WATER RESOURCES RESEARCH, VOL. 45, W08417, doi:10.

1029/2008WR007645, 2009

On the stationarity of annual flood peaks in the continental

United States during the 20th century
Gabriele Villarini,1,2 Francesco Serinaldi,3,4 James A. Smith,1 and Witold F. Krajewski5
Received 10 December 2008; revised 23 March 2009; accepted 13 May 2009; published 13 August 2009.
[1] Annual peak discharge records from 50 stations in the continental United States with
at least 100 years of record are used to investigate stationarity of flood peaks during the
20th century. We examine temporal trends in flood peaks and abrupt changes in the mean
and/or variance of flood peak distributions. Change point analysis for detecting abrupt
changes in flood distributions is performed using the nonparametric Pettitt test. Two
nonparametric (Mann-Kendall and Spearman) tests and one parametric (Pearson) test are
used to detect the presence of temporal trends. Generalized additive models for location,
scale, and shape (GAMLSS) are also used to parametrically model the annual peak data,
exploiting their flexibility to account for abrupt changes and temporal trends in the
parameters of the distribution functions. Additionally, the presence of long-term
persistence is investigated through estimation of the Hurst exponent, and an alternative
interpretation of the results in terms of long-term persistence is provided. Many of the
drainage basins represented in this study have been affected by regulation through systems
of reservoirs, and all of the drainage basins have experienced significant land use changes
during the 20th century. Despite the profound changes that have occurred to drainage
basins throughout the continental United States and the recognition that elements of the
hydrologic cycle are being altered by human-induced climate change, it is easier to
proclaim the demise of stationarity of flood peaks than to prove it through analyses of
annual flood peak data.
Citation: Villarini, G., F. Serinaldi, J. A. Smith, and W. F. Krajewski (2009), On the stationarity of annual flood peaks in the
continental United States during the 20th century, Water Resour. Res., 45, W08417, doi:10.1029/2008WR007645.

