data to simulate the observed runoffs over the Bafing (the main important tributary of the Senegal River before their potential integration in hydrological studies. The conceptual hydrological model GR4J (modèle du Génie Rural (Agricultural Engineering Model à 4 paramètres Journalier (4 parameters Daily has been used, calibrated and validated over the 1961–1997 period with rainfall and Potential Evapotranspiration (PET as inputs. Then, the parameters that best reflect the rainfall-runoff relation, obtained during the cross-calibration-validation phase, were used to simulate runoff over the 1998–2004 period using observed and TRMM rainfalls. The findings of this study show that there is a high consistency between satellite-based estimates and ground-based observations of rainfall. Over the 1998–2004 simulation period, the two rainfall data series show quite satisfactorily results. The output hydrographs from satellite-based estimates and ground-based observations of rainfall coincide quite well with the shape of observed hydrographs with Nash-Sutcliffe Efficiency coefficient (NSE of 0.88 and 0.80 for observed rainfalls and TRMM rainfalls, respectively.

Analysis of Heavy-Tailed Time Series

DEFF Research Database (Denmark)

Xie, Xiaolei

This thesis is about analysis of heavy-tailed time series. We discuss tail properties of real-world equity return series and investigate the possibility that a single tail index is shared by all return series of actively traded equities in a market. Conditions for this hypothesis to be true...... are identified. We study the eigenvalues and eigenvectors of sample covariance and sample auto-covariance matrices of multivariate heavy-tailed time series, and particularly for time series with very high dimensions. Asymptotic approximations of the eigenvalues and eigenvectors of such matrices are found...... and expressed in terms of the parameters of the dependence structure, among others. Furthermore, we study an importance sampling method for estimating rare-event probabilities of multivariate heavy-tailed time series generated by matrix recursion. We show that the proposed algorithm is efficient in the sense...

Adaptive time-variant models for fuzzy-time-series forecasting.

Science.gov (United States)

Wong, Wai-Keung; Bai, Enjian; Chu, Alice Wai-Ching

2010-12-01

A fuzzy time series has been applied to the prediction of enrollment, temperature, stock indices, and other domains. Related studies mainly focus on three factors, namely, the partition of discourse, the content of forecasting rules, and the methods of defuzzification, all of which greatly influence the prediction accuracy of forecasting models. These studies use fixed analysis window sizes for forecasting. In this paper, an adaptive time-variant fuzzy-time-series forecasting model (ATVF) is proposed to improve forecasting accuracy. The proposed model automatically adapts the analysis window size of fuzzy time series based on the prediction accuracy in the training phase and uses heuristic rules to generate forecasting values in the testing phase. The performance of the ATVF model is tested using both simulated and actual time series including the enrollments at the University of Alabama, Tuscaloosa, and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experiment results show that the proposed ATVF model achieves a significant improvement in forecasting accuracy as compared to other fuzzy-time-series forecasting models.

Time Series Analysis and Forecasting by Example

CERN Document Server

Bisgaard, Soren

2011-01-01

An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in

Time series with tailored nonlinearities

Science.gov (United States)

Räth, C.; Laut, I.

2015-10-01

It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.

Sensitivity of monthly streamflow forecasts to the quality of rainfall forcing: When do dynamical climate forecasts outperform the Ensemble Streamflow Prediction (ESP) method?

Science.gov (United States)

Tanguy, M.; Prudhomme, C.; Harrigan, S.; Smith, K. A.; Parry, S.

2017-12-01

Forecasting hydrological extremes is challenging, especially at lead times over 1 month for catchments with limited hydrological memory and variable climates. One simple way to derive monthly or seasonal hydrological forecasts is to use historical climate data to drive hydrological models using the Ensemble Streamflow Prediction (ESP) method. This gives a range of possible future streamflow given known initial hydrologic conditions alone. The degree of skill of ESP depends highly on the forecast initialisation month and catchment type. Using dynamic rainfall forecasts as driving data instead of historical data could potentially improve streamflow predictions. A lot of effort is being invested within the meteorological community to improve these forecasts. However, while recent progress shows promise (e.g. NAO in winter), the skill of these forecasts at monthly to seasonal timescales is generally still limited, and the extent to which they might lead to improved hydrological forecasts is an area of active research. Additionally, these meteorological forecasts are currently being produced at 1 month or seasonal time-steps in the UK, whereas hydrological models require forcings at daily or sub-daily time-steps. Keeping in mind these limitations of available rainfall forecasts, the objectives of this study are to find out (i) how accurate monthly dynamical rainfall forecasts need to be to outperform ESP, and (ii) how the method used to disaggregate monthly rainfall forecasts into daily rainfall time series affects results. For the first objective, synthetic rainfall time series were created by increasingly degrading observed data (proxy for a `perfect forecast') from 0 % to +/-50 % error. For the second objective, three different methods were used to disaggregate monthly rainfall data into daily time series. These were used to force a simple lumped hydrological model (GR4J) to generate streamflow predictions at a one-month lead time for over 300 catchments

Assessment on spatiotemporal relationship between rainfall and cloud top temperature from new generation weather satellite imagery

Science.gov (United States)

Wei, Chiang; Yeh, Hui-Chung; Chen, Yen-Chang

2017-04-01

This study addressed the relationship between rainfall and cloud top temperature (CCT) from new generation satellite Himawari-8 imagery at different spatiotemporal scale. This satellite provides higher band, more bits for data format, spatial and temporal resolution compared with previous GMS series. The multi-infrared channels with 10-minute and 1-2 km resolution make it possible for rainfall estimating/forecasting in small/medium watershed. The preliminary result investigated at Chenyulan watershed (443.6 square kilometer) of Central Taiwan in 2016 Typhoon Megi shows the regression coefficient fitted by negative exponential equation of largest rainfall vs. CCT (B8 band) at pixel scale increases as time scales enlarges and reach 0.462 for 120-minute accumulative rainfall; the value (CTT of B15 band) decreases from 0.635 for 10-minute to 0.423 for 120-minute accumulative rainfall at basin-wide scale. More rainfall events for different regime are yet to evaluate to get solid results.

Real-time Extremely Heavy Rainfall Forecast and Warning over Rajasthan During the Monsoon Season (2016)

Science.gov (United States)

Srivastava, Kuldeep; Pradhan, D.

2018-01-01

Two events of extremely heavy rainfall occurred over Rajasthan during 7-9 August 2016 and 19-21 August 2016. Due to these events, flooding occurred over east Rajasthan and affected the normal life of people. A low-pressure area lying over northwest Madhya Pradesh on 7 August 2016 moved north-westward and lay near east Rajasthan and adjoining northwest Madhya Pradesh on 8 and 9 August 2016. Under the influence of this low-pressure system, Chittorgarh district and adjoining areas of Rajasthan received extremely heavy rainfall of 23 cm till 0300 UTC of 8 August 2016 and 34 cm on 0300 UTC of 9 August 2016. A deep depression lying over extreme south Uttar Pradesh and adjoining northeast Madhya Pradesh on 19 August 2016 moved westward and gradually weakened into a depression on 20 August 2016. It further weakened into a low-pressure area and lay over east Rajasthan on 21 and 22 August 2016. Under the influence of this deep depression, Jhalawar received 31 cm and Baran received 25 cm on 19 August. On 20 August 2016, extremely heavy rainfall (EHR) occurred over Banswara (23.5 cm), Pratapgarh (23.2 cm) and Chittorgarh (22.7 cm) districts. In this paper, the performance of the National Centers for Environmental Prediction (NCEP) global forecast system (GFS) model for real-time forecast and warning of heavy to very heavy/EHR that occurred over Rajasthan during 7-9 August 2016 and 19-21 August 2016 has been examined. The NCEP GFS forecast rainfall (Day 1, Day 2 and Day 3) was compared with the corresponding observed gridded rainfall. Based on the predictions given by the NCEP GFS model for heavy rainfall and with their application in real-time rainfall forecast and warnings issued by the Regional Weather Forecasting Center in New Delhi, it is concluded that the model has predicted the wind pattern and EHR event associated with the low-pressure system very accurately on day 1 and day 2 forecasts and with small errors in intensity and space for day 3.

Clustering of financial time series

Science.gov (United States)

D'Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; Massari, Riccardo

2013-05-01

This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.

Hydrological model calibration for derived flood frequency analysis using stochastic rainfall and probability distributions of peak flows

Science.gov (United States)

Haberlandt, U.; Radtke, I.

2014-01-01

Derived flood frequency analysis allows the estimation of design floods with hydrological modeling for poorly observed basins considering change and taking into account flood protection measures. There are several possible choices regarding precipitation input, discharge output and consequently the calibration of the model. The objective of this study is to compare different calibration strategies for a hydrological model considering various types of rainfall input and runoff output data sets and to propose the most suitable approach. Event based and continuous, observed hourly rainfall data as well as disaggregated daily rainfall and stochastically generated hourly rainfall data are used as input for the model. As output, short hourly and longer daily continuous flow time series as well as probability distributions of annual maximum peak flow series are employed. The performance of the strategies is evaluated using the obtained different model parameter sets for continuous simulation of discharge in an independent validation period and by comparing the model derived flood frequency distributions with the observed one. The investigations are carried out for three mesoscale catchments in northern Germany with the hydrological model HEC-HMS (Hydrologic Engineering Center's Hydrologic Modeling System). The results show that (I) the same type of precipitation input data should be used for calibration and application of the hydrological model, (II) a model calibrated using a small sample of extreme values works quite well for the simulation of continuous time series with moderate length but not vice versa, and (III) the best performance with small uncertainty is obtained when stochastic precipitation data and the observed probability distribution of peak flows are used for model calibration. This outcome suggests to calibrate a hydrological model directly on probability distributions of observed peak flows using stochastic rainfall as input if its purpose is the

Desert locust populations, rainfall and climate change: insights from phenomenological models using gridded monthly data

OpenAIRE

Tratalos, Jamie A.; Cheke, Robert A.; Healey, Richard G.; Stenseth, Nils Chr.

2010-01-01

Using autocorrelation analysis and autoregressive integrated moving average (ARIMA)modelling, we analysed a time series of the monthly number of 1° grid squares infested with desert locust Schistocerca gregaria swarms throughout the geographical range of the species from 1930–1987. Statistically significant first- and higher-order autocorrelations were found in the series. Although endogenous components captured much of the variance, adding rainfall data improved endogenous ARIMA models and r...

Statistical analysis of yearly series of maximum daily rainfall in Spain. Analisis estadistico de las series anuales de maximas lluvias diarias en Espaa

Energy Technology Data Exchange (ETDEWEB)

Ferrer Polo, J.; Ardiles Lopez, K. L. (CEDEX, Ministerio de Obras Publicas, Transportes y Medio ambiente, Madrid (Spain))

1994-01-01

Work on the statistical modelling of maximum daily rainfalls is presented, with a view to estimating the quantiles for different return periods. An index flood approach has been adopted in which the local quantiles are a result of rescaling a regional law using the mean of each series of values, that is utilized as a local scale factor. The annual maximum series have been taken from 1.545 meteorological stations over a 30 year period, and these have been classified into 26 regions defined according to meteorological criteria, the homogeneity of wich has been checked by means of a statistical analysis of the coefficients of variation of the samples,using the. An estimation has been made of the parameters for the following four distribution models: Two Component Extreme Value (TCEV); General Extreme Value (GEV); Log-Pearson III (LP3); and SQRT-Exponential Type Distribution of Maximum. The analysis of the quantiles obtained reveals slight differences in the results thus detracting from the importance of the model selection. The last of the above-mentioned distribution has been finally chosen, on the basis of the following: it is defined with fewer parameters it is the only that was proposed specifically for the analysis of daily rainfall maximums; it yields more conservative results than the traditional Gumbel distribution for the high return periods; and it is capable of providing a good description of the main sampling statistics concerning the right-hand tail of the distribution, a fact that has been checked with Montecarlo's simulation techniques. The choice of a distribution model with only two parameters has led to the selection of the regional coefficient of variation as the only determining parameter for the regional quantiles. This has permitted the elimination of the quantiles discontinuity of the classical regional approach, thus smoothing the values of that coefficient by means of an isoline plan on a national scale.

Data Mining Smart Energy Time Series

Directory of Open Access Journals (Sweden)

Janina POPEANGA

2015-07-01

Full Text Available With the advent of smart metering technology the amount of energy data will increase significantly and utilities industry will have to face another big challenge - to find relationships within time-series data and even more - to analyze such huge numbers of time series to find useful patterns and trends with fast or even real-time response. This study makes a small review of the literature in the field, trying to demonstrate how essential is the application of data mining techniques in the time series to make the best use of this large quantity of data, despite all the difficulties. Also, the most important Time Series Data Mining techniques are presented, highlighting their applicability in the energy domain.

Enhanced Orographic Tropical Rainfall: An Study of the Colombia's rainfall

Science.gov (United States)

Peñaranda, V. M.; Hoyos Ortiz, C. D.; Mesa, O. J.

2015-12-01

the analysis of rainfall fields via first-order statistical properties, scaling functions, structure functions and spectral analysis, taking into account cloud-motion directions over mountainous slopes (windward/leeward side) and timing of the diurnal cycle. The analysis is developed for some Colombia's locations.

Predicting chaotic time series

International Nuclear Information System (INIS)

Farmer, J.D.; Sidorowich, J.J.

1987-01-01

We present a forecasting technique for chaotic data. After embedding a time series in a state space using delay coordinates, we ''learn'' the induced nonlinear mapping using local approximation. This allows us to make short-term predictions of the future behavior of a time series, using information based only on past values. We present an error estimate for this technique, and demonstrate its effectiveness by applying it to several examples, including data from the Mackey-Glass delay differential equation, Rayleigh-Benard convection, and Taylor-Couette flow

Measuring multiscaling in financial time-series

International Nuclear Information System (INIS)

Buonocore, R.J.; Aste, T.; Di Matteo, T.

2016-01-01

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analyzing the multi/uni-scaling behavior of synthetic time-series with known properties. We use the results from the synthetic time-series to interpret the measure of multifractality of real log-returns time-series. The main finding is that the aggregation horizon of the returns can introduce a strong bias effect on the measure of multifractality. This effect can become especially important when returns distributions have power law tails with exponents in the range (2, 5). We discuss the right aggregation horizon to mitigate this bias.

Time averaging, ageing and delay analysis of financial time series

Science.gov (United States)

Cherstvy, Andrey G.; Vinod, Deepak; Aghion, Erez; Chechkin, Aleksei V.; Metzler, Ralf

2017-06-01

We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.

Applied time series analysis

CERN Document Server

Woodward, Wayne A; Elliott, Alan C

2011-01-01

""There is scarcely a standard technique that the reader will find left out … this book is highly recommended for those requiring a ready introduction to applicable methods in time series and serves as a useful resource for pedagogical purposes.""-International Statistical Review (2014), 82""Current time series theory for practice is well summarized in this book.""-Emmanuel Parzen, Texas A&M University""What an extraordinary range of topics covered, all very insightfully. I like [the authors'] innovations very much, such as the AR factor table.""-David Findley, U.S. Census Bureau (retired)""…

Evaluation of Satellite Rainfall Estimates for Drought and Flood Monitoring in Mozambique

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Carolien Toté

2015-02-01

Full Text Available Satellite derived rainfall products are useful for drought and flood early warning and overcome the problem of sparse, unevenly distributed and erratic rain gauge observations, provided their accuracy is well known. Mozambique is highly vulnerable to extreme weather events such as major droughts and floods and thus, an understanding of the strengths and weaknesses of different rainfall products is valuable. Three dekadal (10-day gridded satellite rainfall products (TAMSAT African Rainfall Climatology And Time-series (TARCAT v2.0, Famine Early Warning System NETwork (FEWS NET Rainfall Estimate (RFE v2.0, and Climate Hazards Group InfraRed Precipitation with Stations (CHIRPS are compared to independent gauge data (2001–2012. This is done using pairwise comparison statistics to evaluate the performance in estimating rainfall amounts and categorical statistics to assess rain-detection capabilities. The analysis was performed for different rainfall categories, over the seasonal cycle and for regions dominated by different weather systems. Overall, satellite products overestimate low and underestimate high dekadal rainfall values. The RFE and CHIRPS products perform as good, generally outperforming TARCAT on the majority of statistical measures of skill. TARCAT detects best the relative frequency of rainfall events, while RFE underestimates and CHIRPS overestimates the rainfall events frequency. Differences in products performance disappear with higher rainfall and all products achieve better results during the wet season. During the cyclone season, CHIRPS shows the best results, while RFE outperforms the other products for lower dekadal rainfall. Products blending thermal infrared and passive microwave imagery perform better than infrared only products and particularly when meteorological patterns are more complex, such as over the coastal, central and south regions of Mozambique, where precipitation is influenced by frontal systems.

Evaluation of satellite rainfall estimates for drought and flood monitoring in Mozambique

Science.gov (United States)

Tote, Carolien; Patricio, Domingos; Boogaard, Hendrik; van der Wijngaart, Raymond; Tarnavsky, Elena; Funk, Christopher C.

2015-01-01

Satellite derived rainfall products are useful for drought and flood early warning and overcome the problem of sparse, unevenly distributed and erratic rain gauge observations, provided their accuracy is well known. Mozambique is highly vulnerable to extreme weather events such as major droughts and floods and thus, an understanding of the strengths and weaknesses of different rainfall products is valuable. Three dekadal (10-day) gridded satellite rainfall products (TAMSAT African Rainfall Climatology And Time-series (TARCAT) v2.0, Famine Early Warning System NETwork (FEWS NET) Rainfall Estimate (RFE) v2.0, and Climate Hazards Group InfraRed Precipitation with Stations (CHIRPS)) are compared to independent gauge data (2001–2012). This is done using pairwise comparison statistics to evaluate the performance in estimating rainfall amounts and categorical statistics to assess rain-detection capabilities. The analysis was performed for different rainfall categories, over the seasonal cycle and for regions dominated by different weather systems. Overall, satellite products overestimate low and underestimate high dekadal rainfall values. The RFE and CHIRPS products perform as good, generally outperforming TARCAT on the majority of statistical measures of skill. TARCAT detects best the relative frequency of rainfall events, while RFE underestimates and CHIRPS overestimates the rainfall events frequency. Differences in products performance disappear with higher rainfall and all products achieve better results during the wet season. During the cyclone season, CHIRPS shows the best results, while RFE outperforms the other products for lower dekadal rainfall. Products blending thermal infrared and passive microwave imagery perform better than infrared only products and particularly when meteorological patterns are more complex, such as over the coastal, central and south regions of Mozambique, where precipitation is influenced by frontal systems.

Real-time dynamic control of the Three Gorges Reservoir by coupling numerical weather rainfall prediction and flood forecasting

DEFF Research Database (Denmark)

Wang, Y.; Chen, H.; Rosbjerg, Dan

2013-01-01

In reservoir operation improvement of the accuracy of forecast flood inflow and extension of forecast lead-time can effectively be achieved by using rainfall forecasts from numerical weather predictions with a hydrological catchment model. In this study, the Regional Spectrum Model (RSM), which...... is developed by the Japan Meteorological Agency, was used to forecast rainfall with 5 days lead-time in the upper region of the Three Gorges Reservoir (TGR). A conceptual hydrological model, the Xinanjiang Model, has been set up to forecast the inflow flood of TGR by the Ministry of Water Resources Information...... season 2012 as example, real-time dynamic control of the FLWL was implemented by using the forecasted reservoir flood inflow as input. The forecasted inflow with 5 days lead-time rainfall forecast was evaluated by several performance indices, including the mean relative error of the volumetric reservoir...