1. Introduction [2001a] and Groisman et al. [2001b] found an increasing

[2] Numerous studies have investigated the presence of
temporal trends in streamflow records in the continental
United States. U.S. Geological Survey (USGS) [2005, p. 2]
reported that ‘‘streamflow has been increasing in the United
States since at least 1940.’’ Most of these increases were
found to occur for low to moderate streamflows [e.g.,
Lettenmaier et al., 1994; Gebert and Krug, 1996; Lins
and Slack, 1999; Douglas et al., 2000; McCabe and
Wolock, 2002; Garbrecht et al., 2004; Small et al., 2006;
Kalra et al., 2008]. For annual maximum daily discharge
and flood peaks, it is difficult to draw general conclusions.
Changnon and Kunkel [1995] found an upward trend in
floods in the upper Midwest, while Gebert and Krug [1996]
and Juckem et al. [2008] found a decrease in annual flood
peaks for stream gauge stations in the Driftless Area of
Wisconsin (southwestern part of the state). Groisman et al.
1
Department of Civil and Environmental Engineering, Princeton
University, Princeton, New Jersey, USA.
2
Willis Research Network, London, UK.
3
Department of Hydraulics Transportation and Highways, ‘‘Sapienza’’
University of Rome, Rome, Italy.
4
Honors Center of Italian Universities, ‘‘Sapienza’’ University of Rome,
Rome, Italy.
5
IIHR – Hydroscience & Engineering, University of Iowa, Iowa City,
Iowa, USA.
Copyright 2009 by the American Geophysical Union.
0043-1397/09/2008WR007645
W08417
trend for high discharge, particularly in the eastern part of
the continental United States. Other studies, however, did
not find significant trends in annual maximum discharge
[e.g., Lins and Slack, 1999; Douglas et al., 2000; McCabe
and Wolock, 2002; Small et al., 2006].
[3] The ambiguous nature of temporal trends in flood
records and, more generally, questions about assumptions of
stationarity, are tied to physical processes associated with
flood production, sample properties of the flood records and
statistical procedures that are used to infer distributional
properties of flood series. Sample properties can impose
major limitations on statistical procedures that attempt to
infer temporal changes in flood peak distributions. In the
majority of studies in the literature, inferences are based on
records that are much shorter than 100 years. A central
element of this study is the examination of temporal
changes in flood peak distributions based on some of the
longest records in the United States.
[4] In our study we use annual maximum instantaneous
peak discharge data from 50 U.S. Geological Survey
(USGS) stations in the continental United States with a
record of least 100 years [e.g., Blanchard, 2007; U.S.
Geological Survey, A new evaluation of the USGS stream-
ing network: A report to Congress, 1998, available at http://
water.usgs.gov/streamgaging/report.pdf]. Drainage areas for
the stations included in this study range from 420 km2
(Weber River near Oakley, Utah) to 1,805,222 km2 (Mis-
sissippi River at St. Louis, Missouri). Many of the drainage
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W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS
Figure 1. Example showing the impact of a change point
in the trend analysis. Simulated series of 100 independent
normal variates is shown. The first (last) 50 realizations
were generated from a normal distribution with mean equal
to 10 (12) and variance equal to 2. The solid grey line
represents the result from trend analysis neglecting the
presence of the change point. The black lines highlight the
lack of a trend when the change point is accounted for.
basins included in this study, like many of the drainage
basins in the United States as a whole, are affected by
regulation from systems of reservoirs. The downstream
impact of dams [e.g., Williams and Wolman, 1984; Graf,
1999, 2006] is a central element of flood peak distributions
for many stream gauging stations in the United States and
around the world. Similarly, the 20th century was a time of
profound land use changes involving agricultural practice,
urbanization and forest management; changing land use has
significant impacts on the hydrologic cycle [e.g., Leopold,
1968; Graf, 1977; Sauer et al., 1983; Potter, 1991; Smith et
al., 2002; Zhang and Schilling, 2006]. In addition to
changing composition of the land surface, human-induced
climate change can potentially have significant impacts on
flood peak distributions [e.g., Groisman et al., 2001a;
Garbrecht and Piechota, 2006].
[5] The aim of this study is the investigation of the
validity of the stationarity assumption. In this work, we
define as stationary a hydrologic time series that ‘‘is free of
trends, shifts, or periodicity (cyclicity)’’ [Salas, 1993,
p. 19.5]. For an extensive discussion about the notions of
stationarity and nonstationarity in hydrology, consult
Matalas [1997] and Koutsoyiannis [2006]. The most com-
mon ways to check whether this assumption is valid or not
are checking for the presence of slowly varying changes
(trend analysis) or change points (i.e., the occurrence of
abrupt changes in the mean and/or the variance of the
distribution of the variable of interest). The main difference
between the two analyses is that when a trend is detected, it
is likely to continue in the future. On the other hand, the
presence of a change point highlights the shift from one
regime to another, and the status is likely to remain the same
until a new regime shift occurs.
[6] Studies investigating the validity of the stationarity
assumption in the continental United States typically focus
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W08417
on either change point analysis [e.g., Perreault et al., 1999;
Rasmussen, 2001] or trend analysis [e.g., Lettenmaier et al.,
1994; Lins and Slack, 1999]. When change point and trend
analyses are both performed [e.g., McCabe and Wolock,
2002; Kalra et al., 2008; Miller and Piechota, 2008], the
former follows the latter, and not vice versa: the information
from the change point analysis is not taken into account to
divide the time series into two subseries (before and after
the change point) on which the trend analysis is then
performed separately.
[7] This approach may lead to misleading results. Con-
sider for instance the example in Figure 1, where we
generated two samples of size 50; the first (last) 50 values
were drawn from a normal distribution with mean equal to
10 (12) and variance equal to 2. Performing trend analysis
without considering the presence of the change point would
result in the detection of a statistically significant increasing
trend (solid grey line). However, after accounting for the
change point, the two subseries do not present statistically
significant slopes. In this study, trend analysis follows
change point analysis. In most previous studies, these
analyses are conducted by using one or two tests to identify
the presence of temporal trends or change points. Employ-
ing the results of different tests provide a more reliable and
robust indication about the presence of changes over time.
[8] Change point analysis is generally performed only to
detect changes in the mean, even though change points in
the variance may have a significant impact on the extremes
[e.g., Mearns et al., 1984; Katz and Brown, 1992; Meehl et
al., 2000]. In this study we perform change point analysis
for both mean and variance. As described in section 3, five
tests for change point detection were examined and the
nonparametric Pettitt test [Pettitt, 1979] was selected for
analysis of the annual flood peak records.
[9] Additionally, we parametrically model the streamflow
data for all the stations independently of the validity of the
stationarity assumption (see Khaliq et al. [2006] for a
discussion about the subject) by means of a generalized
additive model for location, scale, and shape (GAMLSS)
[Rigby and Stasinopoulos, 2005]: GAMLSS models are
flexible enough to accommodate the presence of abrupt
changes in the mean and/or variance as well as temporal
trends in the variable of interest. The use of these models
provides additional evidence concerning the presence (or
absence) of abrupt and/or slowly varying changes [e.g.,
Zhang et al., 2004].
[10] Finally, an element that is often overlooked in
analyses of stationarity of flood records is the presence of
long-term persistence in the flood series [e.g., Hurst, 1951;
Potter, 1976]. As recently discussed by Koutsoyiannis
[2006], the concepts of stationarity, persistence and scaling
should be analyzed jointly [see also Potter, 1976]. In
particular, some of the patterns observed in hydrologic
series could be better explained by accounting for long-
term persistence [e.g., Koutsoyiannis, 2002, 2003, 2006;
Koutsoyiannis and Montanari, 2007]. Therefore, in this
study we also investigate whether the behavior observed
in the annual maximum peak discharge could be better
explained in terms of long-term persistence.
[11] The paper is organized as follows. In section 2 we
describe the data. In section 3 we discuss long-term persis-
tence and GAMLSS models, together with a brief descrip-
W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Table 1. Summary of the Characteristics of the Basins Considered 420 km2 to 1,805,222 km2 and can provide valuable
in This Study indication about the presence or lack of statistically signif-
Drainage Number of icant trends across the continental United States.
USGS ID State River Name Area (km2) Observations [13] Important features of the data are illustrated in time
series plots (Figure 3) for the Connecticut River at Hartford
01190070 CT Connecticut 27,161 164
01463500 NJ Delaware 17,560 104 (USGS ID 01190070; 27,161 km2), the Potomac River at
01536500 PA Susquehanna 25,796 117 Point of Rocks (USGS ID 01638500; 24,996 km2), the Great
01559000 PA Juniata 2,113 106 Miami River at Dayton (USGS ID 03270500; 6,503 km2),
01638500 MD Potomac 24,996 113 the South Platte River at Denver (USGS ID 06714000;
02019500 VA James 5,369 115
02055000 VA Roanoke 995 109
10,000 km2), and Columbia River at the Dalles (USGS ID
02083500 NC Tar 5,654 102 14105700; 613,827 km2). Annual flood peaks at these sites
02191300 GA Broad 1,968 109 are typical of the 50 stations in reflecting a strong influence
02213000 GA Ocmulgee 5,802 115 of reservoir control, extreme flood peaks and a diversity of
02223500 GA Oconee 11,396 114 storm climatologies that control the flood peak distribution.
02349605 GA Flint 7,563 103
02392000 GA Etowah 1,588 116 [14] The Connecticut River station at Hartford (Figure 3a)
02400500 AL Coosa 15,035 106 has the longest continuous record of the 50 stations, with
02467000 AL Tombigbee 39,847 113 observations extending back to 1838. The upper tail of flood
02473000 MS Leaf 4,527 102 peaks is dominated by two events. The March 1936 flood,
02477000 MS Chickasawhay 2,378 102
02479000 MS Pascagoula 17,068 102
which had a unit discharge of 0.33 m3 s
1 km
2, was a rain-
02489000 MS Pearl near Columbia 14,815 102 on-snow event, which produced the flood of record for
02492600 LA Pearl at Pearl River 21,999 102 many of the major Atlantic and Ohio River drainages [e.g.,
03011020 NY Allegheny 4,165 103 Miller, 1990] and stimulated one of the major periods of
03051000 WV Tygart Valley 1,052 100 restructuring rivers basins in the eastern United States,
03183500 WV Greenbrier 3,533 112
03270500 OH Great Miami 6,503 115 through the Flood Control Act of 1936 [e.g., Billington
03294500 KY Ohio 236,129 140 and Jackson, 2006]. The second largest flood peak (0.26 m3
03373500 IN East Fork White 12,761 104 s
1 km
2) was from the hurricane of September 1938 (the
03548500 NC Hiwassee 1,052 107 ‘‘Long Island Express’’) [e.g., Emanuel, 2005] which dev-
04113000 MI Grand 3,186 107
05054000 ND Red at Fargo 17,612 106 astated Long Island and much of New England. The 1938
05079000 MN Red Lake 13,649 103 flood peak in the Connecticut River illustrates the central
05325000 MN Minnesota 38,591 104 role of tropical cyclones as flood agents over the entire
05464500 IA Cedar 16,861 105 eastern United States, from Florida through New England.
06099500 MT Marias 8,397 101
06191500 MT Yellowstone 6,783 97
Miller [1990] presents a ‘‘scaling’’ paradigm for flood peaks
06714000 CO South Platte 10,000 110 in the eastern United States, in which flood peaks at the
06724000 CO St. Vrain 559 104 largest drainage areas (the major East Coast rivers) are
06889000 KS Kansas 146,904 111 dominated by winter/spring extratropical systems, like the
07010000 MO Mississippi 1,805,222 107 March 1936 event, with landfalling tropical cyclones, like
07096000 CO Arkansas at Canon City 8,073 116
07144300 KS Arkansas at Wichita 104,869 110 the September 1938 storm, dominant at somewhat smaller
07355500 LA Red 174,824 109 scales. The largest flood peaks at basin scales smaller than
08279500 NM Rio 26,936 93 259 km2, which are not represented in the stream gauging
09239500 CO Yampa 1,471 100 record of stations with more than 100 years of observations,
10109000 UT Logan 554 112
10128500 UT Weber 420 102
are produced by organized thunderstorm systems. The
11152000 CA Arroyo 632 102 Connecticut River is typical of most river basins of its size
11335000 CA Cosumnes 1,388 101 in the eastern United States in containing a large number of
14048000 OR John Day 19,632 101 major dams and reservoirs. Regulation of the river has
14105700 OR Columbia 613,827 150 extended over the entire 170 year record, with regulation
14321000 OR Umpqua 9,539 100
increasing following the March 1936 flood.
[15] The Potomac River is unusual for a river of its size in
the United States because of the relatively minor degree of
tion of change point and trend tests used in this study. Major regulation by reservoirs. The Jennings Randolph Dam,
results of our analyses are presented in section 4. A which is located in the West Virginia headwaters of the
summary and conclusions are presented in section 5. basin, controls less than 2% of the catchment. Completion
of the Jennings Randolph Dam in 1981 marked the end of
2. Data construction of major federal dams in the United States. The
[12] The results of this study are based on data from middle 50 years of the 20th century from 1925 to 1975
50 USGS stream gauging stations (Table 1) in the conti- comprise the dam-building era of the United States, stimu-
nental United States (Figure 2), each with at least 100 years lated by Depression-era public works projects, increasing
of measurements of annual maximum instantaneous peak demand for hydropower, and the societal impacts of major
discharge. As shown in Figure 2, there is a concentration of floods like the March 1936 flood [e.g., Billington and
catchments in the eastern United States. Fewer catchments Jackson, 2006]. As in the Connecticut River, the March
are located in the midwest, Rocky Mountains, and west 1936 flood provides the flood of record for the Potomac
coast. The drainage area of the selected basins range from River (Figure 3b), with a significantly larger unit discharge
peak (0.54 m3 s
1 km
2) from a comparable drainage area.