Influence of southern oscillation on autumn rainfall in Iran (1951-2011)

Science.gov (United States)

Roghani, Rabbaneh; Soltani, Saeid; Bashari, Hossein

2016-04-01

This study aimed to investigate the relationships between southern oscillation and autumn (October-December) rainfall in Iran. It also sought to identify the possible physical mechanisms involved in the mentioned relationships by analyzing observational atmospheric data. Analyses were based on monthly rainfall data from 50 synoptic stations with at least 35 years of records up to the end of 2011. Autumn rainfall time series were grouped by the average Southern Oscillation Index (SOI) and SOI phase methods. Significant differences between rainfall groups in each method were assessed by Kruskal-Wallis and Kolmogorov-Smirnov non-parametric tests. Their relationships were also validated using the linear error in probability space (LEPS) test. The results showed that average SOI and SOI phases during July-September were related with autumn rainfall in some regions located in the west and northwest of Iran, west coasts of the Caspian Sea and southern Alborz Mountains. The El Niño (negative) and La Niña (positive) phases were associated with increased and decreased autumn rainfall, respectively. Our findings also demonstrated the persistence of Southern Pacific Ocean's pressure signals on autumn rainfall in Iran. Geopotential height patterns were totally different in the selected El Niño and La Niña years over Iran. During the El Niño years, a cyclone was formed over the north of Iran and an anticyclone existed over the Mediterranean Sea. During La Niña years, the cyclone shifted towards the Mediterranean Sea and an anticyclone developed over Iran. While these El Niño conditions increased autumn rainfall in Iran, the opposite conditions during the La Niña phase decreased rainfall in the country. In conclusion, development of rainfall prediction models based on the SOI can facilitate agricultural and water resources management in Iran.

Multivariate Analysis of Erosivity Indices and Rainfall Physical Characteristics Associated with Rainfall Patterns in Rio de Janeiro

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Roriz Luciano Machado

2017-12-01

Full Text Available ABSTRACT The identification of areas with greater erosive potential is important for planning soil and water conservation. The objective of this study was to evaluate the physical characteristics of rainfall events in the state of Rio de Janeiro, Brazil, and their interactions with rainfall patterns through multivariate statistical analysis. Rainfall depth, kinetic energy, 30-min intensity (I30, duration of rainfall events, and the erosivity indices KE >10, KE >25, and EI30 in 36 locations (stations were subjected to principal component analysis (PCA and canonical discriminant analysis (CDA. Based on evaluation of the respective historical series of hyetographs, it was found that the advanced pattern occurs with highest frequency (51.8 %, followed by the delayed pattern (26.1 %, and by the intermediate pattern (22.1 %. All the evaluated rainfall characteristics have high response capacity in describing localities and rainfall patterns through PCA and CDA. In CDA, the Tukey test (p<0.05 applied to the scores of the first canonical discriminant function (CDF1 allowed differentiation of the stations with respect to the rainfall and erosivity characteristics for the advanced and delayed patterns. In the delayed pattern, the localities of Angra dos Reis, Campos, Eletrobrás, Manuel Duarte, Santa Isabel do Rio Preto, Tanguá, Teresópolis, Vila Mambucaba, and Xerém had the highest CDF1 scores, indicating that they have rainfalls with higher depth, I30, and duration because the standardized canonical coefficient (SCC and the correlation coefficient (“r” of these characteristics were positive. The rainfall events in the state of Rio de Janeiro differ from one locality to another in relation to the advanced and delayed rainfall patterns, mainly due to the physical characteristics of rainfall depth, I30, and duration, indicating a higher risk of soil loss and runoff in the localities where rainfall events with the delayed pattern prevail.

Entropic Analysis of Electromyography Time Series

Science.gov (United States)

Kaufman, Miron; Sung, Paul

2005-03-01

We are in the process of assessing the effectiveness of fractal and entropic measures for the diagnostic of low back pain from surface electromyography (EMG) time series. Surface electromyography (EMG) is used to assess patients with low back pain. In a typical EMG measurement, the voltage is measured every millisecond. We observed back muscle fatiguing during one minute, which results in a time series with 60,000 entries. We characterize the complexity of time series by computing the Shannon entropy time dependence. The analysis of the time series from different relevant muscles from healthy and low back pain (LBP) individuals provides evidence that the level of variability of back muscle activities is much larger for healthy individuals than for individuals with LBP. In general the time dependence of the entropy shows a crossover from a diffusive regime to a regime characterized by long time correlations (self organization) at about 0.01s.

Variation Trend Analysis of Runoff and Sediment Time Series Based on the R/S Analysis of Simulated Loess Tilled Slopes in the Loess Plateau, China

Directory of Open Access Journals (Sweden)

Ju Zhang

2017-12-01

Full Text Available The objective of this study was to illustrate the temporal variation of runoff and sediment of loess tilled slopes under successive rainfall conditions. Loess tilled slopes with four microtopography types (straight cultivated slope, artificial backhoe, artificial digging, and contour tillage under five slope gradients (5°, 10°, 15°, 20°, 25° were simulated and a rainfall intensity of 60 mm/h was adopted. The temporal trends of runoff and sediment yield were predicted based on the Rescaled Range (R/S analysis method. The results indicate that the Hurst indices of runoff time series and sediment time series are higher than 0.5, and a long-term positive correlation exists between the future and the past. This means that runoff and sediment of loess tilled slopes in the future will have the same trends as in the past. The results obtained by the classical R/S analysis method were the same as those of the modified R/S analysis method. The rationality and reliability of the R/S analysis method were further identified and the method can be used for predicting the trend of runoff and sediment yield. The correlation between the microtopography and the Hurst indices of the runoff and sediment yield time series, as well as between the slopes and the Hurst indices, were tested, and the result was that there was no significant correlation between them. The microtopography and slopes cannot affect the correlation and continuity of runoff and sediment yield time series. This study provides an effective method for predicting variations in the trends of runoff and sediment yield on loess tilled slopes.

Generation of intensity duration frequency curves and intensity temporal variability pattern of intense rainfall for Lages/SC

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Célio Orli Cardoso

2014-04-01

Full Text Available The objective of this work was to analyze the frequency distribution and intensity temporal variability of intense rainfall for Lages/SC from diary pluviograph data. Data on annual series of maximum rainfalls from rain gauges of the CAV-UDESC Weather Station in Lages/SC were used from 2000 to 2009. Gumbel statistic distribution was applied in order to obtain the rainfall height and intensity in the following return periods: 2, 5, 10, 15 and 20 years. Results showed intensity-duration-frequency curves (I-D-F for those return periods, as well as I-D-F equations: i=2050.Tr0,20.(t+30-0,89, where i was the intensity, Tr was the rainfall return periods and t was the rainfall duration. For the intensity of temporal variability pattern along of the rainfall duration time, the convective, or advanced pattern was the predominant, with larger precipitate rainfalls in the first half of the duration. The same pattern presented larger occurrences in the spring and summer stations.

Quantifying memory in complex physiological time-series.

Science.gov (United States)

Shirazi, Amir H; Raoufy, Mohammad R; Ebadi, Haleh; De Rui, Michele; Schiff, Sami; Mazloom, Roham; Hajizadeh, Sohrab; Gharibzadeh, Shahriar; Dehpour, Ahmad R; Amodio, Piero; Jafari, G Reza; Montagnese, Sara; Mani, Ali R

2013-01-01

In a time-series, memory is a statistical feature that lasts for a period of time and distinguishes the time-series from a random, or memory-less, process. In the present study, the concept of "memory length" was used to define the time period, or scale over which rare events within a physiological time-series do not appear randomly. The method is based on inverse statistical analysis and provides empiric evidence that rare fluctuations in cardio-respiratory time-series are 'forgotten' quickly in healthy subjects while the memory for such events is significantly prolonged in pathological conditions such as asthma (respiratory time-series) and liver cirrhosis (heart-beat time-series). The memory length was significantly higher in patients with uncontrolled asthma compared to healthy volunteers. Likewise, it was significantly higher in patients with decompensated cirrhosis compared to those with compensated cirrhosis and healthy volunteers. We also observed that the cardio-respiratory system has simple low order dynamics and short memory around its average, and high order dynamics around rare fluctuations.

Effective Feature Preprocessing for Time Series Forecasting

DEFF Research Database (Denmark)

Zhao, Junhua; Dong, Zhaoyang; Xu, Zhao

2006-01-01

Time series forecasting is an important area in data mining research. Feature preprocessing techniques have significant influence on forecasting accuracy, therefore are essential in a forecasting model. Although several feature preprocessing techniques have been applied in time series forecasting...... performance in time series forecasting. It is demonstrated in our experiment that, effective feature preprocessing can significantly enhance forecasting accuracy. This research can be a useful guidance for researchers on effectively selecting feature preprocessing techniques and integrating them with time...... series forecasting models....

Scaling properties of rainfall records in some Mexican zones

Science.gov (United States)

Angulo-Fernández, Fercia; Reyes-Ramírez, Israel; Flores-Márquez, Elsa Leticia

2018-04-01

Since the 1990 decade, it has been suggested that atmospheric processes associated with rainfall could be a self-organized critical (SOC) phenomenon similar, for example, to seismicity. In this sense, the rain events taken as the output of the complex atmospheric system (sun's radiation, water evaporation, clouds, etc.) are analogous to earthquakes, as the output of a relaxation process of the earth crust. A clue on this possible SOC behavior of rain phenomenon has been the ubiquitous presence of power laws in rain statistics. In the present article, we report the scaling properties of rain precipitation data taken from meteorological stations located at six zones of Mexico. Our results are consistent with those that assert that rainfall is a SOC phenomenon. We also analyze the Hurst exponent, which is appropriate to measure long-term memory of time series.

Improving rainfall representation for large-scale hydrological modelling of tropical mountain basins

Science.gov (United States)

Zulkafli, Zed; Buytaert, Wouter; Onof, Christian; Lavado, Waldo; Guyot, Jean-Loup

2013-04-01

Errors in the forcing data are sometimes overlooked in hydrological studies even when they could be the most important source of uncertainty. The latter particularly holds true in tropical countries with short historical records of rainfall monitoring and remote areas with sparse rain gauge network. In such instances, alternative data such as the remotely sensed precipitation from the TRMM (Tropical Rainfall Measuring Mission) satellite have been used. These provide a good spatial representation of rainfall processes but have been established in the literature to contain volumetric biases that may impair the results of hydrological modelling or worse, are compensated during model calibration. In this study, we analysed precipitation time series from the TMPA (TRMM Multiple Precipitation Algorithm, version 6) against measurements from over 300 gauges in the Andes and Amazon regions of Peru and Ecuador. We found moderately good monthly correlation between the pixel and gauge pairs but a severe underestimation of rainfall amounts and wet days. The discrepancy between the time series pairs is particularly visible over the east side of the Andes and may be attributed to localized and orographic-driven high intensity rainfall, which the satellite product may have limited skills at capturing due to technical and scale issues. This consequently results in a low bias in the simulated streamflow volumes further downstream. In comparison, with the recently released TMPA, version 7, the biases reduce. This work further explores several approaches to merge the two sources of rainfall measurements, each of a different spatial and temporal support, with the objective of improving the representation of rainfall in hydrological simulations. The methods used are (1) mean bias correction (2) data assimilation using Kalman filter Bayesian updating. The results are evaluated by means of (1) a comparison of runoff ratios (the ratio of the total runoff and the total precipitation over an

Analysis of forecasting malaria case with climatic factors as predictor in Mandailing Natal Regency: a time series study

Science.gov (United States)

Aulia, D.; Ayu, S. F.; Matondang, A.

2018-01-01

Malaria is the most contagious global concern. As a public health problem with outbreaks, affect the quality of life and economy, also could lead to death. Therefore, this research is to forecast malaria cases with climatic factors as predictors in Mandailing Natal Regency. The total number of positive malaria cases on January 2008 to December 2016 were taken from health department of Mandailing Natal Regency. Climates data such as rainfall, humidity, and temperature were taken from Center of Statistic Department of Mandailing Natal Regency. E-views ver. 9 is used to analyze this study. Autoregressive integrated average, ARIMA (0,1,1) (1,0,0)12 is the best model to explain the 67,2% variability data in time series study. Rainfall (P value = 0.0005), temperature (P value = 0,0029) and humidity (P value = 0.0001) are significant predictors for malaria transmission. Seasonal adjusted factor (SAF) in November and March shows peak for malaria cases.

Remote sensing time series analysis for crop monitoring with the SPIRITS software: new functionalities and use examples

Directory of Open Access Journals (Sweden)

Felix eRembold

2015-07-01

Full Text Available Monitoring crop and natural vegetation conditions is highly relevant, particularly in the food insecure areas of the world. Data from remote sensing image time series at high temporal and medium to low spatial resolution can assist this monitoring as they provide key information about vegetation status in near real-time over large areas. The Software for the Processing and Interpretation of Remotely sensed Image Time Series (SPIRITS is a stand-alone flexible analysis environment created to facilitate the processing and analysis of large image time series and ultimately for providing clear information about vegetation status in various graphical formats to crop production analysts and decision makers. In this paper we present the latest functional developments of SPIRITS and we illustrate recent applications. The main new developments include: HDF5 importer, Image re-projection, additional options for temporal Smoothing and Periodicity conversion, computation of a rainfall-based probability index (Standardized Precipitation Index for drought detection and extension of the Graph composer functionalities.In particular,. The examples of operational analyses are taken from several recent agriculture and food security monitoring reports and bulletins. We conclude with considerations on future SPIRITS developments also in view of the data processing requirements imposed by the coming generation of remote sensing products at high spatial and temporal resolution, such as those provided by the Sentinel sensors of the European Copernicus programme.

Regionalization of the Modified Bartlett-Lewis Rectangular Pulse Stochastic Rainfall Model

OpenAIRE

Dongkyun Kim; Francisco Olivera; Huidae Cho; Scott A. Socolofsky

2013-01-01

Parameters of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP) stochastic rainfall simulation model were regionalized across the contiguous United States. Three thousand four hundred forty-four National Climate Data Center (NCDC) rain gauges were used to obtain spatial and seasonal patterns of the model parameters. The MBLRP model was calibrated to minimize the discrepancy between the precipitation depth statistics between the observed and MBLRP-generated precipitation time series. These...

Return period curves for extreme 5-min rainfall amounts at the Barcelona urban network

Science.gov (United States)

Lana, X.; Casas-Castillo, M. C.; Serra, C.; Rodríguez-Solà, R.; Redaño, A.; Burgueño, A.; Martínez, M. D.

2018-03-01

Heavy rainfall episodes are relatively common in the conurbation of Barcelona and neighbouring cities (NE Spain), usually due to storms generated by convective phenomena in summer and eastern and south-eastern advections in autumn. Prevention of local flood episodes and right design of urban drainage have to take into account the rainfall intensity spread instead of a simple evaluation of daily rainfall amounts. The database comes from 5-min rain amounts recorded by tipping buckets in the Barcelona urban network along the years 1994-2009. From these data, extreme 5-min rain amounts are selected applying the peaks-over-threshold method for thresholds derived from both 95% percentile and the mean excess plot. The return period curves are derived from their statistical distribution for every gauge, describing with detail expected extreme 5-min rain amounts across the urban network. These curves are compared with those derived from annual extreme time series. In this way, areas in Barcelona submitted to different levels of flood risk from the point of view of rainfall intensity are detected. Additionally, global time trends on extreme 5-min rain amounts are quantified for the whole network and found as not statistically significant.

Statistical criteria for characterizing irradiance time series.

Energy Technology Data Exchange (ETDEWEB)

Stein, Joshua S.; Ellis, Abraham; Hansen, Clifford W.

2010-10-01

We propose and examine several statistical criteria for characterizing time series of solar irradiance. Time series of irradiance are used in analyses that seek to quantify the performance of photovoltaic (PV) power systems over time. Time series of irradiance are either measured or are simulated using models. Simulations of irradiance are often calibrated to or generated from statistics for observed irradiance and simulations are validated by comparing the simulation output to the observed irradiance. Criteria used in this comparison should derive from the context of the analyses in which the simulated irradiance is to be used. We examine three statistics that characterize time series and their use as criteria for comparing time series. We demonstrate these statistics using observed irradiance data recorded in August 2007 in Las Vegas, Nevada, and in June 2009 in Albuquerque, New Mexico.

Spatio-temporal monitoring of vegetation phenology in the dry sub-humid region of Nigeria using time series of AVHRR NDVI and TAMSAT datasets

Science.gov (United States)

Osunmadewa, Babatunde Adeniyi; Gebrehiwot, Worku Zewdie; Csaplovics, Elmar; Adeofun, Olabinjo Clement

2018-03-01

Time series data are of great importance for monitoring vegetation phenology in the dry sub-humid regions where change in land cover has influence on biomass productivity. However few studies have inquired into examining the impact of rainfall and land cover change on vegetation phenology. This study explores Seasonal Trend Analysis (STA) approach in order to investigate overall greenness, peak of annual greenness and timing of annual greenness in the seasonal NDVI cycle. Phenological pattern for the start of season (SOS) and end of season (EOS) was also examined across different land cover types in four selected locations. A significant increase in overall greenness (amplitude 0) and a significant decrease in other greenness trend maps (amplitude 1 and phase 1) was observed over the study period. Moreover significant positive trends in overall annual rainfall (amplitude 0) was found which follows similar pattern with vegetation trend. Variation in the timing of peak of greenness (phase 1) was seen in the four selected locations, this indicate a change in phenological trend. Additionally, strong relationship was revealed by the result of the pixel-wise regression between NDVI and rainfall. Change in vegetation phenology in the study area is attributed to climatic variability than anthropogenic activities.

Spatio-temporal monitoring of vegetation phenology in the dry sub-humid region of Nigeria using time series of AVHRR NDVI and TAMSAT datasets

Directory of Open Access Journals (Sweden)

Osunmadewa Babatunde Adeniyi

2018-03-01

Full Text Available Time series data are of great importance for monitoring vegetation phenology in the dry sub-humid regions where change in land cover has influence on biomass productivity. However few studies have inquired into examining the impact of rainfall and land cover change on vegetation phenology. This study explores Seasonal Trend Analysis (STA approach in order to investigate overall greenness, peak of annual greenness and timing of annual greenness in the seasonal NDVI cycle. Phenological pattern for the start of season (SOS and end of season (EOS was also examined across different land cover types in four selected locations. A significant increase in overall greenness (amplitude 0 and a significant decrease in other greenness trend maps (amplitude 1 and phase 1 was observed over the study period. Moreover significant positive trends in overall annual rainfall (amplitude 0 was found which follows similar pattern with vegetation trend. Variation in the timing of peak of greenness (phase 1 was seen in the four selected locations, this indicate a change in phenological trend. Additionally, strong relationship was revealed by the result of the pixel-wise regression between NDVI and rainfall. Change in vegetation phenology in the study area is attributed to climatic variability than anthropogenic activities.

Changing character of rainfall in eastern China, 1951–2007

Science.gov (United States)

Day, Jesse A.; Fung, Inez; Liu, Weihan

2018-03-01

The topography and continental configuration of East Asia favor the year-round existence of storm tracks that extend thousands of kilometers from China into the northwestern Pacific Ocean, producing zonally elongated patterns of rainfall that we call “frontal rain events.” In spring and early summer (known as “Meiyu Season”), frontal rainfall intensifies and shifts northward during a series of stages collectively known as the East Asian summer monsoon. Using a technique called the Frontal Rain Event Detection Algorithm, we create a daily catalog of all frontal rain events in east China during 1951–2007, quantify their attributes, and classify all rainfall on each day as either frontal, resulting from large-scale convergence, or nonfrontal, produced by local buoyancy, topography, or typhoons. Our climatology shows that the East Asian summer monsoon consists of a series of coupled changes in frontal rain event frequency, latitude, and daily accumulation. Furthermore, decadal changes in the amount and distribution of rainfall in east China are overwhelmingly due to changes in frontal rainfall. We attribute the “South Flood–North Drought” pattern observed beginning in the 1980s to changes in the frequency of frontal rain events, while the years 1994–2007 witnessed an uptick in event daily accumulation relative to the rest of the study years. This particular signature may reflect the relative impacts of global warming, aerosol loading, and natural variability on regional rainfall, potentially via shifting the East Asian jet stream.

Derived flood frequency analysis using different model calibration strategies based on various types of rainfall-runoff data - a comparison

Science.gov (United States)

Haberlandt, U.; Radtke, I.

2013-08-01

Derived flood frequency analysis allows to estimate design floods with hydrological modelling for poorly observed basins considering change and taking into account flood protection measures. There are several possible choices about precipitation input, discharge output and consequently regarding the calibration of the model. The objective of this study is to compare different calibration strategies for a hydrological model considering various types of rainfall input and runoff output data sets. Event based and continuous observed hourly rainfall data as well as disaggregated daily rainfall and stochastically generated hourly rainfall data are used as input for the model. As output short hourly and longer daily continuous flow time series as well as probability distributions of annual maximum peak flow series are employed. The performance of the strategies is evaluated using the obtained different model parameter sets for continuous simulation of discharge in an independent validation period and by comparing the model derived flood frequency distributions with the observed one. The investigations are carried out for three mesoscale catchments in Northern Germany with the hydrological model HEC-HMS. The results show that: (i) the same type of precipitation input data should be used for calibration and application of the hydrological model, (ii) a model calibrated using a small sample of extreme values works quite well for the simulation of continuous time series with moderate length but not vice versa, (iii) the best performance with small uncertainty is obtained when stochastic precipitation data and the observed probability distribution of peak flows are used for model calibration. This outcome suggests to calibrate a hydrological model directly on probability distributions of observed peak flows using stochastic rainfall as input if its purpose is the application for derived flood frequency analysis.

Homogenising time series: beliefs, dogmas and facts

Science.gov (United States)

Domonkos, P.

2011-06-01

In the recent decades various homogenisation methods have been developed, but the real effects of their application on time series are still not known sufficiently. The ongoing COST action HOME (COST ES0601) is devoted to reveal the real impacts of homogenisation methods more detailed and with higher confidence than earlier. As a part of the COST activity, a benchmark dataset was built whose characteristics approach well the characteristics of real networks of observed time series. This dataset offers much better opportunity than ever before to test the wide variety of homogenisation methods, and analyse the real effects of selected theoretical recommendations. Empirical results show that real observed time series usually include several inhomogeneities of different sizes. Small inhomogeneities often have similar statistical characteristics than natural changes caused by climatic variability, thus the pure application of the classic theory that change-points of observed time series can be found and corrected one-by-one is impossible. However, after homogenisation the linear trends, seasonal changes and long-term fluctuations of time series are usually much closer to the reality than in raw time series. Some problems around detecting multiple structures of inhomogeneities, as well as that of time series comparisons within homogenisation procedures are discussed briefly in the study.

A DETERMINISTIC GEOMETRIC REPRESENTATION OF TEMPORAL RAINFALL: SENSITIVITY ANALYSIS FOR A STORM IN BOSTON. (R824780)

Science.gov (United States)

In an earlier study, Puente and Obregón [Water Resour. Res. 32(1996)2825] reported on the usage of a deterministic fractal–multifractal (FM) methodology to faithfully describe an 8.3 h high-resolution rainfall time series in Boston, gathered every 15 s ...

Ocean time-series near Bermuda: Hydrostation S and the US JGOFS Bermuda Atlantic time-series study

Science.gov (United States)

Michaels, Anthony F.; Knap, Anthony H.

1992-01-01

Bermuda is the site of two ocean time-series programs. At Hydrostation S, the ongoing biweekly profiles of temperature, salinity and oxygen now span 37 years. This is one of the longest open-ocean time-series data sets and provides a view of decadal scale variability in ocean processes. In 1988, the U.S. JGOFS Bermuda Atlantic Time-series Study began a wide range of measurements at a frequency of 14-18 cruises each year to understand temporal variability in ocean biogeochemistry. On each cruise, the data range from chemical analyses of discrete water samples to data from electronic packages of hydrographic and optics sensors. In addition, a range of biological and geochemical rate measurements are conducted that integrate over time-periods of minutes to days. This sampling strategy yields a reasonable resolution of the major seasonal patterns and of decadal scale variability. The Sargasso Sea also has a variety of episodic production events on scales of days to weeks and these are only poorly resolved. In addition, there is a substantial amount of mesoscale variability in this region and some of the perceived temporal patterns are caused by the intersection of the biweekly sampling with the natural spatial variability. In the Bermuda time-series programs, we have added a series of additional cruises to begin to assess these other sources of variation and their impacts on the interpretation of the main time-series record. However, the adequate resolution of higher frequency temporal patterns will probably require the introduction of new sampling strategies and some emerging technologies such as biogeochemical moorings and autonomous underwater vehicles.

Assessing the Regional Frequency, Intensity, and Spatial Extent of Tropical Cyclone Rainfall

Science.gov (United States)

Bosma, C.; Wright, D.; Nguyen, P.

2017-12-01

While the strength of a hurricane is generally classified based on its wind speed, the unprecedented rainfall-driven flooding experienced in southeastern Texas during Hurricane Harvey clearly highlights the need for better understanding of the hazards associated with extreme rainfall from hurricanes and other tropical systems. In this study, we seek to develop a framework for describing the joint probabilistic and spatio-temporal properties of extreme rainfall from hurricanes and other tropical systems. Furthermore, we argue that commonly-used terminology - such as the "500-year storm" - fail to convey the true properties of tropical cyclone rainfall occurrences in the United States. To quantify the magnitude and spatial extent of these storms, a database consisting of hundreds of unique rainfall volumetric shapes (or "voxels") was created. Each voxel is a four-dimensional object, created by connecting, in both space and time, gridded rainfall observations from the daily, gauge-based NOAA CPC-Unified precipitation dataset. Individual voxels were then associated with concurrent tropical cyclone tracks from NOAA's HURDAT-2 archive, to create distinct representations of the rainfall associated with every Atlantic tropical system making landfall over (or passing near) the United States since 1948. Using these voxels, a series of threshold-excess extreme value models were created to estimate the recurrence intervals of extreme tropical cyclone rainfall, both nationally and locally, for single and multi-day timescales. This voxel database also allows for the "indexing" of past events, placing recent extremes - such as the 50+ inches of rain observed during Hurricane Harvey - into a national context and emphasizing how rainfall totals that are rare at the point scale may be more frequent from a regional perspective.

Spatial and Temporal Variability of Rainfall in the Gandaki River Basin of Nepal Himalaya

Directory of Open Access Journals (Sweden)

Jeeban Panthi

2015-03-01

Full Text Available Landslides, floods, and droughts are recurring natural disasters in Nepal related to too much or too little water. The summer monsoon contributes more than 80% of annual rainfall, and rainfall spatial and inter-annual variation is very high. The Gandaki River, one of the three major rivers of Nepal and one of the major tributaries of the Ganges River, covers all agro-ecological zones in the central part of Nepal. Time series tests were applied for different agro-ecological zones of the Gandaki River Basin (GRB for rainfall trends of four seasons (pre-monsoon, monsoon, post-monsoon and winter from 1981 to 2012. The non-parametric Mann-Kendall and Sen’s methods were used to determine the trends. Decadal anomalies relative to the long-term average were analyzed using the APHRODITE precipitation product. Trends in number of rainy days and timing of the monsoon were also analyzed. We found that the post-monsoon, pre-monsoon and winter rainfalls are decreasing significantly in most of the zones but monsoon rainfall is increasing throughout the basin. In the hill region, the annual rainfall is increasing but the rainy days do not show any trend. There is a tendency toward later departure of monsoon from Nepal, indicating an increase in its duration. These seasonally and topographically variable trends may have significant impacts for the agriculture and livestock smallholders that form the majority of the population in the GRB.

Multivariate Time Series Decomposition into Oscillation Components.

Science.gov (United States)

Matsuda, Takeru; Komaki, Fumiyasu

2017-08-01

Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.

Forecasting Enrollments with Fuzzy Time Series.

Science.gov (United States)

Song, Qiang; Chissom, Brad S.

The concept of fuzzy time series is introduced and used to forecast the enrollment of a university. Fuzzy time series, an aspect of fuzzy set theory, forecasts enrollment using a first-order time-invariant model. To evaluate the model, the conventional linear regression technique is applied and the predicted values obtained are compared to the…

Constraining continuous rainfall simulations for derived design flood estimation

Science.gov (United States)

Woldemeskel, F. M.; Sharma, A.; Mehrotra, R.; Westra, S.

2016-11-01

Stochastic rainfall generation is important for a range of hydrologic and water resources applications. Stochastic rainfall can be generated using a number of models; however, preserving relevant attributes of the observed rainfall-including rainfall occurrence, variability and the magnitude of extremes-continues to be difficult. This paper develops an approach to constrain stochastically generated rainfall with an aim of preserving the intensity-durationfrequency (IFD) relationships of the observed data. Two main steps are involved. First, the generated annual maximum rainfall is corrected recursively by matching the generated intensity-frequency relationships to the target (observed) relationships. Second, the remaining (non-annual maximum) rainfall is rescaled such that the mass balance of the generated rain before and after scaling is maintained. The recursive correction is performed at selected storm durations to minimise the dependence between annual maximum values of higher and lower durations for the same year. This ensures that the resulting sequences remain true to the observed rainfall as well as represent the design extremes that may have been developed separately and are needed for compliance reasons. The method is tested on simulated 6 min rainfall series across five Australian stations with different climatic characteristics. The results suggest that the annual maximum and the IFD relationships are well reproduced after constraining the simulated rainfall. While our presentation focusses on the representation of design rainfall attributes (IFDs), the proposed approach can also be easily extended to constrain other attributes of the generated rainfall, providing an effective platform for post-processing of stochastic rainfall generators.

Duration-frequency relationships of heavy rainfall in Santa Catarina, Brazil

Directory of Open Access Journals (Sweden)

Álvaro José Back

2012-06-01

Full Text Available The purpose of this study was to adjust equations that establish relationships between rainfall events with different duration and data from weather stations in the state of Santa Catarina, Brazil. In this study, the relationships between different duration heavy rainfalls from 13 weather stations of Santa Catarina were analyzed. From series of maximum annual rainfalls, and using the Gumbel-Chow distribution, the maximum rainfall for durations between 5 min and 24 h were estimated considering return periods from 2 to 100 years. The data fit to the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test at 5 % significance. The coefficients of Bell's equation were adjusted to estimate the relationship between rainfall duration t (min and the return period T (y in relation to the maximum rainfall with a duration of 1 hour and a 10 year return period. Likewise, the coefficients of Bell's equation were adjusted based on the maximum rainfall with a duration of 1 day and a 10 year return period. The results showed that these relationships are viable to estimate short-duration rainfall events at locations where there are no rainfall records.

Rainfall variability over South-east Asia - connections with Indian monsoon and ENSO extremes: new perspectives

Science.gov (United States)

Kripalani, R. H.; Kulkarni, Ashwini

1997-09-01

Seasonal and annual rainfall data for 135 stations for periods varying from 25 to 125 years are utilized to investigate and understand the interannual and short-term (decadal) climate variability over the South-east Asian domain. Contemporaneous relations during the summer monsoon period (June to September) reveal that the rainfall variations over central India, north China, northern parts of Thailand, central parts of Brunei and Borneo and the Indonesian region east of 120°E vary in phase. However, the rainfall variations over the regions surrounding the South China Sea, in particular the north-west Philippines, vary in the opposite phase. Possible dynamic causes for the spatial correlation structure obtained are discussed.Based on the instrumental data available and on an objective criteria, regional rainfall anomaly time series for contiguous regions over Thailand, Malaysia, Singapore, Brunei, Indonesia and Philippines are prepared. Results reveal that although there are year-to-year random fluctuations, there are certain epochs of the above- and below-normal rainfall over each region. These epochs are not forced by the El Niño/La Nina frequencies. Near the equatorial regions the epochs tend to last for about a decade, whereas over the tropical regions, away from the Equator, epochs last for about three decades. There is no systematic climate change or trend in any of the series. Further, the impact of El Niño (La Nina) on the rainfall regimes is more severe during the below (above) normal epochs than during the above (below) normal epochs. Extreme drought/flood situations tend to occur when the epochal behaviour and the El Niño/La Nina events are phase-locked.

Space/time analysis of fecal pollution and rainfall in an eastern North Carolina estuary.

Science.gov (United States)

Coulliette, Angela D; Money, Eric S; Serre, Marc L; Noble, Rachel T

2009-05-15

The Newport River Estuary (NPRE) is a high-priority shellfish harvesting area in eastern North Carolina that is impaired due to fecal contamination, specifically exceeding recommended levels for fecal coliforms. A hydrologic-driven mean trend model was developed, as a function of antecedent rainfall, in the NPRE to predict levels of Escherichia coli (EC, measured as a proxyforfecal coliforms). This mean trend model was integrated in a Bayesian Maximum Entropy (BME) framework to produce informative space/time (S/T) maps depicting fecal contamination across the NPRE during winter and summer months. These maps showed that during dry winter months, corretponding to the oyster harvesting season in North Carolina (October 1-March 30), predicted EC concentrations were below the shellfish harvesting standard (14 MPN/100 mL). However, after substantial rainfall of 3.81 cm (1.5 in.), the NPRE did not appear to mee this requirement. Warmer months resulted in the predicted EC concentrations exceeding the threshold for the NPRE. Predicted ENT concentrations were generally below the recreational water quality threshold (104 MPN/100 mL), except for warmer months after substantial rainfall. Once established, this combined approach produces near real-time visual information on which to base water quality management decisions.

Rainfall Downscaling Conditional on Upper-air Variables: Assessing Rainfall Statistics in a Changing Climate

Science.gov (United States)

Langousis, Andreas; Deidda, Roberto; Marrocu, Marino; Kaleris, Vassilios

2014-05-01

climate model results, b) check and validate the stochastic downscaling scheme for the period when precipitation measurements are available, and c) simulate synthetic rainfall series based on future climate projections of upper-air indices. The obtained results shed light to the effects of climate change on the statistical structure of rainfall. Acknowledgments: The research project is implemented within the framework of the Action "Supporting Postdoctoral Researchers" of the Operational Program "Education and Lifelong Learning" (Action's Beneficiary: General Secretariat for Research and Technology), and is co-financed by the European Social Fund (ESF) and the Greek State. CRS4 highly acknowledges the contribution of the Sardinian regional authorities.

Deterministic Approach for Estimating Critical Rainfall Threshold of Rainfall-induced Landslide in Taiwan

Science.gov (United States)

Chung, Ming-Chien; Tan, Chih-Hao; Chen, Mien-Min; Su, Tai-Wei

2013-04-01

Taiwan is an active mountain belt created by the oblique collision between the northern Luzon arc and the Asian continental margin. The inherent complexities of geological nature create numerous discontinuities through rock masses and relatively steep hillside on the island. In recent years, the increase in the frequency and intensity of extreme natural events due to global warming or climate change brought significant landslides. The causes of landslides in these slopes are attributed to a number of factors. As is well known, rainfall is one of the most significant triggering factors for landslide occurrence. In general, the rainfall infiltration results in changing the suction and the moisture of soil, raising the unit weight of soil, and reducing the shear strength of soil in the colluvium of landslide. The stability of landslide is closely related to the groundwater pressure in response to rainfall infiltration, the geological and topographical conditions, and the physical and mechanical parameters. To assess the potential susceptibility to landslide, an effective modeling of rainfall-induced landslide is essential. In this paper, a deterministic approach is adopted to estimate the critical rainfall threshold of the rainfall-induced landslide. The critical rainfall threshold is defined as the accumulated rainfall while the safety factor of the slope is equal to 1.0. First, the process of deterministic approach establishes the hydrogeological conceptual model of the slope based on a series of in-situ investigations, including geological drilling, surface geological investigation, geophysical investigation, and borehole explorations. The material strength and hydraulic properties of the model were given by the field and laboratory tests. Second, the hydraulic and mechanical parameters of the model are calibrated with the long-term monitoring data. Furthermore, a two-dimensional numerical program, GeoStudio, was employed to perform the modelling practice. Finally

Forecasting Cryptocurrencies Financial Time Series

DEFF Research Database (Denmark)

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely...

Forecasting Cryptocurrencies Financial Time Series

OpenAIRE

Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco

2018-01-01

This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely on Dynamic Model Averaging to combine a large set of univariate Dynamic Linear Models and several multivariate Vector Autoregressive models with different forms of time variation. We find statistical si...

Trends and homogeneity of monthly, seasonal, and annual rainfall over arid region of Rajasthan, India

Science.gov (United States)

Meena, Hari Mohan; Machiwal, Deepesh; Santra, Priyabrata; Moharana, Pratap Chandra; Singh, D. V.

2018-05-01

Knowledge of rainfall variability is important for regional-scale planning and management of water resources in agriculture. This study explores spatio-temporal variations, trends, and homogeneity in monthly, seasonal, and annual rainfall series of 62 stations located in arid region of Rajasthan, India using 55 year (1957-2011) data. Box-whisker plots indicate presence of outliers and extremes in annual rainfall, which made the distribution of annual rainfall right-skewed. Mean and coefficient of variation (CV) of rainfall reveals a high inter-annual variability (CV > 200%) in the western portion where the mean annual rainfall is very low. A general gradient of the mean monthly, seasonal, and annual rainfall is visible from northwest to southeast direction, which is orthogonal to the gradient of CV. The Sen's innovative trend test is found over-sensitive in evaluating statistical significance of the rainfall trends, while the Mann-Kendall test identifies significantly increasing rainfall trends in June and September. Rainfall in July shows prominently decreasing trends although none of them are found statistically significant. Monsoon and annual rainfall show significantly increasing trends at only four stations. The magnitude of trends indicates that the rainfall is increasing at a mean rate of 1.11, 2.85, and 2.89 mm year-1 in August, monsoon season, and annual series. The rainfall is found homogeneous over most of the area except for few stations situated in the eastern and northwest portions where significantly increasing trends are observed. Findings of this study indicate that there are few increasing trends in rainfall of this Indian arid region.

Nitrate Accumulation and Leaching in Surface and Ground Water Based on Simulated Rainfall Experiments

Science.gov (United States)

Wang, Hong; Gao, Jian-en; Li, Xing-hua; Zhang, Shao-long; Wang, Hong-jie

2015-01-01

To evaluate the process of nitrate accumulation and leaching in surface and ground water, we conducted simulated rainfall experiments. The experiments were performed in areas of 5.3 m2 with bare slopes of 3° that were treated with two nitrogen fertilizer inputs, high (22.5 g/m2 NH4NO3) and control (no fertilizer), and subjected to 2 hours of rainfall, with. From the 1st to the 7th experiments, the same content of fertilizer mixed with soil was uniformly applied to the soil surface at 10 minutes before rainfall, and no fertilizer was applied for the 8th through 12th experiments. Initially, the time-series nitrate concentration in the surface flow quickly increased, and then it rapidly decreased and gradually stabilized at a low level during the fertilizer experiments. The nitrogen loss in the surface flow primarily occurred during the first 18.6 minutes of rainfall. For the continuous fertilizer experiments, the mean nitrate concentrations in the groundwater flow remained at less than 10 mg/L before the 5th experiment, and after the 7th experiment, these nitrate concentrations were greater than 10 mg/L throughout the process. The time-series process of the changing concentration in the groundwater flow exhibited the same parabolic trend for each fertilizer experiment. However, the time at which the nitrate concentration began to change lagged behind the start time of groundwater flow by approximately 0.94 hours on average. The experiments were also performed with no fertilizer. In these experiments, the mean nitrate concentration of groundwater initially increased continuously, and then, the process exhibited the same parabolic trend as the results of the fertilization experiments. The nitrate concentration decreased in the subsequent experiments. Eight days after the 12 rainfall experiments, 50.53% of the total nitrate applied remained in the experimental soil. Nitrate residues mainly existed at the surface and in the bottom soil layers, which represents a

Measurements of effective non-rainfall in soil with the use of time-domain reflectometry technique

Science.gov (United States)

Nakonieczna, Anna; Kafarski, Marcin; Wilczek, Andrzej; Szypłowska, Agnieszka; Skierucha, Wojciech

2014-05-01

The non-rainfall vectors are fog, dew, hoarfrost and vapour adsorption directly from the atmosphere. The measurements of the amount of water supplied to the soil due to their temporary existence are essential, because in dry areas such water uptake can exceed that of rainfall. Although several devices and methods were proposed for estimating the effective non-rainfall input into the soil, the measurement standard has not yet been established. This is mainly due to obstacles in measuring small water additions to the medium, problems with taking readings in actual soil samples and atmospheric disturbances during their course in natural environment. There still exists the need for automated devices capable of measuring water deposition on real-world soil surfaces, whose resolution is high enough to measure the non-rainfall intensity and increase rate, which are usually very low. In order to achieve the desirable resolution and accuracy of the effective non-rainfall measurements the time-domain reflectometry (TDR) technique was employed. The TDR sensor designed and made especially for the purpose was an untypical waveguide. It consisted of a base made of laminate covered with copper, which served as a bottom of a cuboidal open container in which the examined materials were placed, and a copper signal wire placed on the top of the container. The wire adhered along its entire length to the tested material in order to eliminate the formation of air gaps between the two, what enhanced the accuracy of the measurements. The tested porous materials were glass beads, rinsed sand and three soil samples, which were collected in south-eastern Poland. The diameter ranges of their constituent particles were measured with the use of the laser diffraction technique. The sensor filled with the wetted material was placed on a scale and connected to the TDR meter. The automated readings of mass and TDR time were collected simultaneously every minute. The TDR time was correlated with the

Rainfall thresholds as support for timing fungicide applications in the control of potato late blight in Ecuador and Peru

DEFF Research Database (Denmark)

Kromann, Peter; Taipe, Arturo; Perez, Willmer G.