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W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS
Figure 2. Map showing the location of the USGS stream gauge stations with a record of at least
100 years included in this study. The southwest (northeast) corner has coordinates 24.20°N – 66.85°W
(49.55°N– 124.95°W).
Also like the Connecticut River, near-record flood peaks are
associated with tropical cyclones. The second largest peak
in the Potomac River was from the unnamed tropical storm
of October 1942 and the third largest peak was from
Hurricane Agnes in June 1972. The Potomac River basin
is typical of watersheds throughout the eastern United States
in having experienced near-total deforestation in the late
19th and early 20th century [Bonan, 1999; Findell et al.,
2007; Steyaert and Knox, 2008]. Agricultural practice has
evolved in many parts of the United States from the highly
erosive farming of the early 20th century to modern farming
practices followed the initial introduction of major soil
conservation programs in the 1930s. Despite minor regula-
tion by reservoirs and changing land use practices, the
Potomac River at Point of Rocks provides one of the most
‘‘natural’’ annual peak records for a river of its size in the
United States.
[16] The striking feature of the annual peak record of the
Great Miami River is the flood of March 1913 (Figure 3c),
which resulted in more than 360 fatalities [e.g., Henry,
1913; Bock, 1918]. The 1.09 m3 s
1 km
2 unit discharge
peak dwarfs the March 1898 peak of 0.40 m3 s
1 km
2,
which ranks second in the 115 year record. Like the March
1936 flood, the 1913 Great Miami River flood had a
transformative impact on river regulation, both in the Great
Miami River and throughout the United States. Design of
the flood control program for the ‘‘Miami Conservancy’’
[e.g., Morgan, 1916; Bock, 1918] centered on a system of
headwater flood control reservoirs and was intended to
prevent catastrophic flooding from events like the March
1913 storm. The Miami Conservancy ‘‘design’’ was trans-
lated to the Tennessee Valley Authority (TVA) by Arthur
Morgan (the architect of the Miami Conservancy and first
Chairman of the TVA) and broadly adopted by the U.S.
Army Corps of Engineers (COE) for multipurpose river
basin development throughout the eastern United States
[e.g., Billington and Jackson, 2006].
4 of 17
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[17] An important feature of the March 1913 flood peak
in the Miami River, like many flood peaks in the annual
peak record, is that it was computed using ‘‘indirect’’
discharge estimation methods [e.g., Benson, 1962]. The
error structure of annual flood peaks depends on a wide
variety of factors that can be broadly viewed in terms of the
two basic methods of estimation, computation from stage-
discharge rating curves and computation by ‘‘indirect
methods’’ using surveyed high-water marks and hydraulic
models [e.g., Potter and Walker, 1981]. Equipment,
procedures and personnel used for implementing these
methods are variables that affect the annual peak record
and their changing properties over time [e.g., Benson,
1962; House and Pearthree, 1995; Blanchard, 2007].
[18] The South Platte River basin above Denver extends
from the peaks of the Front Range of the Rocky Mountains
at elevations exceeding 4,270 m to the outlet of the catchment
at 1,550 m. The resulting flood regime (Figure 3d) is diverse,
including a mix of snowmelt floods during May and June,
which are concentrated in the lower portion of the flood
peak distribution, and late summer peaks from orographic
thunderstorm systems linked to the North American
Monsoon (55 of the 110 annual peaks occurred during July
and August; see Higgins et al. [1997] for discussion of
warm season rainfall in the United States and the North
American Monsoon). The flood of record for the South
Platte River (Figure 3d) occurred on 17 June 1965 and its
magnitude (0.11 m3 s
1 km
2) was nearly twice that of the
second largest peak for the station. Nonetheless, the flood
peak in South Platte River was modest in comparison to
flood peaks in the adjacent Jimmy Camp Creek (unit
discharge peak of 25.08 m3 s
1 km
2 at 140 km2 drainage
area) and Bijou Creek (unit discharge peak of 3.70 m3 s
1
km
2 at 3569 km2 drainage area), for 16– 17 June 1965,
which are among the largest unit discharge peaks in the
United States [Costa, 1987a, 1987b; O’Connor and Costa,
2004b].
W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Figure 3. Annual maximum peak unit discharge for (a) the Connecticut River at Hartford, (b) the
Potomac River at Point of Rocks, (c) the Great Miami River at Dayton, (d) the South Platter River at
Denver, and (e) the Columbia River at Dalles.