2009-01-01

Accumulated rainfall thresholds were studied in seven field experiments conducted in Ecuador and Peru for their value in timing applications of fungicide to control potato late blight, caused by Phytophthora infestans. Fungicide regimes based on accumulated rainfall thresholds ranging from 10 to 70...

Breaks in MODIS time series portend vegetation change: verification using long-term data in an arid grassland ecosystem.

Science.gov (United States)

Browning, Dawn M; Maynard, Jonathan J; Karl, Jason W; Peters, Debra C

2017-07-01

Frequency and severity of extreme climatic events are forecast to increase in the 21st century. Predicting how managed ecosystems may respond to climatic extremes is intensified by uncertainty associated with knowing when, where, and how long effects of extreme events will be manifest in an ecosystem. In water-limited ecosystems with high inter-annual variability in rainfall, it is important to be able to distinguish responses that result from seasonal fluctuations in rainfall from long-term directional increases or decreases in precipitation. A tool that successfully distinguishes seasonal from directional biomass responses would allow land managers to make informed decisions about prioritizing mitigation strategies, allocating human resource monitoring efforts, and mobilizing resources to withstand extreme climatic events. We leveraged long-term observations (2000-2013) of quadrat-level plant biomass at multiple locations across a semiarid landscape in southern New Mexico to verify the use of Normalized Difference Vegetation Index (NDVI) time series derived from 250-m Moderate Resolution Imaging Spectroradiometer (MODIS) data as a proxy for changes in aboveground productivity. This period encompassed years of sustained drought (2000-2003) and record-breaking high rainfall (2006 and 2008) followed by subsequent drought years (2011 through 2013) that resulted in a restructuring of plant community composition in some locations. Our objective was to decompose vegetation patterns derived from MODIS NDVI over this period into contributions from (1) the long-term trend, (2) seasonal cycle, and (3) unexplained variance using the Breaks for Additive Season and Trend (BFAST) model. BFAST breakpoints in NDVI trend and seasonal components were verified with field-estimated biomass at 15 sites that differed in species richness, vegetation cover, and soil properties. We found that 34 of 45 breaks in NDVI trend reflected large changes in mean biomass and 16 of 19 seasonal

Time series modeling, computation, and inference

CERN Document Server

Prado, Raquel

2010-01-01

The authors systematically develop a state-of-the-art analysis and modeling of time series. … this book is well organized and well written. The authors present various statistical models for engineers to solve problems in time series analysis. Readers no doubt will learn state-of-the-art techniques from this book.-Hsun-Hsien Chang, Computing Reviews, March 2012My favorite chapters were on dynamic linear models and vector AR and vector ARMA models.-William Seaver, Technometrics, August 2011… a very modern entry to the field of time-series modelling, with a rich reference list of the current lit

Time Series Analysis Forecasting and Control

CERN Document Server

Box, George E P; Reinsel, Gregory C

2011-01-01

A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering. The Fourth Edition provides a clearly written exploration of the key methods for building, cl

Real Time Updating in Distributed Urban Rainfall Runoff Modelling

DEFF Research Database (Denmark)

Borup, Morten; Madsen, Henrik

that are being updated from system measurements was studied. The results showed that the fact alone that it takes time for rainfall data to travel the distance between gauges and catchments has such a big negative effect on the forecast skill of updated models, that it can justify the choice of even very...... as in a real data case study. The results confirmed that the method is indeed suitable for DUDMs and that it can be used to utilise upstream as well as downstream water level and flow observations to improve model estimates and forecasts. Due to upper and lower sensor limits many sensors in urban drainage...

Erosive rainfall in the Rio do Peixe Valley: Part III - Risk of extreme events

Directory of Open Access Journals (Sweden)

Álvaro J. Back

Full Text Available ABSTRACT Understanding the risks of extreme events related to soil erosion is important for adequate dimensioning of erosion and runoff control structures. The objective of this study was to determine the rainfall erosivity with different return periods for the Valley of the Rio do Peixe in Santa Catarina state, Brazil. Daily pluviographic data series from 1984 to 2014 from the Campos Novos, and Videira meteorological stations and from 1986 to 2014 from the Caçador station were used. The data series of maximum annual rainfall intensity in 30 min, maximum annual erosive rainfall, and total annual erosivity were analyzed for each station. The Gumbel-Chow distributions were adjusted and their adhesions were evaluated by the Kolmogorov-Smirnov test at a significance level of 5%. The Gumbel-Chow distribution was adequate for the estimation of all studied variables. The mean annual erosivity corresponds to the return period of 2.25 years. The data series of the annual maximum individual rainfall erosivity coefficients varied from 47 to 50%.

Costationarity of Locally Stationary Time Series Using costat

OpenAIRE

Cardinali, Alessandro; Nason, Guy P.

2013-01-01

This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship between two locally stationary time series. Two locally stationary time series are said to be costationary if there exists two time-varying combination functions such that the linear combination of the two series with the functions produces another time...

Rainfall variation and child health: effect of rainfall on diarrhea among under 5 children in Rwanda, 2010.

Science.gov (United States)

Mukabutera, Assumpta; Thomson, Dana; Murray, Megan; Basinga, Paulin; Nyirazinyoye, Laetitia; Atwood, Sidney; Savage, Kevin P; Ngirimana, Aimable; Hedt-Gauthier, Bethany L

2016-08-05

Diarrhea among children under 5 years of age has long been a major public health concern. Previous studies have suggested an association between rainfall and diarrhea. Here, we examined the association between Rwandan rainfall patterns and childhood diarrhea and the impact of household sanitation variables on this relationship. We derived a series of rain-related variables in Rwanda based on daily rainfall measurements and hydrological models built from daily precipitation measurements collected between 2009 and 2011. Using these data and the 2010 Rwanda Demographic and Health Survey database, we measured the association between total monthly rainfall, monthly rainfall intensity, runoff water and anomalous rainfall and the occurrence of diarrhea in children under 5 years of age. Among the 8601 children under 5 years of age included in the survey, 13.2 % reported having diarrhea within the 2 weeks prior to the survey. We found that higher levels of runoff were protective against diarrhea compared to low levels among children who lived in households with unimproved toilet facilities (OR = 0.54, 95 % CI: [0.34, 0.87] for moderate runoff and OR = 0.50, 95 % CI: [0.29, 0.86] for high runoff) but had no impact among children in household with improved toilets. Our finding that children in households with unimproved toilets were less likely to report diarrhea during periods of high runoff highlights the vulnerabilities of those living without adequate sanitation to the negative health impacts of environmental events.

Detecting nonlinear structure in time series

International Nuclear Information System (INIS)

Theiler, J.

1991-01-01

We describe an approach for evaluating the statistical significance of evidence for nonlinearity in a time series. The formal application of our method requires the careful statement of a null hypothesis which characterizes a candidate linear process, the generation of an ensemble of ''surrogate'' data sets which are similar to the original time series but consistent with the null hypothesis, and the computation of a discriminating statistic for the original and for each of the surrogate data sets. The idea is to test the original time series against the null hypothesis by checking whether the discriminating statistic computed for the original time series differs significantly from the statistics computed for each of the surrogate sets. While some data sets very cleanly exhibit low-dimensional chaos, there are many cases where the evidence is sketchy and difficult to evaluate. We hope to provide a framework within which such claims of nonlinearity can be evaluated. 5 refs., 4 figs

Introduction to time series and forecasting

CERN Document Server

Brockwell, Peter J

2016-01-01

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space mod...

Rainfall spatiotemporal variability relation to wetlands hydroperiods

Science.gov (United States)

Serrano-Hidalgo, Carmen; Guardiola-Albert, Carolina; Fernandez-Naranjo, Nuria

2017-04-01

Doñana natural space (Southwestern Spain) is one of the largest protected wetlands in Europe. The wide marshes present in this natural space have such ecological value that this wetland has been declared a Ramsar reserve in 1982. Apart from the extensive marsh, there are also small lagoons and seasonally flooded areas which are likewise essential to maintain a wide variety of valuable habitats. Hydroperiod, the length of time each point remains flooded along an annual cycle, is a critical ecological parameter that shapes aquatic plants and animals distribution and determines available habitat for many of the living organisms in the marshes. Recently, there have been published two different works estimating the hydroperiod of Doñana lagoons with Landsat Time Series images (Cifuentes et al., 2015; Díaz-Delgado et al., 2016). In both works the flooding cycle hydroperiod in Doñana marshes reveals a flooding regime mainly driven by rainfall, evapotranspiration, topography and local hydrological management actions. The correlation found between rainfall and hydroperiod is studied differently in both works. While in one the rainfall is taken from one raingauge (Cifuentes et al., 2015), the one performed by Díaz-Delgado (2016) uses annual rainfall maps interpolated with the inverse of the distance method. The rainfall spatiotemporal variability in this area can be highly significant; however the amount of this importance has not been quantified at the moment. In the present work the geostatistical tool known as spatiotemporal variogram is used to study the rainfall spatiotemporal variability. The spacetime package implemented in R (Pebesma, 2012) facilities its computation from a high rainfall data base of more than 100 raingauges from 1950 to 2016. With the aid of these variograms the rainfall spatiotemporal variability is quantified. The principal aim of the present work is the study of the relation between the rainfall spatiotemporal variability and the

An Assessment of Satellite-Derived Rainfall Products Relative to Ground Observations over East Africa

Directory of Open Access Journals (Sweden)

Margaret Wambui Kimani

2017-05-01

Full Text Available Accurate and consistent rainfall observations are vital for climatological studies in support of better agricultural and water management decision-making and planning. In East Africa, accurate rainfall estimation with an adequate spatial distribution is limited due to sparse rain gauge networks. Satellite rainfall products can potentially play a role in increasing the spatial coverage of rainfall estimates; however, their performance needs to be understood across space–time scales and factors relating to their errors. This study assesses the performance of seven satellite products: Tropical Applications of Meteorology using Satellite and ground-based observations (TAMSAT, African Rainfall Climatology And Time series (TARCAT, Climate Hazards Group InfraRed Precipitation with Station data (CHIRPS, Tropical Rainfall Measuring Mission (TRMM-3B43, Climate Prediction Centre (CPC Morphing technique (CMORPH, Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks Climate Data Record (PERSIANN-CDR, CPC Merged Analysis of Precipitation (CMAP, and Global Precipitation Climatology Project (GPCP, using locally developed gridded (0.05° rainfall data for 15 years (1998–2012 over East Africa. The products’ assessments were done at monthly and yearly timescales and were remapped to the gridded rain gauge data spatial scale during the March to May (MAM and October to December (OND rainy seasons. A grid-based statistical comparison between the two datasets was used, but only pixel values located at the rainfall stations were considered for validation. Additionally, the impact of topography on the performance of the products was assessed by analyzing the pixels in areas of highest negative bias. All the products could substantially replicate rainfall patterns, but their differences are mainly based on retrieving high rainfall amounts, especially of localized orographic types. The products exhibited systematic errors, which

Analysis and modelling of spatio-temporal properties of daily rainfall over the Danube basin

Science.gov (United States)

Serinaldi, F.; Kilsby, C. G.

2012-04-01

Central and Eastern Europe are prone to severe floods due to heavy rainfall that cause societal and economic damages, ranging from agriculture to water resources, from the insurance/reinsurance sector to the energy industry. To improve the flood risk analysis, a better characterisation and modelling of the rainfall patterns over this area, which involves the Danube river watershed, is strategically important. In this study, we analyse the spatio-temporal properties of a large data set of daily rainfall time series from 15 countries in the Central Eastern Europe through different lagged and non-lagged indices of associations that quantify both the overall dependence and extreme dependence of pairwise observations. We also show that these measures are linked to each other and can be written in a unique and coherent notation within the copula framework. Moreover, the lagged version of these measures allows exploring some important spatio-temporal properties of the rainfall fields. The exploratory analysis is complemented by the preliminary results of a spatio-temporal rainfall simulation performed via a compound model based upon the Generalized Additive Models for Location, Scale and Shape (GAMLSS) and meta-elliptical multivariate distributions.

The role of regional information in estimation of extreme point rainfalls

DEFF Research Database (Denmark)

Rosbjerg, Dan; Madsen, Henrik

1996-01-01

Previous analysis has shown that inclusion of regional information improves at-site estimation of point rainfalls and makes it possible to obtain estimates at non-monitored sites. The basis for this analysis was a partial duration series (PDS) modelling of individual rainfall observations and use...... point rainfall data into one sample from a common parent distribution and modelling with disregard of either the dependence between stations or the regional heterogeneity. The different models are analysed and compared with respect to the uncertainty of the predicted extreme events....

Regionalization of the Modified Bartlett-Lewis Rectangular Pulse Stochastic Rainfall Model

Directory of Open Access Journals (Sweden)

Dongkyun Kim

2013-01-01

Full Text Available Parameters of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP stochastic rainfall simulation model were regionalized across the contiguous United States. Three thousand four hundred forty-four National Climate Data Center (NCDC rain gauges were used to obtain spatial and seasonal patterns of the model parameters. The MBLRP model was calibrated to minimize the discrepancy between the precipitation depth statistics between the observed and MBLRP-generated precipitation time series. These statistics included the mean, variance, probability of zero rainfall and autocorrelation at 1-, 3-, 12- and 24-hour accumulation intervals. The Ordinary Kriging interpolation technique was used to generate maps of the six MBLRP model parameters for each of the 12 months of the year. All parameters had clear to discernible regional tendencies; except for one related to rain cell duration distribution. Parameter seasonality was not obvious and it was more apparent in some locations than in others, depending on the seasonality of the rainfall statistics. Cross-validation was used to assess the validity of the parameter maps. The results indicate that the suggested maps reproduce well the observed rainfall statistics for different accumulation intervals, except for the lag-1 autocorrelation coefficient. The boundaries of the expected residual, with 95% confidence, between the observed rainfall statistics and the simulated rainfall statistics based on the map parameters were approximately ±0.064 mm hr-1, ±1.63 mm2 hr-2, ±0.16, and ±0.030 for the mean, variance, lag-1 autocorrelation and probability of zero rainfall at hourly accumulation levels, respectively. The estimated parameter values were also used to estimate the storm and rain cell characteristics.

Accuration of Time Series and Spatial Interpolation Method for Prediction of Precipitation Distribution on the Geographical Information System

Science.gov (United States)

Prasetyo, S. Y. J.; Hartomo, K. D.

2018-01-01

The Spatial Plan of the Province of Central Java 2009-2029 identifies that most regencies or cities in Central Java Province are very vulnerable to landslide disaster. The data are also supported by other data from Indonesian Disaster Risk Index (In Indonesia called Indeks Risiko Bencana Indonesia) 2013 that suggest that some areas in Central Java Province exhibit a high risk of natural disasters. This research aims to develop an application architecture and analysis methodology in GIS to predict and to map rainfall distribution. We propose our GIS architectural application of “Multiplatform Architectural Spatiotemporal” and data analysis methods of “Triple Exponential Smoothing” and “Spatial Interpolation” as our significant scientific contribution. This research consists of 2 (two) parts, namely attribute data prediction using TES method and spatial data prediction using Inverse Distance Weight (IDW) method. We conduct our research in 19 subdistricts in the Boyolali Regency, Central Java Province, Indonesia. Our main research data is the biweekly rainfall data in 2000-2016 Climatology, Meteorology, and Geophysics Agency (In Indonesia called Badan Meteorologi, Klimatologi, dan Geofisika) of Central Java Province and Laboratory of Plant Disease Observations Region V Surakarta, Central Java. The application architecture and analytical methodology of “Multiplatform Architectural Spatiotemporal” and spatial data analysis methodology of “Triple Exponential Smoothing” and “Spatial Interpolation” can be developed as a GIS application framework of rainfall distribution for various applied fields. The comparison between the TES and IDW methods show that relative to time series prediction, spatial interpolation exhibit values that are approaching actual. Spatial interpolation is closer to actual data because computed values are the rainfall data of the nearest location or the neighbour of sample values. However, the IDW’s main weakness is that some

TIME SERIES ANALYSIS USING A UNIQUE MODEL OF TRANSFORMATION

Directory of Open Access Journals (Sweden)

Goran Klepac

2007-12-01

Full Text Available REFII1 model is an authorial mathematical model for time series data mining. The main purpose of that model is to automate time series analysis, through a unique transformation model of time series. An advantage of this approach of time series analysis is the linkage of different methods for time series analysis, linking traditional data mining tools in time series, and constructing new algorithms for analyzing time series. It is worth mentioning that REFII model is not a closed system, which means that we have a finite set of methods. At first, this is a model for transformation of values of time series, which prepares data used by different sets of methods based on the same model of transformation in a domain of problem space. REFII model gives a new approach in time series analysis based on a unique model of transformation, which is a base for all kind of time series analysis. The advantage of REFII model is its possible application in many different areas such as finance, medicine, voice recognition, face recognition and text mining.

Solar activity and rainfall pattern in Tamil Nadu during the Northeast monsoon

International Nuclear Information System (INIS)

Reddy, R.S.; Mukherjee, B.K.; Ramana Murty, Bh.V.

1976-01-01

An attempt is made to examine the association, of any, between the rainfall, in Tamil Nadu and sunspot activity and if so, whether similar periodicities are also present in the sunspot activity. The daily relative sunspot numbers for the period Oct.-Dec. during 1961-70 and the daily sunspot means for the period Oct.-Dec. 1889-1938, as well as the rainfall series for the period Oct.-Nov., during 1961-70 have been analysed by power spectrum. An anti-phase relation was noticed between the rainfall and the sunspot activity. The 15-day periodicity in the rainfall was significant. The sunspot activity also showed similar periodicities as rainfall. The 30-day periodicity in the sunspot activity was significant. (author)

Solar activity and rainfall pattern in Tamil Nadu during the Northeast monsoon

Energy Technology Data Exchange (ETDEWEB)

Reddy, R S; Mukherjee, B K; Ramana Murty, Bh V [Indian Inst. of Tropical Meteorology, Pune

1976-12-01

An attempt is made to examine the association, of any, between the rainfall, in Tamil Nadu and sunspot activity and if so, whether similar periodicities are also present in the sunspot activity. The daily relative sunspot numbers for the period Oct.-Dec. during 1961-70 and the daily sunspot means for the period Oct.-Dec. 1889-1938, as well as the rainfall series for the period Oct.-Nov., during 1961-70 have been analysed by power spectrum. An anti-phase relation was noticed between the rainfall and the sunspot activity. The 15-day periodicity in the rainfall was significant. The sunspot activity also showed similar periodicities as rainfall. The 30-day periodicity in the sunspot activity was significant.

Frontiers in Time Series and Financial Econometrics

OpenAIRE

Ling, S.; McAleer, M.J.; Tong, H.

2015-01-01

__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highlight several areas of research by leading academics in which novel methods have contrib...

Scale-dependent intrinsic entropies of complex time series.

Science.gov (United States)

Yeh, Jia-Rong; Peng, Chung-Kang; Huang, Norden E

2016-04-13

Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these systems need to operate across multiple temporal and spatial scales, such that their complexity is also multi-scale and hierarchical. Here, we present a systematic approach to apply the empirical mode decomposition algorithm, which can detrend time series on various time scales, prior to analysing a signal's complexity by measuring the irregularity of its dynamics on multiple time scales. Simulated time series of fractal Gaussian noise and human heartbeat time series were used to study the performance of this new approach. We show that our method can successfully quantify the fractal properties of the simulated time series and can accurately distinguish modulations in human heartbeat time series in health and disease. © 2016 The Author(s).

Elements of nonlinear time series analysis and forecasting

CERN Document Server

De Gooijer, Jan G

2017-01-01

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...

An Energy-Based Similarity Measure for Time Series

Directory of Open Access Journals (Sweden)

Pierre Brunagel

2007-11-01

Full Text Available A new similarity measure, called SimilB, for time series analysis, based on the cross-ΨB-energy operator (2004, is introduced. ΨB is a nonlinear measure which quantifies the interaction between two time series. Compared to Euclidean distance (ED or the Pearson correlation coefficient (CC, SimilB includes the temporal information and relative changes of the time series using the first and second derivatives of the time series. SimilB is well suited for both nonstationary and stationary time series and particularly those presenting discontinuities. Some new properties of ΨB are presented. Particularly, we show that ΨB as similarity measure is robust to both scale and time shift. SimilB is illustrated with synthetic time series and an artificial dataset and compared to the CC and the ED measures.

Rainfall timing and runoff: The influence of the criterion for rain event separation

OpenAIRE

Molina-Sanchis, Isabel; Lázaro, Roberto; Arnau-Rosalén, Eva; Calvo-Cases, Adolfo

2016-01-01

Rain is not uniform in time and space in semiarid areas and its distribution is very important for the runoff process. Hydrological studies usually divide rainfall into events. However, defining rain events is complicated, and rain characteristics vary depending on how the events are delimited. Choosing a minimum inter-event time (MIT) is a commonly used criterion. Our hypothesis is that there will be an optimal MIT that explains the maximum part of the variance of the runoff, with time to ru...

How important is the spatiotemporal structure of a rainfall field when generating a streamflow hydrograph? An investigation using Reverse Hydrology

Science.gov (United States)

Kretzschmar, Ann; Tych, Wlodek; Beven, Keith; Chappell, Nick

2017-04-01

Flooding is the most widely occurring natural disaster affecting thousands of lives and businesses worldwide each year, and the size and frequency of flood-events are predicted to increase with climate change. The main input-variable for models used in flood prediction is rainfall. Estimating the rainfall input is often based on a sparse network of raingauges, which may or may not be representative of the salient rainfall characteristics responsible for generating of storm-hydrographs. A method based on Reverse Hydrology (Kretzschmar et al 2014 Environ Modell Softw) has been developed and is being tested using the intensively-instrumented Brue catchment (Southwest England) to explore the spatiotemporal structure of the rainfall-field (using 23 rain gauges over the 135.2 km2 basin). We compare how well the rainfall measured at individual gauges, or averaged over the basin, represent the rainfall inferred from the streamflow signal. How important is it to get the detail of the spatiotemporal rainfall structure right? Rainfall is transformed by catchment processes as it moves to streams, so exact duplication of the structure may not be necessary. 'True' rainfall estimated using 23 gauges / 135.2 km2 is likely to be a good estimate of the overall-catchment-rainfall, however, the integration process 'smears' the rainfall patterns in time, i.e. reduces the number of and lengthens rain-events as they travel across the catchment. This may have little impact on the simulation of stream-hydrographs when events are extensive across the catchment (e.g., frontal rainfall events) but may be significant for high-intensity, localised convective events. The Reverse Hydrology approach uses the streamflow record to infer a rainfall sequence with a lower time-resolution than the original input time-series. The inferred rainfall series is, however, able simulate streamflow as well as the observed, high resolution rainfall (Kretzschmar et al 2015 Hydrol Res). Most gauged catchments in

Detecting chaos in irregularly sampled time series.

Science.gov (United States)

Kulp, C W

2013-09-01

Recently, Wiebe and Virgin [Chaos 22, 013136 (2012)] developed an algorithm which detects chaos by analyzing a time series' power spectrum which is computed using the Discrete Fourier Transform (DFT). Their algorithm, like other time series characterization algorithms, requires that the time series be regularly sampled. Real-world data, however, are often irregularly sampled, thus, making the detection of chaotic behavior difficult or impossible with those methods. In this paper, a characterization algorithm is presented, which effectively detects chaos in irregularly sampled time series. The work presented here is a modification of Wiebe and Virgin's algorithm and uses the Lomb-Scargle Periodogram (LSP) to compute a series' power spectrum instead of the DFT. The DFT is not appropriate for irregularly sampled time series. However, the LSP is capable of computing the frequency content of irregularly sampled data. Furthermore, a new method of analyzing the power spectrum is developed, which can be useful for differentiating between chaotic and non-chaotic behavior. The new characterization algorithm is successfully applied to irregularly sampled data generated by a model as well as data consisting of observations of variable stars.

Building Chaotic Model From Incomplete Time Series

Science.gov (United States)

Siek, Michael; Solomatine, Dimitri

2010-05-01

This paper presents a number of novel techniques for building a predictive chaotic model from incomplete time series. A predictive chaotic model is built by reconstructing the time-delayed phase space from observed time series and the prediction is made by a global model or adaptive local models based on the dynamical neighbors found in the reconstructed phase space. In general, the building of any data-driven models depends on the completeness and quality of the data itself. However, the completeness of the data availability can not always be guaranteed since the measurement or data transmission is intermittently not working properly due to some reasons. We propose two main solutions dealing with incomplete time series: using imputing and non-imputing methods. For imputing methods, we utilized the interpolation methods (weighted sum of linear interpolations, Bayesian principle component analysis and cubic spline interpolation) and predictive models (neural network, kernel machine, chaotic model) for estimating the missing values. After imputing the missing values, the phase space reconstruction and chaotic model prediction are executed as a standard procedure. For non-imputing methods, we reconstructed the time-delayed phase space from observed time series with missing values. This reconstruction results in non-continuous trajectories. However, the local model prediction can still be made from the other dynamical neighbors reconstructed from non-missing values. We implemented and tested these methods to construct a chaotic model for predicting storm surges at Hoek van Holland as the entrance of Rotterdam Port. The hourly surge time series is available for duration of 1990-1996. For measuring the performance of the proposed methods, a synthetic time series with missing values generated by a particular random variable to the original (complete) time series is utilized. There exist two main performance measures used in this work: (1) error measures between the actual

Multivariate Time Series Search

Data.gov (United States)

National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...

Analysing Stable Time Series

National Research Council Canada - National Science Library

Adler, Robert

1997-01-01

We describe how to take a stable, ARMA, time series through the various stages of model identification, parameter estimation, and diagnostic checking, and accompany the discussion with a goodly number...

A time series approach to inferring groundwater recharge using the water table fluctuation method

Science.gov (United States)

Crosbie, Russell S.; Binning, Philip; Kalma, Jetse D.

2005-01-01

The water table fluctuation method for determining recharge from precipitation and water table measurements was originally developed on an event basis. Here a new multievent time series approach is presented for inferring groundwater recharge from long-term water table and precipitation records. Additional new features are the incorporation of a variable specific yield based upon the soil moisture retention curve, proper accounting for the Lisse effect on the water table, and the incorporation of aquifer drainage so that recharge can be detected even if the water table does not rise. A methodology for filtering noise and non-rainfall-related water table fluctuations is also presented. The model has been applied to 2 years of field data collected in the Tomago sand beds near Newcastle, Australia. It is shown that gross recharge estimates are very sensitive to time step size and specific yield. Properly accounting for the Lisse effect is also important to determining recharge.

Asian Summer Monsoon Rainfall associated with ENSO and its Predictability

Science.gov (United States)

Shin, C. S.; Huang, B.; Zhu, J.; Marx, L.; Kinter, J. L.; Shukla, J.

2015-12-01

The leading modes of the Asian summer monsoon (ASM) rainfall variability and their seasonal predictability are investigated using the CFSv2 hindcasts initialized from multiple ocean analyses over the period of 1979-2008 and observation-based analyses. It is shown that the two leading empirical orthogonal function (EOF) modes of the observed ASM rainfall anomalies, which together account for about 34% of total variance, largely correspond to the ASM responses to the ENSO influences during the summers of the developing and decaying years of a Pacific anomalous event, respectively. These two ASM modes are then designated as the contemporary and delayed ENSO responses, respectively. It is demonstrated that the CFSv2 is capable of predicting these two dominant ASM modes up to the lead of 5 months. More importantly, the predictability of the ASM rainfall are much higher with respect to the delayed ENSO mode than the contemporary one, with the predicted principal component time series of the former maintaining high correlation skill and small ensemble spread with all lead months whereas the latter shows significant degradation in both measures with lead-time. A composite analysis for the ASM rainfall anomalies of all warm ENSO events in this period substantiates the finding that the ASM is more predictable following an ENSO event. The enhanced predictability mainly comes from the evolution of the warm SST anomalies over the Indian Ocean in the spring of the ENSO maturing phases and the persistence of the anomalous high sea surface pressure over the western Pacific in the subsequent summer, which the hindcasts are able to capture reasonably well. The results also show that the ensemble initialization with multiple ocean analyses improves the CFSv2's prediction skill of both ENSO and ASM rainfall. In fact, the skills of the ensemble mean hindcasts initialized from the four different ocean analyses are always equivalent to the best ones initialized from any individual ocean

Neural Network Models for Time Series Forecasts

OpenAIRE

Tim Hill; Marcus O'Connor; William Remus

1996-01-01

Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a ...

Rainfall prediction using fuzzy inference system for preliminary micro-hydro power plant planning

Science.gov (United States)

Suprapty, B.; Malani, R.; Minardi, J.

2018-04-01

East Kalimantan is a very rich area with water sources, in the form of river streams that branch to the remote areas. The conditions of natural potency like this become alternative solution for area that has not been reached by the availability of electric energy from State Electricity Company. The river water in selected location (catchment area) which is channelled to the canal, pipeline or penstock can be used to drive the waterwheel or turbine. The amount of power obtained depends on the volume/water discharge and headwater (the effective height between the reservoir and the turbine). The water discharge is strongly influenced by the amount of rainfall. Rainfall is the amount of water falling on the flat surface for a certain period measured, in units of mm3, above the horizontal surface in the absence of evaporation, run-off and infiltration. In this study, the prediction of rainfall is done in the area of East Kalimantan which has 13 watersheds which, in principle, have the potential for the construction of Micro Hydro Power Plant. Rainfall time series data is modelled by using AR (Auto Regressive) Model based on FIS (Fuzzy Inference System). The FIS structure of the training results is then used to predict the next two years rainfall.

Time Series Observations in the North Indian Ocean

Digital Repository Service at National Institute of Oceanography (India)

Shenoy, D.M.; Naik, H.; Kurian, S.; Naqvi, S.W.A.; Khare, N.

Ocean and the ongoing time series study (Candolim Time Series; CaTS) off Goa. In addition, this article also focuses on the new time series initiative in the Arabian Sea and the Bay of Bengal under Sustained Indian Ocean Biogeochemistry and Ecosystem...

Long term variations of extreme rainfall in Denmark and southern Sweden

DEFF Research Database (Denmark)

Gregersen, Ida Bülow; Madsen, Henrik; Rosbjerg, Dan

2015-01-01

A high number of studies have detected changes in the observed heavy rainfall in Northern and Central Europe, all adding to the debate on anthropogenic climate change and its potential impact on rainfall extremes. However, it is equally relevant to understand natural variations on which...... the anthropogenic changes are imposed. This study identifies multi-decadal variations in daily rainfall extremes from Denmark and southern Sweden, with a recurrence level relevant for flood hazard analysis. Based on smoothed series it is concluded that the frequency of the extreme events shows both a general...

Geometric noise reduction for multivariate time series.

Science.gov (United States)

Mera, M Eugenia; Morán, Manuel

2006-03-01

We propose an algorithm for the reduction of observational noise in chaotic multivariate time series. The algorithm is based on a maximum likelihood criterion, and its goal is to reduce the mean distance of the points of the cleaned time series to the attractor. We give evidence of the convergence of the empirical measure associated with the cleaned time series to the underlying invariant measure, implying the possibility to predict the long run behavior of the true dynamics.

BRITS: Bidirectional Recurrent Imputation for Time Series

OpenAIRE

Cao, Wei; Wang, Dong; Li, Jian; Zhou, Hao; Li, Lei; Li, Yitan

2018-01-01

Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their class labels? Existing imputation methods often impose strong assumptions of the underlying data generating process, such as linear dynamics in the state space. In this paper, we propose BRITS, a novel method based on recurrent neural networks for missing va...

Bayesian models of thermal and pluviometric time series in the Fucino plateau

Directory of Open Access Journals (Sweden)

Adriana Trabucco

2011-09-01

Full Text Available This work was developed within the Project Metodologie e sistemi integrati per la qualificazione di produzioni orticole del Fucino (Methodologies and integrated systems for the classification of horticultural products in the Fucino plateau, sponsored by the Italian Ministry of Education, University and Research, Strategic Projects, Law 448/97. Agro-system managing, especially if necessary to achieve high quality in speciality crops, requires knowledge of main features and intrinsic variability of climate. Statistical models may properly summarize the structure existing behind the observed variability, furthermore they may support the agronomic manager by providing the probability that meteorological events happen in a time window of interest. More than 30 years of daily values collected in four sites located on the Fucino plateau, Abruzzo region, Italy, were studied by fitting Bayesian generalized linear models to air temperature maximum /minimum and rainfall time series. Bayesian predictive distributions of climate variables supporting decision-making processes were calculated at different timescales, 5-days for temperatures and 10-days for rainfall, both to reduce computational efforts and to simplify statistical model assumptions. Technicians and field operators, even with limited statistical training, may exploit the model output by inspecting graphs and climatic profiles of the cultivated areas during decision-making processes. Realizations taken from predictive distributions may also be used as input for agro-ecological models (e.g. models of crop growth, water balance. Fitted models may be exploited to monitor climatic changes and to revise climatic profiles of interest areas, periodically updating the probability distributions of target climatic variables. For the sake of brevity, the description of results is limited to just one of the four sites, and results for all other sites are available as supplementary information.

Rainfall variation and child health: effect of rainfall on diarrhea among under 5 children in Rwanda, 2010

Directory of Open Access Journals (Sweden)

Assumpta Mukabutera

2016-08-01

Full Text Available Abstract Background Diarrhea among children under 5 years of age has long been a major public health concern. Previous studies have suggested an association between rainfall and diarrhea. Here, we examined the association between Rwandan rainfall patterns and childhood diarrhea and the impact of household sanitation variables on this relationship. Methods We derived a series of rain-related variables in Rwanda based on daily rainfall measurements and hydrological models built from daily precipitation measurements collected between 2009 and 2011. Using these data and the 2010 Rwanda Demographic and Health Survey database, we measured the association between total monthly rainfall, monthly rainfall intensity, runoff water and anomalous rainfall and the occurrence of diarrhea in children under 5 years of age. Results Among the 8601 children under 5 years of age included in the survey, 13.2 % reported having diarrhea within the 2 weeks prior to the survey. We found that higher levels of runoff were protective against diarrhea compared to low levels among children who lived in households with unimproved toilet facilities (OR = 0.54, 95 % CI: [0.34, 0.87] for moderate runoff and OR = 0.50, 95 % CI: [0.29, 0.86] for high runoff but had no impact among children in household with improved toilets. Conclusion Our finding that children in households with unimproved toilets were less likely to report diarrhea during periods of high runoff highlights the vulnerabilities of those living without adequate sanitation to the negative health impacts of environmental events.

Efficient Algorithms for Segmentation of Item-Set Time Series

Science.gov (United States)

Chundi, Parvathi; Rosenkrantz, Daniel J.

We propose a special type of time series, which we call an item-set time series, to facilitate the temporal analysis of software version histories, email logs, stock market data, etc. In an item-set time series, each observed data value is a set of discrete items. We formalize the concept of an item-set time series and present efficient algorithms for segmenting a given item-set time series. Segmentation of a time series partitions the time series into a sequence of segments where each segment is constructed by combining consecutive time points of the time series. Each segment is associated with an item set that is computed from the item sets of the time points in that segment, using a function which we call a measure function. We then define a concept called the segment difference, which measures the difference between the item set of a segment and the item sets of the time points in that segment. The segment difference values are required to construct an optimal segmentation of the time series. We describe novel and efficient algorithms to compute segment difference values for each of the measure functions described in the paper. We outline a dynamic programming based scheme to construct an optimal segmentation of the given item-set time series. We use the item-set time series segmentation techniques to analyze the temporal content of three different data sets—Enron email, stock market data, and a synthetic data set. The experimental results show that an optimal segmentation of item-set time series data captures much more temporal content than a segmentation constructed based on the number of time points in each segment, without examining the item set data at the time points, and can be used to analyze different types of temporal data.

Modeling and forecasting rainfall patterns of southwest monsoons in North-East India as a SARIMA process

Science.gov (United States)

Narasimha Murthy, K. V.; Saravana, R.; Vijaya Kumar, K.

2018-02-01

Weather forecasting is an important issue in the field of meteorology all over the world. The pattern and amount of rainfall are the essential factors that affect agricultural systems. India experiences the precious Southwest monsoon season for four months from June to September. The present paper describes an empirical study for modeling and forecasting the time series of Southwest monsoon rainfall patterns in the North-East India. The Box-Jenkins Seasonal Autoregressive Integrated Moving Average (SARIMA) methodology has been adopted for model identification, diagnostic checking and forecasting for this region. The study has shown that the SARIMA (0, 1, 1) (1, 0, 1)4 model is appropriate for analyzing and forecasting the future rainfall patterns. The Analysis of Means (ANOM) is a useful alternative to the analysis of variance (ANOVA) for comparing the group of treatments to study the variations and critical comparisons of rainfall patterns in different months of the season.

Studies on time series applications in environmental sciences

CERN Document Server

Bărbulescu, Alina

2016-01-01

Time series analysis and modelling represent a large study field, implying the approach from the perspective of the time and frequency, with applications in different domains. Modelling hydro-meteorological time series is difficult due to the characteristics of these series, as long range dependence, spatial dependence, the correlation with other series. Continuous spatial data plays an important role in planning, risk assessment and decision making in environmental management. In this context, in this book we present various statistical tests and modelling techniques used for time series analysis, as well as applications to hydro-meteorological series from Dobrogea, a region situated in the south-eastern part of Romania, less studied till now. Part of the results are accompanied by their R code. .

Global Population Density Grid Time Series Estimates

Data.gov (United States)

National Aeronautics and Space Administration — Global Population Density Grid Time Series Estimates provide a back-cast time series of population density grids based on the year 2000 population grid from SEDAC's...

Prediction and Geometry of Chaotic Time Series

National Research Council Canada - National Science Library

Leonardi, Mary

1997-01-01

This thesis examines the topic of chaotic time series. An overview of chaos, dynamical systems, and traditional approaches to time series analysis is provided, followed by an examination of state space reconstruction...

High Severity Wildfire Effect On Rainfall Infiltration And Runoff: A Cellular Automata Based Simulation

Science.gov (United States)

Vergara-Blanco, J. E.; Leboeuf-Pasquier, J.; Benavides-Solorio, J. D. D.

2017-12-01

A simulation software that reproduces rainfall infiltration and runoff for a storm event in a particular forest area is presented. A cellular automaton is utilized to represent space and time. On the time scale, the simulation is composed by a sequence of discrete time steps. On the space scale, the simulation is composed of forest surface cells. The software takes into consideration rain intensity and length, individual forest cell soil absorption capacity evolution, and surface angle of inclination. The software is developed with the C++ programming language. The simulation is executed on a 100 ha area within La Primavera Forest in Jalisco, Mexico. Real soil texture for unburned terrain and high severity wildfire affected terrain is employed to recreate the specific infiltration profile. Historical rainfall data of a 92 minute event is used. The Horton infiltration equation is utilized for infiltration capacity calculation. A Digital Elevation Model (DEM) is employed to reproduce the surface topography. The DEM is displayed with a 3D mesh graph where individual surface cells can be observed. The plot colouring renders water content development at the cell level throughout the storm event. The simulation shows that the cumulative infiltration and runoff which take place at the surface cell level depend on the specific storm intensity, fluctuation and length, overall terrain topography, cell slope, and soil texture. Rainfall cumulative infiltration for unburned and high severity wildfire terrain are compared: unburned terrain exhibits a significantly higher amount of rainfall infiltration.It is concluded that a cellular automaton can be utilized with a C++ program to reproduce rainfall infiltration and runoff under diverse soil texture, topographic and rainfall conditions in a forest setting. This simulation is geared for an optimization program to pinpoint the locations of a series of forest land remediation efforts to support reforestation or to minimize runoff.