[19] The 16– 17 June 1965 storms were orographic thun- Platte River above Denver. Rainfall and flooding from the
derstorm systems [Schwarz, 1967; Javier et al., 2007] June 1965 storms were exceedingly rare, but not unprece-
which produced catastrophic rainfall over the Plains region dented for the region [see Follansbee and Jones, 1922;
east of the Front Range, including a portion of the South Follansbee and Sawyer, 1948]. The ‘‘climatology’’ of flood
5 of 17
W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS
peaks in the South Platte River basin represents a mixture of
flood-generating mechanisms linked to snowmelt, heavy
rainfall during the North American monsoon, and rare
orographic thunderstorm events that dominate the upper
tail of the flood peak distribution.
[20] The gauging record for the Columbia River at the
Dalles represents a large river basin for which the annual
peak record is driven by snowmelt floods (Figure 3e). It is
also a basin in which regulation by hydropower dams
becomes a dominant feature of the flood hydrology of the
region. The unit discharge of 0.06 m3 s
1 km
2 for the June
1894 flood (Figure 3e) is one of the largest in the world for
basins with a drainage area greater than 518,000 km2 [e.g.,
O’Connor and Costa, 2004a]. Snowmelt floods in the
Columbia River basin are typically complicated meteoro-
logical events, that are dependent on a sequence of extra-
tropical systems that both create the snowpack and
contribute to flooding through rapid melt and rain-on-snow
processes. The system of hydropower dams in the Columbia
River basin has evolved during the 20th century, along with
the operating rules for the dams that adapt to the growing
demand for power.
[21] In the following sections, we examine trends and
abrupt changes in flood records during the 20th century for
the 50 stations listed in Table 1. The features of annual peak
records for the five stations illustrated in Figure 3 provide
context for interpretation of the results.
3. Methodology
[22] In this section we present an overview of the
different tests and estimators used to evaluate the presence
of change points, and temporal trends [see, e.g., Helsel and
Hirsch, 1993; Kundzewicz and Robson, 2000, 2004] and
long-term persistence. We also briefly introduce the
GAMLSS models.
3.1. Change Point Analysis
[23] We considered a number of different tests for change
point analysis and chose the Pettitt test (see additional
discussion below) for analyses presented in section 4. The
Pettitt test [Pettitt, 1979] is a nonparametric (rank-based)
test that allows detection of changes in the mean (median)
when the change point time is unknown. This test is based
on a version of Mann-Whitney statistic for testing that two
samples X1, . . ., Xm and Xm+1, . . ., Xn come from the same
population. The p value of the test statistic can be computed
using the approximated limiting distribution by Pettitt
[1979], valid for continuous variables.
[24] The five methods that were considered for change
point analysis included two nonparametric tests (Pettitt and
CUSUM tests) [e.g., Pettitt, 1979; Buishand, 1982], one
semiparametric test (Guan) [Guan, 2004], and two paramet-
ric tests (Rodionov and Bayesian change point tests)
[Rodionov, 2004; Erdman and Emerson, 2007]. To select
one change point test, we used 47 additional USGS stations
with at least 100 years of observations and with a USGS
qualifying code 5 (‘‘Discharge affected to unknown degree
by Regulation or Diversion’’) or 6 (‘‘Discharge affected by
Regulation or Diversion’’). We made the assumption that
the year in which the USGS report changes in the discharge
due to human intervention marked the abrupt change.
Where available, we selected a 5% significance level. We
6 of 17
W08417
first discarded Rodionov test since it returned multiple
change points for a given time series. Even though it is
possible that multiple change points are present in a series,
segmenting the record in multiple subseries would limit our
capability to perform meaningful trend analysis. As far as
the other four tests are concerned, the results based on the
Pettitt test were in the closest agreement with times of
change reported by the USGS. Compared to the other tests,
other advantages of the Pettitt test are that (1) it works on
the ranks, making it less sensitive to outliers and skewed
distributions (as in this case), and (2) the significance of the
test is obtained using the approximated limiting distribution
by Pettitt [1979] (e.g., compared to CUSUM test, for which
bootstrap analysis is required (W. A. Taylor, Change-point
analysis: A powerful new tool for detecting changes, 2000,
available at http://www.variation.com/cpa/tech/changepoint.
html)).
[25] In general, most of the change point tests are
designed to detect changes in the mean and fewer methods
can identify shifts in the variance [e.g., Perreault et al.,
2000; Rodionov, 2005]. As mentioned above, however,
changes in the series variability can have strong impact,
especially on extreme values. In this study, changes in
variance are tested by using the Pettitt test and applying it
on the squared residuals (in agreement with the suggestions
by Pegram [2000]).
3.2. Temporal Trend Analysis
[26] Detection of temporal trends in annual maximum
peak discharge is based on one parametric (Pearson’s r), and
two nonparametric (Mann-Kendall and Spearman’s rho)
tests [e.g., Helsel and Hirsch, 1993; McCuen, 2002]. The
use of different tests provides a clearer indication of the
presence or absence of a trend [e.g., Zhang et al., 2004].
[27] Pearson’s test is a parametric test based on the
significance of Pearson’s product moment correlation coef-
ficient. Given a sample of size n from a random variable X
and a covariate T, Pearson’s r is computed by dividing the
covariance Cov(X, T) by the product of the standard devia-
tions of X and T. In order to obtain unbiased results [e.g.,
Kowalski, 1972], this test assumes that X is Gaussian
distributed. In this study, we perform the normal quantile
transformation to transform our skewed data into Gaussian-
distributed deviates [e.g., Kundzewicz and Robson, 2004]
(notice that this transformation may distort trends in the
data).
[28] The Mann-Kendall test [Mann, 1945; Kendall, 1975]
is the most widely used statistical test to detect the presence
of temporal trends in discharge data. It measures the
association between X and T as the proportion of concordant
pairs minus the proportion of discordant pairs in the
samples. Two bivariate observations, (Xi, Ti) and (Xj, Tj),
are called concordant whenever the product (Xi
Xj)(Ti
Tj)
is positive, and discordant when the same product is
negative. The Kendall’s statistic S is the difference between
the numbers of concordant and discordant pairs. If X and T
are independent and randomly ordered, S has a mean of zero
and a variance that is a function of the sample size.
[29] One of the problems associated with the Mann-
Kendall test is that the results can be affected by the
presence of serial and cross correlations [e.g., Hirsch et
al., 1982; Kulkarni and von Stroch, 1995; Hamed and Rao,
1998; Yue et al., 2003]. Even though the use of annual
W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS
Table 2. Summary of the Four Two-Parameter Distributions Considered in This Study to Model the Annual Maximum Peak Discharge
Probability Density Function
n   h
Gumbel fY(yjq1, q2) = q1 exp
y
q2 q1
exp
ðy
q2 q1 Þ
2