Sensor-Generated Time Series Events: A Definition Language

Science.gov (United States)

Anguera, Aurea; Lara, Juan A.; Lizcano, David; Martínez, Maria Aurora; Pazos, Juan

2012-01-01

There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.

Rainfall frequency analysis for ungauged sites using satellite precipitation products

Science.gov (United States)

Gado, Tamer A.; Hsu, Kuolin; Sorooshian, Soroosh

2017-11-01

The occurrence of extreme rainfall events and their impacts on hydrologic systems and society are critical considerations in the design and management of a large number of water resources projects. As precipitation records are often limited or unavailable at many sites, it is essential to develop better methods for regional estimation of extreme rainfall at these partially-gauged or ungauged sites. In this study, an innovative method for regional rainfall frequency analysis for ungauged sites is presented. The new method (hereafter, this is called the RRFA-S) is based on corrected annual maximum series obtained from a satellite precipitation product (e.g., PERSIANN-CDR). The probability matching method (PMM) is used here for bias correction to match the CDF of satellite-based precipitation data with the gauged data. The RRFA-S method was assessed through a comparative study with the traditional index flood method using the available annual maximum series of daily rainfall in two different regions in USA (11 sites in Colorado and 18 sites in California). The leave-one-out cross-validation technique was used to represent the ungauged site condition. Results of this numerical application have found that the quantile estimates obtained from the new approach are more accurate and more robust than those given by the traditional index flood method.

Correlation and multifractality in climatological time series

International Nuclear Information System (INIS)

Pedron, I T

2010-01-01

Climate can be described by statistical analysis of mean values of atmospheric variables over a period. It is possible to detect correlations in climatological time series and to classify its behavior. In this work the Hurst exponent, which can characterize correlation and persistence in time series, is obtained by using the Detrended Fluctuation Analysis (DFA) method. Data series of temperature, precipitation, humidity, solar radiation, wind speed, maximum squall, atmospheric pressure and randomic series are studied. Furthermore, the multifractality of such series is analyzed applying the Multifractal Detrended Fluctuation Analysis (MF-DFA) method. The results indicate presence of correlation (persistent character) in all climatological series and multifractality as well. A larger set of data, and longer, could provide better results indicating the universality of the exponents.

Inter-Annual Variability Of Rainfall In Some States Of Southern Nigeria

Directory of Open Access Journals (Sweden)

Egor

2015-08-01

Full Text Available Abstract The study inter-annual variability of rainfall in some states in Southern Nigeria focuses on analyzing the trends and fluctuations in annual rainfall over six states in Southern Nigeria covering a period of 1972 2012. In order to ascertain the variabilitys and to model the annual rainfall for future prediction to enhance policy implementation the quantitative and descriptive analysis techniques was employed. The rainfall series were analyzed for fluctuations using Standardized Anomaly Index SAI whereas the trends were examined using Statistical Package for Social Science Software SPSS 17.0. At 95 percent confidence level observations in the stations may be signals that the wetter period dominates the drier periods in this study. Each of the series contains two distinct periods when the rainfall anomalies negative and positive of a particular type were most significant. The period where the annual rainfall is above one standard deviation from the mean annual rainfall is considered Wet and the period below one standard deviation from the mean annual rainfall is considered Dry for each station. The results of the linear trend lines revealed an increase in rainfall supply over the period of study especially of recent. The annual rate of increase in rainfall over the period of investigation 1972 - 2012 were 15.21mmyear for Calabar 2.18mmyear for Port Harcourt 22.23mmyear for Owerri 3.25mmyear for Benin City 5.08mmyear for Enugu and 16.29mmyear for Uyo respectively. The variability in amount of annual rainfall revealed that in 2012 Calabar received the highest amount of rainfall of about 4062.70mm and the least value of 2099.4mm in 1973. In Porthacourt the highest amount of rainfall occurred in 1993 with a value of 3911.70mm and the least value in 1983 with a value of 1816.4mm. Owerri recorded the highest amount of rainfall of about 3064.0mm in 2011 and the least value occurred in 1986 with a value of 1228.4mm. In 1976 Benin received the

A Decadal Historical Satellite Data and Rainfall Trend Analysis (2001–2016 for Flood Hazard Mapping in Sri Lanka

Directory of Open Access Journals (Sweden)

Niranga Alahacoon

2018-03-01

Full Text Available Critical information on a flood-affected area is needed in a short time frame to initiate rapid response operations and develop long-term flood management strategies. This study combined rainfall trend analysis using Asian Precipitation—Highly Resolved Observational Data Integration towards Evaluation of Water Resources (APHRODITE gridded rainfall data with flood maps derived from Synthetic Aperture Radar (SAR and multispectral satellite to arrive at holistic spatio-temporal patterns of floods in Sri Lanka. Advanced Land Observing Satellite Phased Array type L-band Synthetic Aperture Radar (ALOS PALSAR data were used to map flood extents for emergency relief operations while eight-day Moderate Resolution Imaging Spectroradiometer (MODIS surface reflectance data for the time period from 2001 to 2016 were used to map long term flood-affected areas. The inundation maps produced for rapid response were published within three hours upon the availability of satellite imagery in web platforms, with the aim of supporting a wide range of stakeholders in emergency response and flood relief operations. The aggregated time series of flood extents mapped using MODIS data were used to develop a flood occurrence map (2001–2016 for Sri Lanka. Flood hotpots identified using both optical and synthetic aperture average of 325 km2 for the years 2006–2015 and exceptional flooding in 2016 with inundation extent of approximately 1400 km2. The time series rainfall data explains increasing trend in the extreme rainfall indices with similar observation derived from satellite imagery. The results demonstrate the feasibility of using multi-sensor flood mapping approaches, which will aid Disaster Management Center (DMC and other multi-lateral agencies involved in managing rapid response operations and preparing mitigation measures.

Assessing the effects of air temperature and rainfall on malaria incidence: an epidemiological study across Rwanda and Uganda

Directory of Open Access Journals (Sweden)

Felipe J. Colón-González

2016-03-01

Full Text Available We investigate the short-term effects of air temperature, rainfall, and socioeconomic indicators on malaria incidence across Rwanda and Uganda from 2002 to 2011. Delayed and nonlinear effects of temperature and rainfall data are estimated using generalised additive mixed models with a distributed lag nonlinear specification. A time series cross-validation algorithm is implemented to select the best subset of socioeconomic predictors and to define the degree of smoothing of the weather variables. Our findings show that trends in malaria incidence agree well with variations in both temperature and rainfall in both countries, although factors other than climate seem to play an important role too. The estimated short-term effects of air temperature and precipitation are nonlinear, in agreement with previous research and the ecology of the disease. These effects are robust to the effects of temporal correlation. The effects of socioeconomic data are difficult to ascertain and require further evaluation with longer time series. Climate-informed models had lower error estimates compared to models with no climatic information in 77 and 60% of the districts in Rwanda and Uganda, respectively. Our results highlight the importance of using climatic information in the analysis of malaria surveillance data, and show potential for the development of climateinformed malaria early warning systems.

Time Series Forecasting with Missing Values

Directory of Open Access Journals (Sweden)

Shin-Fu Wu

2015-11-01

Full Text Available Time series prediction has become more popular in various kinds of applications such as weather prediction, control engineering, financial analysis, industrial monitoring, etc. To deal with real-world problems, we are often faced with missing values in the data due to sensor malfunctions or human errors. Traditionally, the missing values are simply omitted or replaced by means of imputation methods. However, omitting those missing values may cause temporal discontinuity. Imputation methods, on the other hand, may alter the original time series. In this study, we propose a novel forecasting method based on least squares support vector machine (LSSVM. We employ the input patterns with the temporal information which is defined as local time index (LTI. Time series data as well as local time indexes are fed to LSSVM for doing forecasting without imputation. We compare the forecasting performance of our method with other imputation methods. Experimental results show that the proposed method is promising and is worth further investigations.

Reconstruction of ensembles of coupled time-delay systems from time series.

Science.gov (United States)

Sysoev, I V; Prokhorov, M D; Ponomarenko, V I; Bezruchko, B P

2014-06-01

We propose a method to recover from time series the parameters of coupled time-delay systems and the architecture of couplings between them. The method is based on a reconstruction of model delay-differential equations and estimation of statistical significance of couplings. It can be applied to networks composed of nonidentical nodes with an arbitrary number of unidirectional and bidirectional couplings. We test our method on chaotic and periodic time series produced by model equations of ensembles of diffusively coupled time-delay systems in the presence of noise, and apply it to experimental time series obtained from electronic oscillators with delayed feedback coupled by resistors.

The analysis of time series: an introduction

National Research Council Canada - National Science Library

Chatfield, Christopher

1989-01-01

.... A variety of practical examples are given to support the theory. The book covers a wide range of time-series topics, including probability models for time series, Box-Jenkins forecasting, spectral analysis, linear systems and system identification...

Characterization of rainfall events and correlation with reported disasters: A case in Cali, Colombia

Science.gov (United States)

Canon, C. C.; Tischbein, B.; Bogardi, J.

2017-12-01

Flood maps generally display the area that a river might overflow after a rainfall event takes place, under different scenarios of climate, land use/land cover, and/or failure of dams and dikes. However, rainfall is not limited to feed runoff and enlarge the river: it also causes minor disasters outside the map's highlighted area. The city of Cali in Colombia illustrates very well this situation: its flat topography and its major critical infrastructure near the river make it flood-risk prone; a heavy rainfall event would potentially deplete drinking water, electrical power and drainage capacity, and trigger outbreaks of water-borne diseases in the whole city, not only in the flooded area. Unfortunately, the government's disaster prevention strategies focus on the floodplain and usually overlook the aftermath of these minor disasters for being milder and scattered. Predicted losses in flood maps are potentially big, while those from minor disasters over the city are small but real, and citizens, utility companies and urban maintenance funds must constantly take them over. Mitigation and prevention of such minor disasters can save money for the development of the city in other aspects. This paper characterizes hundreds of rainfall events selected from 10-min step time series from 2006 to 2017, and finds their correlation with reported rainfall-related disasters throughout Cali, identified by date and neighborhood. Results show which rainfall parameters are most likely to indicate the occurrence of such disasters and their approximate location in the urban area of Cali. These results, when coupled with real-time observations of rainfall data and simulations of drainage network response, may help citizens and emergency bodies prioritize zones to assist during heavy storms. In the long term, stakeholders may also implement low impact development solutions in these zones to reduce flood risks.

Time series modeling in traffic safety research.

Science.gov (United States)

Lavrenz, Steven M; Vlahogianni, Eleni I; Gkritza, Konstantina; Ke, Yue

2018-08-01

The use of statistical models for analyzing traffic safety (crash) data has been well-established. However, time series techniques have traditionally been underrepresented in the corresponding literature, due to challenges in data collection, along with a limited knowledge of proper methodology. In recent years, new types of high-resolution traffic safety data, especially in measuring driver behavior, have made time series modeling techniques an increasingly salient topic of study. Yet there remains a dearth of information to guide analysts in their use. This paper provides an overview of the state of the art in using time series models in traffic safety research, and discusses some of the fundamental techniques and considerations in classic time series modeling. It also presents ongoing and future opportunities for expanding the use of time series models, and explores newer modeling techniques, including computational intelligence models, which hold promise in effectively handling ever-larger data sets. The information contained herein is meant to guide safety researchers in understanding this broad area of transportation data analysis, and provide a framework for understanding safety trends that can influence policy-making. Copyright © 2017 Elsevier Ltd. All rights reserved.

Time series prediction: statistical and neural techniques

Science.gov (United States)

Zahirniak, Daniel R.; DeSimio, Martin P.

1996-03-01

In this paper we compare the performance of nonlinear neural network techniques to those of linear filtering techniques in the prediction of time series. Specifically, we compare the results of using the nonlinear systems, known as multilayer perceptron and radial basis function neural networks, with the results obtained using the conventional linear Wiener filter, Kalman filter and Widrow-Hoff adaptive filter in predicting future values of stationary and non- stationary time series. Our results indicate the performance of each type of system is heavily dependent upon the form of the time series being predicted and the size of the system used. In particular, the linear filters perform adequately for linear or near linear processes while the nonlinear systems perform better for nonlinear processes. Since the linear systems take much less time to be developed, they should be tried prior to using the nonlinear systems when the linearity properties of the time series process are unknown.

Effectiveness of Multivariate Time Series Classification Using Shapelets

Directory of Open Access Journals (Sweden)

A. P. Karpenko

2015-01-01

Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.

Using naive Bayes classifier for classification of convective rainfall ...

Indian Academy of Sciences (India)

the rainfall intensity in the convective clouds is evaluated using weather radar over the northern Algeria. The results indicate an ... tropical and extratropical regions, are dominated .... MSG is a new series of European geostationary satellites ...

Time-series-analysis techniques applied to nuclear-material accounting

International Nuclear Information System (INIS)

Pike, D.H.; Morrison, G.W.; Downing, D.J.

1982-05-01

This document is designed to introduce the reader to the applications of Time Series Analysis techniques to Nuclear Material Accountability data. Time series analysis techniques are designed to extract information from a collection of random variables ordered by time by seeking to identify any trends, patterns, or other structure in the series. Since nuclear material accountability data is a time series, one can extract more information using time series analysis techniques than by using other statistical techniques. Specifically, the objective of this document is to examine the applicability of time series analysis techniques to enhance loss detection of special nuclear materials. An introductory section examines the current industry approach which utilizes inventory differences. The error structure of inventory differences is presented. Time series analysis techniques discussed include the Shewhart Control Chart, the Cumulative Summation of Inventory Differences Statistics (CUSUM) and the Kalman Filter and Linear Smoother

Beryllium-7 in Rainfall, River Sediment and Sewage Sludge - Beryllium-7 in rainwater, river sediment and sewage sludge

Energy Technology Data Exchange (ETDEWEB)

Fischer, Helmut W.; Igbinosa, Aimuamwosa; Souti, Maria Evangelia [University of Bremen, Institute of Environmental Physics, Otto-Hahn-Allee 1, D-28359 Bremen (Germany)

2014-07-01

Introduction: The cosmogenic radioisotope {sup 7}Be is one of the major contributors to natural airborne radioactivity, with fairly constant concentrations of some mBq/m{sup 3} near the Earth's surface. The isotope is assumed to be bound to aerosols. It is deposited onto the Earth's surface mainly by wet deposition. In environmental surveillance it is detected regularly in air by aerosol sampling, and in topsoil and on plant leaves after rainfall. In previous studies of this laboratory it had also been detected regularly in freshwater sediments and in wastewater treatment primary sludge. River sediment samples from an estuary showed concentrations influenced by dilution with sea water. Thus it appeared interesting to investigate the usefulness of {sup 7}Be as tracer for rainfall contribution in environmental samples. Experimental: In order to investigate possible correlations and interrelations between {sup 7}Be activity in rainfall, sediment and primary sludge, a measurement campaign was planned and conducted covering a time span of 6 months. {sup 7}Be concentrations were determined in weekly samples of rainwater and primary sludge and in monthly samples of river sediment by high resolution gamma spectroscopy. Besides, rainfall amount and intensity were recorded and weekly primary sludge production volume data were obtained from the treatment plant operators. From these numbers, total atmospheric deposition per surface area could be calculated. Results and discussion: The data show a clear correlation between weekly rainfall amount and {sup 7}Be surface deposition. This is more than plausible as wet deposition is known to be the most effective deposition process. Although washout effectivity is assumed to decrease with rainfall intensity, no correlation could be seen in the data, probably due to averaging within the weekly sampling intervals. The time series of {sup 7}Be deposition with rain and its concentration in primary sludge exhibit very similar

Clinical and epidemiological rounds. Time series

Directory of Open Access Journals (Sweden)

León-Álvarez, Alba Luz

2016-07-01

Full Text Available Analysis of time series is a technique that implicates the study of individuals or groups observed in successive moments in time. This type of analysis allows the study of potential causal relationships between different variables that change over time and relate to each other. It is the most important technique to make inferences about the future, predicting, on the basis or what has happened in the past and it is applied in different disciplines of knowledge. Here we discuss different components of time series, the analysis technique and specific examples in health research.

Integer-valued time series

NARCIS (Netherlands)

van den Akker, R.

2007-01-01

This thesis adresses statistical problems in econometrics. The first part contributes statistical methodology for nonnegative integer-valued time series. The second part of this thesis discusses semiparametric estimation in copula models and develops semiparametric lower bounds for a large class of

Robust Forecasting of Non-Stationary Time Series

NARCIS (Netherlands)

Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.

2010-01-01

This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable

Long Memory Models to Generate Synthetic Hydrological Series

Directory of Open Access Journals (Sweden)

Guilherme Armando de Almeida Pereira

2014-01-01

Full Text Available In Brazil, much of the energy production comes from hydroelectric plants whose planning is not trivial due to the strong dependence on rainfall regimes. This planning is accomplished through optimization models that use inputs such as synthetic hydrologic series generated from the statistical model PAR(p (periodic autoregressive. Recently, Brazil began the search for alternative models able to capture the effects that the traditional model PAR(p does not incorporate, such as long memory effects. Long memory in a time series can be defined as a significant dependence between lags separated by a long period of time. Thus, this research develops a study of the effects of long dependence in the series of streamflow natural energy in the South subsystem, in order to estimate a long memory model capable of generating synthetic hydrologic series.

Exploring the Role of Soil Moisture Conditions for Rainfall Triggered Landslides on Catchment Scale: the case of the Ialomita Sub Carpathians, Romania

Science.gov (United States)

Chitu, Zenaida; Bogaard, Thom; Adler, Mary-Jeanne; Steele-Dunne, Susan; Hrachowitz, Markus; Busuioc, Aristita; Sandric, Ionut; Istrate, Alexandru

2014-05-01

Like in many parts of the world, landslides represent in Romania recurrent phenomena that produce numerous damages to the infrastructure every few years. The high frequency of landslide events over the world has resulted to the development of many early warning systems that are based on the definition of rainfall thresholds triggering landslides. In Romania in particular, recent studies exploring the temporal occurrence of landslides have revealed that rainfall represents the most important triggering factor for landslides. The presence of low permeability soils and gentle slope degrees in the Ialomita Subcarpathians of Romania makes that cumulated precipitation over variable time interval and the hydraulic response of the soil plays a key role in landslides triggering. In order to identify the slope responses to rainfall events in this particular area we investigate the variability of soil moisture and its relationship to landslide events in three Subcarpathians catchments (Cricovul Dulce, Bizididel and Vulcana) by combining in situ measurements, satellite-based radiometry and hydrological modelling. For the current study, hourly soil moisture measurements from six soil moisture monitoring stations that are fitted with volumetric soil moisture sensors, temperature soil sensors and rain gauges sensors are used. Pedotransfer functions will be applied in order to infer hydraulic soil properties from soil texture sampled from 50 soil profiles. The information about spatial and temporal variability of soil moisture content will be completed with the Level 2 soil moisture products from the Soil Moisture and Ocean Salinity (SMOS) mission. A time series analysis of soil moisture is planned to be integrated to landslide and rainfall time series in order to determine a preliminary rainfall threshold triggering landslides in Ialomita Subcarpathians.

Characterizing time series via complexity-entropy curves

Science.gov (United States)

Ribeiro, Haroldo V.; Jauregui, Max; Zunino, Luciano; Lenzi, Ervin K.

2017-06-01

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy) and after considering the proper generalization of the statistical complexity (q complexity), we build up a parametric curve (the q -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.

Spatial and Temporal Variability of Rainfall over the South-West Coast of Bangladesh

Directory of Open Access Journals (Sweden)

Md. Sarwar Hossain

2014-04-01

Full Text Available This study examined the spatial and temporal rainfall variability from the 1940s to 2007 in the south west coastal region of Bangladesh. Time series statistical tests were applied to examine the spatial and temporal trends in three time segments (1948–1970, 1971–1990 and 1991–2007 and four seasons (Pre-monsoon; Monsoon; Post-Monsoon and Winter, during the period 1948–2007. Eight weather stations were divided into two zones: exposed (exposed to sea and interior (distant to sea. Overall, rainfall increased during the period 1948–2007, while the trends intensified during post-1990s. Post-monsoon and winter rainfall was observed to follow significant positive trends at most weather stations during the time period 1948–2007. The rate of change was found in exposed zone and interior zone are +12.51 and +4.86 mm/year, respectively, over post monsoon and +0.9 and +1.86 mm/year, respectively, over winter. These trends intensified both in the exposed zone (+45.81 mm/year and the interior zone (+27.09 mm/year 1990 onwards. Winter rainfall does not exhibit significant change (p > 0.1 over the exterior or interior zone, though individual stations like Jessore, Satkhira and Bhola show significant negative trends after 1990s. Although the trends were observed to weaken in the monsoon and pre-monsoon seasons, they are not significant. Moreover, an 11-year cyclicity was found within these two seasons, whilst no cyclicity was observed in the post-monsoon and winter seasons. Sequential Mann Kendal test reveals that the changes in two zones rainfall trends are started around mid-80s, where step change found only for fours season in Khulna stations and also for winter seasons in all weather stations. These changes may have a detrimental effect on rain-fed agriculture in Bangladesh. The application of palaeo-environmental techniques, threshold determination and rainfall analysis across the whole country could be useful to support adaptation planning of

Radar rainfall image repair techniques

Directory of Open Access Journals (Sweden)

Stephen M. Wesson

2004-01-01

Full Text Available There are various quality problems associated with radar rainfall data viewed in images that include ground clutter, beam blocking and anomalous propagation, to name a few. To obtain the best rainfall estimate possible, techniques for removing ground clutter (non-meteorological echoes that influence radar data quality on 2-D radar rainfall image data sets are presented here. These techniques concentrate on repairing the images in both a computationally fast and accurate manner, and are nearest neighbour techniques of two sub-types: Individual Target and Border Tracing. The contaminated data is estimated through Kriging, considered the optimal technique for the spatial interpolation of Gaussian data, where the 'screening effect' that occurs with the Kriging weighting distribution around target points is exploited to ensure computational efficiency. Matrix rank reduction techniques in combination with Singular Value Decomposition (SVD are also suggested for finding an efficient solution to the Kriging Equations which can cope with near singular systems. Rainfall estimation at ground level from radar rainfall volume scan data is of interest and importance in earth bound applications such as hydrology and agriculture. As an extension of the above, Ordinary Kriging is applied to three-dimensional radar rainfall data to estimate rainfall rate at ground level. Keywords: ground clutter, data infilling, Ordinary Kriging, nearest neighbours, Singular Value Decomposition, border tracing, computation time, ground level rainfall estimation

Complex network approach to fractional time series

Energy Technology Data Exchange (ETDEWEB)

Manshour, Pouya [Physics Department, Persian Gulf University, Bushehr 75169 (Iran, Islamic Republic of)

2015-10-15

In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility algorithm is not an appropriate one to study the correlation aspects of a time series. We then employ the horizontal visibility algorithm, as a much simpler one, to map fractional processes onto complex networks. The degree distributions are shown to have parabolic exponential forms with Hurst dependent fitting parameter. Further, we take into account other topological properties such as maximum eigenvalue of the adjacency matrix and the degree assortativity, and show that such topological quantities can also be used to predict the Hurst exponent, with an exception for anti-persistent fractional Gaussian noises. To solve this problem, we take into account the Spearman correlation coefficient between nodes' degrees and their corresponding data values in the original time series.

Short-Term Forecasting of Urban Storm Water Runoff in Real-Time using Extrapolated Radar Rainfall Data

DEFF Research Database (Denmark)

Thorndahl, Søren Liedtke; Rasmussen, Michael R.

2013-01-01

Model based short-term forecasting of urban storm water runoff can be applied in realtime control of drainage systems in order to optimize system capacity during rain and minimize combined sewer overflows, improve wastewater treatment or activate alarms if local flooding is impending. A novel onl....... The radar rainfall extrapolation (nowcast) limits the lead time of the system to two hours. In this paper, the model set-up is tested on a small urban catchment for a period of 1.5 years. The 50 largest events are presented....... online system, which forecasts flows and water levels in real-time with inputs from extrapolated radar rainfall data, has been developed. The fully distributed urban drainage model includes auto-calibration using online in-sewer measurements which is seen to improve forecast skills significantly...

Towards large scale stochastic rainfall models for flood risk assessment in trans-national basins

Science.gov (United States)

Serinaldi, F.; Kilsby, C. G.

2012-04-01

and Shape (GAMLSS). This approach allows exploiting climate variables to improve the simulation of the spatio-temporal rainfall structure through dynamically varying marginal and joint distributions. The preliminary results of the spatio-temporal analysis and modelling of a large data set of daily rainfall time series from 15 countries in the Central Eastern Europe are shown. Finally, indications are given of how the model outputs will be used with rainfall runoff models for estimating collective flood risk across the Danube basin.

Introduction to time series analysis and forecasting

CERN Document Server

Montgomery, Douglas C; Kulahci, Murat

2008-01-01

An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.

Incremental fuzzy C medoids clustering of time series data using dynamic time warping distance.

Science.gov (United States)

Liu, Yongli; Chen, Jingli; Wu, Shuai; Liu, Zhizhong; Chao, Hao

2018-01-01

Clustering time series data is of great significance since it could extract meaningful statistics and other characteristics. Especially in biomedical engineering, outstanding clustering algorithms for time series may help improve the health level of people. Considering data scale and time shifts of time series, in this paper, we introduce two incremental fuzzy clustering algorithms based on a Dynamic Time Warping (DTW) distance. For recruiting Single-Pass and Online patterns, our algorithms could handle large-scale time series data by splitting it into a set of chunks which are processed sequentially. Besides, our algorithms select DTW to measure distance of pair-wise time series and encourage higher clustering accuracy because DTW could determine an optimal match between any two time series by stretching or compressing segments of temporal data. Our new algorithms are compared to some existing prominent incremental fuzzy clustering algorithms on 12 benchmark time series datasets. The experimental results show that the proposed approaches could yield high quality clusters and were better than all the competitors in terms of clustering accuracy.

Incremental fuzzy C medoids clustering of time series data using dynamic time warping distance

Science.gov (United States)

Chen, Jingli; Wu, Shuai; Liu, Zhizhong; Chao, Hao

2018-01-01

Clustering time series data is of great significance since it could extract meaningful statistics and other characteristics. Especially in biomedical engineering, outstanding clustering algorithms for time series may help improve the health level of people. Considering data scale and time shifts of time series, in this paper, we introduce two incremental fuzzy clustering algorithms based on a Dynamic Time Warping (DTW) distance. For recruiting Single-Pass and Online patterns, our algorithms could handle large-scale time series data by splitting it into a set of chunks which are processed sequentially. Besides, our algorithms select DTW to measure distance of pair-wise time series and encourage higher clustering accuracy because DTW could determine an optimal match between any two time series by stretching or compressing segments of temporal data. Our new algorithms are compared to some existing prominent incremental fuzzy clustering algorithms on 12 benchmark time series datasets. The experimental results show that the proposed approaches could yield high quality clusters and were better than all the competitors in terms of clustering accuracy. PMID:29795600

The foundations of modern time series analysis

CERN Document Server

Mills, Terence C

2011-01-01

This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

Time series clustering in large data sets

Directory of Open Access Journals (Sweden)

Jiří Fejfar

2011-01-01

Full Text Available The clustering of time series is a widely researched area. There are many methods for dealing with this task. We are actually using the Self-organizing map (SOM with the unsupervised learning algorithm for clustering of time series. After the first experiment (Fejfar, Weinlichová, Šťastný, 2009 it seems that the whole concept of the clustering algorithm is correct but that we have to perform time series clustering on much larger dataset to obtain more accurate results and to find the correlation between configured parameters and results more precisely. The second requirement arose in a need for a well-defined evaluation of results. It seems useful to use sound recordings as instances of time series again. There are many recordings to use in digital libraries, many interesting features and patterns can be found in this area. We are searching for recordings with the similar development of information density in this experiment. It can be used for musical form investigation, cover songs detection and many others applications.The objective of the presented paper is to compare clustering results made with different parameters of feature vectors and the SOM itself. We are describing time series in a simplistic way evaluating standard deviations for separated parts of recordings. The resulting feature vectors are clustered with the SOM in batch training mode with different topologies varying from few neurons to large maps.There are other algorithms discussed, usable for finding similarities between time series and finally conclusions for further research are presented. We also present an overview of the related actual literature and projects.

Raingauge-Based Rainfall Nowcasting with Artificial Neural Network

Science.gov (United States)

Liong, Shie-Yui; He, Shan

2010-05-01

Rainfall forecasting and nowcasting are of great importance, for instance, in real-time flood early warning systems. Long term rainfall forecasting demands global climate, land, and sea data, thus, large computing power and storage capacity are required. Rainfall nowcasting's computing requirement, on the other hand, is much less. Rainfall nowcasting may use data captured by radar and/or weather stations. This paper presents the application of Artificial Neural Network (ANN) on rainfall nowcasting using data observed at weather and/or rainfall stations. The study focuses on the North-East monsoon period (December, January and February) in Singapore. Rainfall and weather data from ten stations, between 2000 and 2006, were selected and divided into three groups for training, over-fitting test and validation of the ANN. Several neural network architectures were tried in the study. Two architectures, Backpropagation ANN and Group Method of Data Handling ANN, yielded better rainfall nowcasting, up to two hours, than the other architectures. The obtained rainfall nowcasts were then used by a catchment model to forecast catchment runoff. The results of runoff forecast are encouraging and promising.With ANN's high computational speed, the proposed approach may be deliverable for creating the real-time flood early warning system.

Parameter estimation in stochastic rainfall-runoff models

DEFF Research Database (Denmark)

Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur

2006-01-01

A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...

Transmission of linear regression patterns between time series: from relationship in time series to complex networks.

Science.gov (United States)

Gao, Xiangyun; An, Haizhong; Fang, Wei; Huang, Xuan; Li, Huajiao; Zhong, Weiqiong; Ding, Yinghui

2014-07-01

The linear regression parameters between two time series can be different under different lengths of observation period. If we study the whole period by the sliding window of a short period, the change of the linear regression parameters is a process of dynamic transmission over time. We tackle fundamental research that presents a simple and efficient computational scheme: a linear regression patterns transmission algorithm, which transforms linear regression patterns into directed and weighted networks. The linear regression patterns (nodes) are defined by the combination of intervals of the linear regression parameters and the results of the significance testing under different sizes of the sliding window. The transmissions between adjacent patterns are defined as edges, and the weights of the edges are the frequency of the transmissions. The major patterns, the distance, and the medium in the process of the transmission can be captured. The statistical results of weighted out-degree and betweenness centrality are mapped on timelines, which shows the features of the distribution of the results. Many measurements in different areas that involve two related time series variables could take advantage of this algorithm to characterize the dynamic relationships between the time series from a new perspective.

Lag space estimation in time series modelling

DEFF Research Database (Denmark)

Goutte, Cyril

1997-01-01

The purpose of this article is to investigate some techniques for finding the relevant lag-space, i.e. input information, for time series modelling. This is an important aspect of time series modelling, as it conditions the design of the model through the regressor vector a.k.a. the input layer...

Evolution of extreme rainfall in France with a changing climate

International Nuclear Information System (INIS)

Soubeyroux, Jean-Michel; Veysseire, Jean-Michel; Gouget, Viviane; Neppel, Luc; Tramblay, Yves; Carreau, Julie

2015-01-01

This paper focuses a synthesis of the works led within the framework of the French project ANR/Extraflo on the evolution of the daily (and infra daily) extreme rainfall in France. An important dataset of more than 900 series was used. It was shown that a majority of series presented a not significant upward trend in particular in Mediterranean area, in relation with various recent exceptional extreme events. An interesting way to characterize this evolution consists in identifying climatic co-variables associated to heavy rainfall events (weather patterns, average temperatures, flow of humidity) and in taking into account them with a non stationary POT model. The application of this method with climatic projections under scenario A2 from IPCC could lead to a possible increase on extreme precipitation quantiles on the horizon 2070. (authors)

Time-series prediction and applications a machine intelligence approach

CERN Document Server

Konar, Amit

2017-01-01

This book presents machine learning and type-2 fuzzy sets for the prediction of time-series with a particular focus on business forecasting applications. It also proposes new uncertainty management techniques in an economic time-series using type-2 fuzzy sets for prediction of the time-series at a given time point from its preceding value in fluctuating business environments. It employs machine learning to determine repetitively occurring similar structural patterns in the time-series and uses stochastic automaton to predict the most probabilistic structure at a given partition of the time-series. Such predictions help in determining probabilistic moves in a stock index time-series Primarily written for graduate students and researchers in computer science, the book is equally useful for researchers/professionals in business intelligence and stock index prediction. A background of undergraduate level mathematics is presumed, although not mandatory, for most of the sections. Exercises with tips are provided at...

A Time Series Forecasting Method

Directory of Open Access Journals (Sweden)

Wang Zhao-Yu

2017-01-01

Full Text Available This paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of its own. However, if a data pattern is similar enough to an existing cluster, it is removed from the cluster it currently belongs to and added to the most similar cluster. During the clustering process, weights are learned for each cluster. Given a series of time-stamped data up to time t, we divide it into a set of training patterns. By using the weighted self-constructing clustering, the training patterns are grouped into a set of clusters. To estimate the value at time t + 1, we find the k nearest neighbors of the input pattern and use these k neighbors to decide the estimation. Experimental results are shown to demonstrate the effectiveness of the proposed approach.

Stochastic nature of series of waiting times

Science.gov (United States)

Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi

2013-06-01

Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2time distribution. We find that the logarithmic difference of waiting times series has a short-range correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

Remote sensing-based time series models for malaria early warning in the highlands of Ethiopia

Directory of Open Access Journals (Sweden)

Midekisa Alemayehu

2012-05-01

Full Text Available Abstract Background Malaria is one of the leading public health problems in most of sub-Saharan Africa, particularly in Ethiopia. Almost all demographic groups are at risk of malaria because of seasonal and unstable transmission of the disease. Therefore, there is a need to develop malaria early-warning systems to enhance public health decision making for control and prevention of malaria epidemics. Data from orbiting earth-observing sensors can monitor environmental risk factors that trigger malaria epidemics. Remotely sensed environmental indicators were used to examine the influences of climatic and environmental variability on temporal patterns of malaria cases in the Amhara region of Ethiopia. Methods In this study seasonal autoregressive integrated moving average (SARIMA models were used to quantify the relationship between malaria cases and remotely sensed environmental variables, including rainfall, land-surface temperature (LST, vegetation indices (NDVI and EVI, and actual evapotranspiration (ETa with lags ranging from one to three months. Predictions from the best model with environmental variables were compared to the actual observations from the last 12 months of the time series. Results Malaria cases exhibited positive associations with LST at a lag of one month and positive associations with indicators of moisture (rainfall, EVI and ETa at lags from one to three months. SARIMA models that included these environmental covariates had better fits and more accurate predictions, as evidenced by lower AIC and RMSE values, than models without environmental covariates. Conclusions Malaria risk indicators such as satellite-based rainfall estimates, LST, EVI, and ETa exhibited significant lagged associations with malaria cases in the Amhara region and improved model fit and prediction accuracy. These variables can be monitored frequently and extensively across large geographic areas using data from earth-observing sensors to support public

Investigating the Scaling Properties of Extreme Rainfall Depth ...

African Journals Online (AJOL)

Investigating the Scaling Properties of Extreme Rainfall Depth Series in Oromia Regional State, Ethiopia. ... Science, Technology and Arts Research Journal ... for storm duration ranging from 0.5 to 24 hr observed at network of rain gauges sited in Oromia regional state were analyzed using an approach based on moments.

Efficient Approximate OLAP Querying Over Time Series

DEFF Research Database (Denmark)

Perera, Kasun Baruhupolage Don Kasun Sanjeewa; Hahmann, Martin; Lehner, Wolfgang

2016-01-01

The ongoing trend for data gathering not only produces larger volumes of data, but also increases the variety of recorded data types. Out of these, especially time series, e.g. various sensor readings, have attracted attention in the domains of business intelligence and decision making. As OLAP...... queries play a major role in these domains, it is desirable to also execute them on time series data. While this is not a problem on the conceptual level, it can become a bottleneck with regards to query run-time. In general, processing OLAP queries gets more computationally intensive as the volume...... of data grows. This is a particular problem when querying time series data, which generally contains multiple measures recorded at fine time granularities. Usually, this issue is addressed either by scaling up hardware or by employing workload based query optimization techniques. However, these solutions...

Local Vegetation Trends in the Sahel of Mali and Senegal Using Long Time Series FAPAR Satellite Products and Field Measurement (1982–2010

Directory of Open Access Journals (Sweden)

Martin Brandt

2014-03-01

Full Text Available Local vegetation trends in the Sahel of Mali and Senegal from Geoland Version 1 (GEOV1 (5 km and the third generation Global Inventory Modeling and Mapping Studies (GIMMS3g (8 km Fraction of Absorbed Photosynthetically Active Radiation (FAPAR time series are studied over 29 years. For validation and interpretation of observed greenness trends, two methods are applied: (1 a qualitative approach using in-depth knowledge of the study areas and (2 a quantitative approach by time series of biomass observations and rainfall data. Significant greening trends from 1982 to 2010 are consistently observed in both GEOV1 and GIMMS3g FAPAR datasets. Annual rainfall increased significantly during the observed time period, explaining large parts of FAPAR variations at a regional scale. Locally, GEOV1 data reveals a heterogeneous pattern of vegetation change, which is confirmed by long-term ground data and site visits. The spatial variability in the observed vegetation trends in the Sahel area are mainly caused by varying tree- and land-cover, which are controlled by human impact, soil and drought resilience. A large proportion of the positive trends are caused by the increment in leaf biomass of woody species that has almost doubled since the 1980s due to a tree cover regeneration after a dry-period. This confirms the re-greening of the Sahel, however, degradation is also present and sometimes obscured by greening. GEOV1 as compared to GIMMS3g made it possible to better characterize the spatial pattern of trends and identify the degraded areas in the study region.

Comparing Approaches to Deal With Non-Gaussianity of Rainfall Data in Kriging-Based Radar-Gauge Rainfall Merging

Science.gov (United States)

Cecinati, F.; Wani, O.; Rico-Ramirez, M. A.

2017-11-01

Merging radar and rain gauge rainfall data is a technique used to improve the quality of spatial rainfall estimates and in particular the use of Kriging with External Drift (KED) is a very effective radar-rain gauge rainfall merging technique. However, kriging interpolations assume Gaussianity of the process. Rainfall has a strongly skewed, positive, probability distribution, characterized by a discontinuity due to intermittency. In KED rainfall residuals are used, implicitly calculated as the difference between rain gauge data and a linear function of the radar estimates. Rainfall residuals are non-Gaussian as well. The aim of this work is to evaluate the impact of applying KED to non-Gaussian rainfall residuals, and to assess the best techniques to improve Gaussianity. We compare Box-Cox transformations with λ parameters equal to 0.5, 0.25, and 0.1, Box-Cox with time-variant optimization of λ, normal score transformation, and a singularity analysis technique. The results suggest that Box-Cox with λ = 0.1 and the singularity analysis is not suitable for KED. Normal score transformation and Box-Cox with optimized λ, or λ = 0.25 produce satisfactory results in terms of Gaussianity of the residuals, probability distribution of the merged rainfall products, and rainfall estimate quality, when validated through cross-validation. However, it is observed that Box-Cox transformations are strongly dependent on the temporal and spatial variability of rainfall and on the units used for the rainfall intensity. Overall, applying transformations results in a quantitative improvement of the rainfall estimates only if the correct transformations for the specific data set are used.

A Dynamic Fuzzy Cluster Algorithm for Time Series

Directory of Open Access Journals (Sweden)

Min Ji

2013-01-01

clustering time series by introducing the definition of key point and improving FCM algorithm. The proposed algorithm works by determining those time series whose class labels are vague and further partitions them into different clusters over time. The main advantage of this approach compared with other existing algorithms is that the property of some time series belonging to different clusters over time can be partially revealed. Results from simulation-based experiments on geographical data demonstrate the excellent performance and the desired results have been obtained. The proposed algorithm can be applied to solve other clustering problems in data mining.