1 < y < 1,
1 < q1 < 1, q2 > 0
 q2
q2 yq2
1
Weibull fY (yjq1, q2) = q2 exp
q1y
q1
y > 0, q1 > 0, q2 > 0
1
1
q2
1 y 2 exp½
y=ðq22 q1 Þ
Gamma fY (yjq1, q2) = 1=q2
ðq22 q1 Þ 2
y > 0, q1 > 0, q2 > 0
n 2
Lognormal fY (yjq1, q2) = pffiffiffiffiffiffiffi
1
2 y
1
exp
½logðyÞ2q
2 q1  E [Y] = w1/2eq1
2pq2
y > 0, q1 > 0, q2 > 0
maxima should avoid the issue of serial correlation, we
compute the autocorrelation function and check whether the
lag 1 value is significantly different from 0. If the lag 1
autocorrelation is not significant, we apply the Mann-
Kendall test to the series. If a change point is detected,
the autocorrelation function is computed separately on the
series before and after it.
[30] Similar to the Mann-Kendall test, Spearman test
[e.g., Helsel and Hirsch, 1993] is a nonparametric test.
Given a generic bivariate observation (Xi, Ti), i = 1, 2, . . ., n,
original values are replaced with their ranks in the sample
(rank(Xi), rank(Ti)). Spearman’s estimator corresponds to
Pearson’s correlation coefficient computed on the ranks.
Even in this case, serial independence in time is required.
As discussed by Yue et al. [2002], the power (defined as the
probability of correctly rejecting the null hypothesis when it
is false) of Mann-Kendall and Spearman tests in detecting
trends is very similar.
3.3. Generalized Additive Models for Location, Scale,
and Shape (GAMLSS)
[31] Given the apparent nonstationary behavior of hydro-
logic processes over multidecadal time scales [e.g., Milly et
al., 2008], new models able to dynamically capture the
evolution of the probability density functions in time should
be implemented [e.g., Cox et al., 2002]. In this study we
assume a parametric distribution for the response variable X,
and model the parameters of the distribution as functions of
an explanatory variable (time t). The generalized additive
models for location, scale and shape (GAMLSS) proposed
by Rigby and Stasinopoulos [2005], provide a flexible
choice compared for instance with classical generalized
additive models (GAM) [e.g., Hastie and Tibshirani,
1990], generalized linear models (GLM) [e.g., Nelder and
Wedderburn, 1972; McCullagh and Nelder, 1989], general-
ized linear mixed models (GLMM) [e.g., McCulloch, 1997,
2003], and generalized additive mixed models (GAMM)
[e.g., Fahrmeir and Lang, 2001].
[32] In GAMLSS models the assumption that X follows a
distribution from the exponential family (e.g., Gaussian
distribution) is relaxed allowing for a general distribution
function (e.g., highly skewed and/or kurtotic continuous and
discrete distributions). The systematic part makes it possible
to model not only the location parameter (related to mean),
but also scale and shape parameters (related to dispersion,
W08417
Distribution Moments
io
E [Y] = q1 + gq2 ffi q1 + 0.57722q2
Var [Y] = p2q22/6 ffi 1.64493q22
E [Y] = q1G(q1 + 1)
 2 h  i2
Var [Y] = q21  q22 þ 1
 q12 þ 1

E [Y] = q1
Gð1=q22 Þ
Var [Y] = q22q21
o
2
Var [Y] = w(w
1)e2q1, where w = exp(q22)
skewness, and kurtosis) of the distribution of X as linear
and/or nonlinear, parametric and/or additive nonparametric
functions of explanatory variables and/or random effects
[Rigby and Stasinopoulos, 2005; Stasinopoulos and Rigby,
2007]. A GAMLSS model assumes that independent ran-
dom variables Xi, for i = 1,. . ., n, have distribution function
FX(xi; qi) with qi = (qi1,. . ., qip) a vector of p distribution
parameters accounting for location, scale, and shape. Usu-
ally p is less or equal to four, since one-, two-, three- and
four-parameter families guarantee enough flexibility for
most applications. The distribution parameters are related
to the design matrix of explanatory variables, ti, by mono-
tonic link functions gk(), for k = 1,. . ., p. For a more
comprehensive discussion on theory, model fitting, and
selection, the reader is pointed to Rigby and Stasinopoulos
[2005, and references therein], Stasinopoulos and Rigby
[2007, and references therein].
[33] In this study we consider four different two-parameter
distributions widely used in modeling of streamflow data,
Gumbel, gamma, lognormal, and Weibull (Table 2) [e.g.,
Stedinger et al., 1993; El Adlouni et al., 2008], where one of
the parameters, q1, can be related to the mean and one, q2, to
the variance. The evaluation of temporal trends is performed
by considering models in which the parameters q1 and q2 of
the distributions are a linear function of time t (the only
explanatory variable considered here) through proper link
functions (see Hall and Tajvidi [2000] and Ramesh and
Davison [2002] for a discussion about the presence of trends
different from the linear one):