A comparative study of mixed exponential and Weibull distributions in a stochastic model replicating a tropical rainfall process

Science.gov (United States)

Abas, Norzaida; Daud, Zalina M.; Yusof, Fadhilah

2014-11-01

A stochastic rainfall model is presented for the generation of hourly rainfall data in an urban area in Malaysia. In view of the high temporal and spatial variability of rainfall within the tropical rain belt, the Spatial-Temporal Neyman-Scott Rectangular Pulse model was used. The model, which is governed by the Neyman-Scott process, employs a reasonable number of parameters to represent the physical attributes of rainfall. A common approach is to attach each attribute to a mathematical distribution. With respect to rain cell intensity, this study proposes the use of a mixed exponential distribution. The performance of the proposed model was compared to a model that employs the Weibull distribution. Hourly and daily rainfall data from four stations in the Damansara River basin in Malaysia were used as input to the models, and simulations of hourly series were performed for an independent site within the basin. The performance of the models was assessed based on how closely the statistical characteristics of the simulated series resembled the statistics of the observed series. The findings obtained based on graphical representation revealed that the statistical characteristics of the simulated series for both models compared reasonably well with the observed series. However, a further assessment using the AIC, BIC and RMSE showed that the proposed model yields better results. The results of this study indicate that for tropical climates, the proposed model, using a mixed exponential distribution, is the best choice for generation of synthetic data for ungauged sites or for sites with insufficient data within the limit of the fitted region.

A novel weight determination method for time series data aggregation

Science.gov (United States)

Xu, Paiheng; Zhang, Rong; Deng, Yong

2017-09-01

Aggregation in time series is of great importance in time series smoothing, predicting and other time series analysis process, which makes it crucial to address the weights in times series correctly and reasonably. In this paper, a novel method to obtain the weights in time series is proposed, in which we adopt induced ordered weighted aggregation (IOWA) operator and visibility graph averaging (VGA) operator and linearly combine the weights separately generated by the two operator. The IOWA operator is introduced to the weight determination of time series, through which the time decay factor is taken into consideration. The VGA operator is able to generate weights with respect to the degree distribution in the visibility graph constructed from the corresponding time series, which reflects the relative importance of vertices in time series. The proposed method is applied to two practical datasets to illustrate its merits. The aggregation of Construction Cost Index (CCI) demonstrates the ability of proposed method to smooth time series, while the aggregation of The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) illustrate how proposed method maintain the variation tendency of original data.

Foundations of Sequence-to-Sequence Modeling for Time Series

OpenAIRE

Kuznetsov, Vitaly; Mariet, Zelda

2018-01-01

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series forecasting. We provide the first theoretical analysis of this time series forecasting framework. We include a comparison of sequence-to-sequence modeling to classical time series models, and as such our theory can serve as a quantitative guide for practiti...

Animal perception of seasonal thresholds: changes in elephant movement in relation to rainfall patterns.

Science.gov (United States)

Birkett, Patricia J; Vanak, Abi T; Muggeo, Vito M R; Ferreira, Salamon M; Slotow, Rob

2012-01-01

The identification of temporal thresholds or shifts in animal movement informs ecologists of changes in an animal's behaviour, which contributes to an understanding of species' responses in different environments. In African savannas, rainfall, temperature and primary productivity influence the movements of large herbivores and drive changes at different scales. Here, we developed a novel approach to define seasonal shifts in movement behaviour by examining the movements of a highly mobile herbivore (elephant; Loxodonta africana), in relation to local and regional rainfall patterns. We used speed to determine movement changes of between 8 and 14 GPS-collared elephant cows, grouped into five spatial clusters, in Kruger National Park, South Africa. To detect broad-scale patterns of movement, we ran a three-year daily time-series model for each individual (2007-2009). Piecewise regression models provided the best fit for elephant movement, which exhibited a segmented, waveform pattern over time. Major breakpoints in speed occurred at the end of the dry and wet seasons of each year. During the dry season, female elephant are constrained by limited forage and thus the distances they cover are shorter and less variable. Despite the inter-annual variability of rainfall, speed breakpoints were strongly correlated with both local and regional rainfall breakpoints across all three years. Thus, at a multi-year scale, rainfall patterns significantly affect the movements of elephant. The variability of both speed and rainfall breakpoints across different years highlights the need for an objective definition of seasonal boundaries. By using objective criteria to determine behavioural shifts, we identified a biologically meaningful indicator of major changes in animal behaviour in different years. We recommend the use of such criteria, from an animal's perspective, for delineating seasons or other extrinsic shifts in ecological studies, rather than arbitrarily fixed definitions

Animal perception of seasonal thresholds: changes in elephant movement in relation to rainfall patterns.

Directory of Open Access Journals (Sweden)

Patricia J Birkett

Full Text Available BACKGROUND: The identification of temporal thresholds or shifts in animal movement informs ecologists of changes in an animal's behaviour, which contributes to an understanding of species' responses in different environments. In African savannas, rainfall, temperature and primary productivity influence the movements of large herbivores and drive changes at different scales. Here, we developed a novel approach to define seasonal shifts in movement behaviour by examining the movements of a highly mobile herbivore (elephant; Loxodonta africana, in relation to local and regional rainfall patterns. METHODOLOGY/PRINCIPAL FINDINGS: We used speed to determine movement changes of between 8 and 14 GPS-collared elephant cows, grouped into five spatial clusters, in Kruger National Park, South Africa. To detect broad-scale patterns of movement, we ran a three-year daily time-series model for each individual (2007-2009. Piecewise regression models provided the best fit for elephant movement, which exhibited a segmented, waveform pattern over time. Major breakpoints in speed occurred at the end of the dry and wet seasons of each year. During the dry season, female elephant are constrained by limited forage and thus the distances they cover are shorter and less variable. Despite the inter-annual variability of rainfall, speed breakpoints were strongly correlated with both local and regional rainfall breakpoints across all three years. Thus, at a multi-year scale, rainfall patterns significantly affect the movements of elephant. The variability of both speed and rainfall breakpoints across different years highlights the need for an objective definition of seasonal boundaries. CONCLUSIONS/SIGNIFICANCE: By using objective criteria to determine behavioural shifts, we identified a biologically meaningful indicator of major changes in animal behaviour in different years. We recommend the use of such criteria, from an animal's perspective, for delineating seasons or

Climate Prediction Center (CPC) Global Precipitation Time Series

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The global precipitation time series provides time series charts showing observations of daily precipitation as well as accumulated precipitation compared to normal...

Climate Prediction Center (CPC) Global Temperature Time Series

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The global temperature time series provides time series charts using station based observations of daily temperature. These charts provide information about the...

Recurrent Neural Network Applications for Astronomical Time Series

Science.gov (United States)

Protopapas, Pavlos

2017-06-01

The benefits of good predictive models in astronomy lie in early event prediction systems and effective resource allocation. Current time series methods applicable to regular time series have not evolved to generalize for irregular time series. In this talk, I will describe two Recurrent Neural Network methods, Long Short-Term Memory (LSTM) and Echo State Networks (ESNs) for predicting irregular time series. Feature engineering along with a non-linear modeling proved to be an effective predictor. For noisy time series, the prediction is improved by training the network on error realizations using the error estimates from astronomical light curves. In addition to this, we propose a new neural network architecture to remove correlation from the residuals in order to improve prediction and compensate for the noisy data. Finally, I show how to set hyperparameters for a stable and performant solution correctly. In this work, we circumvent this obstacle by optimizing ESN hyperparameters using Bayesian optimization with Gaussian Process priors. This automates the tuning procedure, enabling users to employ the power of RNN without needing an in-depth understanding of the tuning procedure.

Plant calendar pattern based on rainfall forecast and the probability of its success in Deli Serdang regency of Indonesia

Science.gov (United States)

Darnius, O.; Sitorus, S.

2018-03-01

The objective of this study was to determine the pattern of plant calendar of three types of crops; namely, palawija, rice, andbanana, based on rainfall in Deli Serdang Regency. In the first stage, we forecasted rainfall by using time series analysis, and obtained appropriate model of ARIMA (1,0,0) (1,1,1)12. Based on the forecast result, we designed a plant calendar pattern for the three types of plant. Furthermore, the probability of success in the plant types following the plant calendar pattern was calculated by using the Markov process by discretizing the continuous rainfall data into three categories; namely, Below Normal (BN), Normal (N), and Above Normal (AN) to form the probability transition matrix. Finally, the combination of rainfall forecasting models and the Markov process were used to determine the pattern of cropping calendars and the probability of success in the three crops. This research used rainfall data of Deli Serdang Regency taken from the office of BMKG (Meteorologist Climatology and Geophysics Agency), Sampali Medan, Indonesia.

Using multinomial and imprecise probability for non-parametric modelling of rainfall in Manizales (Colombia

Directory of Open Access Journals (Sweden)

Ibsen Chivatá Cárdenas

2008-05-01

Full Text Available This article presents a rainfall model constructed by applying non-parametric modelling and imprecise probabilities; these tools were used because there was not enough homogeneous information in the study area. The area’s hydro-logical information regarding rainfall was scarce and existing hydrological time series were not uniform. A distributed extended rainfall model was constructed from so-called probability boxes (p-boxes, multinomial probability distribu-tion and confidence intervals (a friendly algorithm was constructed for non-parametric modelling by combining the last two tools. This model confirmed the high level of uncertainty involved in local rainfall modelling. Uncertainty en-compassed the whole range (domain of probability values thereby showing the severe limitations on information, leading to the conclusion that a detailed estimation of probability would lead to significant error. Nevertheless, rele-vant information was extracted; it was estimated that maximum daily rainfall threshold (70 mm would be surpassed at least once every three years and the magnitude of uncertainty affecting hydrological parameter estimation. This paper’s conclusions may be of interest to non-parametric modellers and decisions-makers as such modelling and imprecise probability represents an alternative for hydrological variable assessment and maybe an obligatory proce-dure in the future. Its potential lies in treating scarce information and represents a robust modelling strategy for non-seasonal stochastic modelling conditions

Challenges with space-time rainfall in urban hydrology highlighted with a semi-distributed model using C-band and X-band radar data

Science.gov (United States)

da Silva Rocha Paz, Igor; Ichiba, Abdellah; Skouri-Plakali, Ilektra; Lee, Jisun; Gires, Auguste; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Climate change and global warming are expected to make precipitation events more frequent, more severe and more local. This may have serious consequences for human health, the environment, cultural heritage, economic activities, utilities and public service providers. Then precipitation risk and water management is a key challenge for densely populated urban areas. Applications derived from high (time and space) resolution observation of precipitations are to make our cities more weather-ready. Finer resolution data available from X-band dual radar measurements enhance engineering tools as used for urban planning policies as well as protection (mitigation/adaptation) strategies to tackle climate-change related weather events. For decades engineering tools have been developed to work conveniently either with very local rain gauge networks, or with mainly C-band weather radars that have gradually been set up for space-time remote sensing of precipitation. Most of the time, the C-band weather radars continue to be calibrated by the existing rain gauge networks. Inhomogeneous distributions of rain gauging networks lead to only a partial information on the rainfall fields. In fact, the statistics of measured rainfall is strongly biased by the fractality of the measuring networks. This fractality needs to be properly taken in to account to retrieve the original properties of the rainfall fields, in spite of the radar data calibration. In this presentation, with the help of multifractal analysis, we first demonstrate that the semi-distributed hydrological models statistically reduce the rainfall fields into rainfall measured by a much scarcer network of virtual rain gauges. For this purpose, we use C-band and X-band radar data. The first has a resolution of 1 km in space and 5 min in time and is in fact a product provided by RHEA SAS after treating the Météo-France C-band radar data. The latter is measured by the radar operated at Ecole des Ponts and has a resolution of

Transition Icons for Time-Series Visualization and Exploratory Analysis.

Science.gov (United States)

Nickerson, Paul V; Baharloo, Raheleh; Wanigatunga, Amal A; Manini, Todd M; Tighe, Patrick J; Rashidi, Parisa

2018-03-01

The modern healthcare landscape has seen the rapid emergence of techniques and devices that temporally monitor and record physiological signals. The prevalence of time-series data within the healthcare field necessitates the development of methods that can analyze the data in order to draw meaningful conclusions. Time-series behavior is notoriously difficult to intuitively understand due to its intrinsic high-dimensionality, which is compounded in the case of analyzing groups of time series collected from different patients. Our framework, which we call transition icons, renders common patterns in a visual format useful for understanding the shared behavior within groups of time series. Transition icons are adept at detecting and displaying subtle differences and similarities, e.g., between measurements taken from patients receiving different treatment strategies or stratified by demographics. We introduce various methods that collectively allow for exploratory analysis of groups of time series, while being free of distribution assumptions and including simple heuristics for parameter determination. Our technique extracts discrete transition patterns from symbolic aggregate approXimation representations, and compiles transition frequencies into a bag of patterns constructed for each group. These transition frequencies are normalized and aligned in icon form to intuitively display the underlying patterns. We demonstrate the transition icon technique for two time-series datasets-postoperative pain scores, and hip-worn accelerometer activity counts. We believe transition icons can be an important tool for researchers approaching time-series data, as they give rich and intuitive information about collective time-series behaviors.

Hydrological similarity approach and rainfall satellite utilization for mini hydro power dam basic design (case study on the ungauged catchment at West Borneo, Indonesia)

Science.gov (United States)

Prakoso, W. G.; Murtilaksono, K.; Tarigan, S. D.; Purwanto, Y. J.

2018-05-01

An approach on flow duration and flood design estimation on the ungauged catchment with no rainfall and discharge data availability was been being develop with hydrological modelling including rainfall run off model implemented with watershed characteristic dataset. Near real time Rainfall data from multi satellite platform e.g. TRMM can be utilized for regionalization approach on the ungauged catchment. Watershed hydrologically similarity analysis were conducted including all of the major watershed in Borneo which was predicted to be similar with the Nanga Raun Watershed. It was found that a satisfactory hydrological model calibration could be achieved using catchment weighted time series of TRMM daily rainfall data, performed on nearby catchment deemed to be sufficiently similar to Nanga Raun catchment in hydrological terms. Based on this calibration, rainfall runoff parameters were then transferred to a model. Relatively reliable flow duration curve and extreme discharge value estimation were produced with reasonable several limitation. Further approach may be performed in order to deal with the primary limitations inherent in the hydrological and statistical analysis, especially to give prolongation to the availability of the rainfall and climate data with some novel approach like downscaling of global climate model.

Seasonal variation and climate change impact in Rainfall Erosivity across Europe

Science.gov (United States)

Panagos, Panos; Borrelli, Pasquale; Meusburger, Katrin; Alewell, Christine; Ballabio, Cristiano

2017-04-01

Rainfall erosivity quantifies the climatic effect on water erosion and is of high importance for soil scientists, land use planners, agronomists, hydrologists and environmental scientists in general. The rainfall erosivity combines the influence of rainfall duration, magnitude, frequency and intensity. Rainfall erosivity is calculated from a series of single storm events by multiplying the total storm kinetic energy with the measured maximum 30-minute rainfall intensity. This estimation requests high temporal resolution (e.g. 30 minutes) rainfall data for sufficiently long time periods (i.e. 20 years). The European Commission's Joint Research Centr(JRC) in collaboration with national/regional meteorological services and Environmental Institutions made an extensive data collection of high resolution rainfall data in the 28 Member States of the European Union plus Switzerland to estimate rainfall erosivity in Europe. This resulted in the Rainfall Erosivity Database on the European Scale (REDES) which included 1,675 stations. The interpolation of those point erosivity values with a Gaussian Process Regression (GPR) model has resulted in the first Rainfall Erosivity map of Europe (Science of the Total Environment, 511: 801-815). In 2016, REDES extended with a monthly component, which allowed developing monthly and seasonal erosivity maps and assessing rainfall erosivity both spatially and temporally for European Union and Switzerland. The monthly erosivity maps have been used to develop composite indicators that map both intra-annual variability and concentration of erosive events (Science of the Total Environment, 579: 1298-1315). Consequently, spatio-temporal mapping of rainfall erosivity permits to identify the months and the areas with highest risk of soil loss where conservation measures should be applied in different seasons of the year. Finally, the identification of the most erosive month allows recommending certain agricultural management practices (crop

Multifractal analysis of visibility graph-based Ito-related connectivity time series.

Science.gov (United States)

Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

Mathematical foundations of time series analysis a concise introduction

CERN Document Server

Beran, Jan

2017-01-01

This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis. It appeals to anybody wanting to understand time series in a precise, mathematical manner. It is suitable for graduate courses in time series analysis but is equally useful as a reference work for students and researchers alike.

Time series analysis in the social sciences the fundamentals

CERN Document Server

Shin, Youseop

2017-01-01

Times Series Analysis in the Social Sciences is a practical and highly readable introduction written exclusively for students and researchers whose mathematical background is limited to basic algebra. The book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice. Through step-by-step explanations and using monthly violent crime rates as case studies, this book explains univariate time series from the preliminary visual analysis through the modeling of seasonality, trends, and re

Data imputation analysis for Cosmic Rays time series

Science.gov (United States)

Fernandes, R. C.; Lucio, P. S.; Fernandez, J. H.

2017-05-01

The occurrence of missing data concerning Galactic Cosmic Rays time series (GCR) is inevitable since loss of data is due to mechanical and human failure or technical problems and different periods of operation of GCR stations. The aim of this study was to perform multiple dataset imputation in order to depict the observational dataset. The study has used the monthly time series of GCR Climax (CLMX) and Roma (ROME) from 1960 to 2004 to simulate scenarios of 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80% and 90% of missing data compared to observed ROME series, with 50 replicates. Then, the CLMX station as a proxy for allocation of these scenarios was used. Three different methods for monthly dataset imputation were selected: AMÉLIA II - runs the bootstrap Expectation Maximization algorithm, MICE - runs an algorithm via Multivariate Imputation by Chained Equations and MTSDI - an Expectation Maximization algorithm-based method for imputation of missing values in multivariate normal time series. The synthetic time series compared with the observed ROME series has also been evaluated using several skill measures as such as RMSE, NRMSE, Agreement Index, R, R2, F-test and t-test. The results showed that for CLMX and ROME, the R2 and R statistics were equal to 0.98 and 0.96, respectively. It was observed that increases in the number of gaps generate loss of quality of the time series. Data imputation was more efficient with MTSDI method, with negligible errors and best skill coefficients. The results suggest a limit of about 60% of missing data for imputation, for monthly averages, no more than this. It is noteworthy that CLMX, ROME and KIEL stations present no missing data in the target period. This methodology allowed reconstructing 43 time series.

Algorithm for Compressing Time-Series Data

Science.gov (United States)

Hawkins, S. Edward, III; Darlington, Edward Hugo

2012-01-01

An algorithm based on Chebyshev polynomials effects lossy compression of time-series data or other one-dimensional data streams (e.g., spectral data) that are arranged in blocks for sequential transmission. The algorithm was developed for use in transmitting data from spacecraft scientific instruments to Earth stations. In spite of its lossy nature, the algorithm preserves the information needed for scientific analysis. The algorithm is computationally simple, yet compresses data streams by factors much greater than two. The algorithm is not restricted to spacecraft or scientific uses: it is applicable to time-series data in general. The algorithm can also be applied to general multidimensional data that have been converted to time-series data, a typical example being image data acquired by raster scanning. However, unlike most prior image-data-compression algorithms, this algorithm neither depends on nor exploits the two-dimensional spatial correlations that are generally present in images. In order to understand the essence of this compression algorithm, it is necessary to understand that the net effect of this algorithm and the associated decompression algorithm is to approximate the original stream of data as a sequence of finite series of Chebyshev polynomials. For the purpose of this algorithm, a block of data or interval of time for which a Chebyshev polynomial series is fitted to the original data is denoted a fitting interval. Chebyshev approximation has two properties that make it particularly effective for compressing serial data streams with minimal loss of scientific information: The errors associated with a Chebyshev approximation are nearly uniformly distributed over the fitting interval (this is known in the art as the "equal error property"); and the maximum deviations of the fitted Chebyshev polynomial from the original data have the smallest possible values (this is known in the art as the "min-max property").

Modeling of Volatility with Non-linear Time Series Model

OpenAIRE

Kim Song Yon; Kim Mun Chol

2013-01-01