g1 qi1 ¼ ti b1 ð1Þ


g2 qi2 ¼ ti b2 ð2Þ
for i = 1,. . ., n, where b1 and b2 denote the vectors of
coefficients of the linear models. Note that even though in
this study we focus on the dependence of q1 and q2 on time,
other covariates could be used as well.
[34] Few studies have investigated the dependence of the
moments of the distribution (via parameters) on time [e.g.,
Strupczewski et al., 2001]. A novel feature of this study is
that temporal trends and change points are both included
while investigating the nonstationarity assumption in flood
7 of 17
W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS
frequency modeling. The selection of a particular distribu-
tion is based on visual assessment of diagnostic plots as
well as maximum likelihood values. Moreover, the selection
of a model accounting for change points in mean and/or
variance and monotonic temporal trends in the model
parameters over a simpler model with time-independent
parameters is performed by means of the Akaike informa-
tion criterion (AIC) [Akaike, 1974], where the maximum
likelihood value is penalized by the number of indepen-
dently adjusted parameters. The model with the minimum
AIC value is selected. In this way, we can compare models
with different probability distribution, trends in the para-
meters, and change points in mean and/or variance,
providing additional evidence of the presence (or absence)
of abrupt and/or slowly varying changes [e.g., Zhang et al.,
2004]. However, since the AIC value does not provide
information about the quality of the fitting [e.g., Hipel,
1981], we assess the performance of the selected model by
means of visual inspection of diagnostic plots of the
residuals, such as residuals vs response, qq plots or the more
effective worm plots [e.g., van Buuren and Fredriks, 2001;
Stasinopoulos and Rigby, 2007]. These are detrended forms
of the qq plots, which display the difference between the
empirical and theoretical quantiles (vertical axis) against the
theoretical quantiles (horizontal axis). The points appear as
a worm shape, where the extreme points are more variable
than those in the center.
[35] In this study, all the calculations were performed in R
[R Development Core Team, 2008] using the freely
available GAMLSS package (D. M. Stasinopoulos et al.,
GAMLSS: Generalized additive models for location scale
and shape, R package version 1.6-0, 2007, available at
http://cran.r-project.org/web/packages/gamlss/gamlss.pdf).
3.4. Long-Term Persistence
[36] As discussed by Cohn and Lins [2005], long-term
persistence could result in detection of a statistically
significant trend, even though no trend is present [see also
Koutsoyiannis, 2006]. In this study we test the presence of
long-term persistence by estimating the Hurst exponent H
[Hurst, 1951]. For long-term persistence phenomena, the
correlation Corr(,) slowly decreases following a power
law behavior:
CorrðXt ; Xtþk Þ
Ck 2H
2 for k ! 1 ð3Þ on the Great Miami River, Hiwassee River, Red River at
where Xt is the process of interest, k denotes the lag, and C
is a constant.
[37] The Hurst exponent H varies between 0 and 1. A
value of 0.5 indicates lack of long-term persistence, and
values larger than 0.5 indicate the presence of long-term
persistence (this dependence is greater for larger values
of H).
[38] There are different methods to estimate H, including
the aggregated variance method, differenced variance
method, Higuchi’s method, R/S method, periodogram and
modified periodogram methods, Whittle and local Whittle
method (consult Montanari et al. [1999] for a review). One
of the most commonly used approaches is the aggregated
variance technique. On the basis of this method, in the
presence of long-term persistence:


Var X N
cn2H
2 ð4Þ
8 of 17
W08417
where n is the sample size, c is a positive constant, and X N
is the sample mean.
[39] The presence of nonstationarities (e.g., nonstationar-
ity in the mean) may significantly affect the estimation of H
[e.g., Rust et al., 2008]. In particular, in the presence of
trends or abrupt changes in the mean, the estimator based on
the aggregated variance method is affected by large errors
[e.g., Teverovsky and Taqqu, 1997; Montanari et al., 1999].
As noted by Montanari et al. [1999, p. 220], ‘‘differencing
the variance is a useful technique when jumps in the mean
or slowly decaying trends are suspected.’’ For this reason, in
addition to the aggregated variance estimator we also
include an estimator based on differencing the variance for
those cases in which we suspect the presence of a
deterministic change point or linear trend (e.g., due to
stream gauge relocation, construction of upstream dams).
4. Results
[40] In this section we present results concerning evalu-
ation of the hypothesis of stationarity in terms of change
point and temporal trends (as well as GAMLSS modeling),
and the long-term persistence.
4.1. Change Point Analysis
[41] Change point analysis is used to investigate the
presence of abrupt changes in mean and variance of annual
peak records during the 20th century. Using the Pettitt test,
it was found (Figure 4) that 18 of the 50 basins exhibited a
significant abrupt change in the mean. The times of abrupt
changes in the mean clustered around the 1920s and
between 1950 and 1970. For 6 of the 50 basins we have
also detected a change point in variance. In the Mississippi
River Basin change points in the mean cluster in the 1940s
(Figure 4), in relation to profound land use and land cover
changes [e.g., Zhang and Schilling, 2006; Schilling et al.,
2008].
[42] The fact that there are only 21 records showing a
change in the mean and/or variance allows us to look at
each station in more detail. We found that for two of the
stream gauges in Georgia, the detected change point is close
to the year in which the gauge height was computed at a
different site and/or with respect to a different datum (Broad
River in 1917 and Oconee River in 1949). For the stations
Fargo, and the Columbia River, the change point is close to
the year in which the USGS applied the qualifying code 6
(‘‘Discharge affected by Regulation or Diversion,’’ Great
Miami River in 1922, Hiwassee River in 1942, Red River at
Fargo in 1942, and Columbia River in 1938). These results
highlight the fact that abrupt changes in mean and/or
variance can be due to changes in gauging practice, changes
in land use and land cover and regulation by reservoirs, as
well as climatic reasons. Careful inspection of the records is
a key element in assessing nonstationarities in annual peak
records [e.g., Potter, 1979].
4.2. Temporal Trend Analysis
[43] Change points present one possible mode of non-
stationarity. Long-term trends constitute a second major
cause of nonstationary in annual flood peak time series.
Analyses of long-term trends are performed using Mann-
Kendall, Spearman, and Pearson two-sided tests. In the case
W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Figure 4. Maps with the location of the USGS stream gauge stations with a change point (a) in mean
and (b) in variance. The results are based on the Pettitt test for a significance level of 5%.

in which no change point is detected, the temporal trend
analysis is performed on the entire time series. For those
records in which a statistically significant change point is
detected, the temporal trend analysis is performed on the
series obtained by splitting the record into two subseries
(before and after the change point). Before performing trend
analysis, we examined the autocorrelation function (ACF)
of the annual peak time series. Overall, the ACF was not
significantly different from 0 for any scenario, suggesting
that year-to-year correlation is not an important element of
trend detection for annual flood peaks.
[44] For basins with no change point in mean (Table 3),
only two stations (Broad River and Yampa River) present a
significant temporal trend at the 5% for all three tests. For
two more rivers (Connecticut, and Kansas) significant
trends at least at the 10% significance level are identified
for all three tests.
[45] For the 18 stations with change points in mean, two
stations (Minnesota River and South Platte River) exhibited
significant time trends at the 5% significance level for the
sample period prior to the change point (Table 4). For an
additional three stations, all three testes showed statistically
significant trends at the 10% level. Finally, in Table 5 we
have the results for the subseries after the change point. The
Columbia River and Umpqua River show statistically
significant trends at the 5% level for all three tests.
[46] We investigated the effects of ‘‘change points’’ on
long-term trend analysis by repeating the trend analysis on
those series in which a change point was detected by
neglecting it (Table 6). It is clear from these results that
neglecting the presence of a change point could result in
obtaining a significant trend even though, by accounting for
the change point, no statistically significant trend was
detected.
4.3. GAMLSS Modeling
[47] The previous results show that both gradually vary-
ing long-term trends and abrupt changes can cause non-
stationarity in annual flood peak records. In this section, we
examine GAMLSS models as a framework for parametric
modeling of nonstationary annual peak records. The suit-
ability of the fitted parametric models is evaluated with
respect to likelihood-based optimality criteria (including
AIC) and by diagnostic graphical tools. In particular, we
checked the normality of the residuals through worm plots
[e.g., van Buuren and Fredriks, 2001]. In the case in which

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W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Table 3. Summary of the Results of the Temporal Trend Analysis model with constant parameters. All models were compared
for Those Series in Which No Statistically Significant Change by AIC scores and by computing pairwise deviances [e.g.,
Point Was Detecteda McCullagh and Nelder, 1989] to test the significance of the
USGS ID MK S P Direction improvement obtained by switching from simpler to more
complex models. We have summarized our results in
01190070 0.035* 0.041* 0.051**
Table 8. Overall, we notice that the change points detected
01463500 0.291 0.304 0.266

01536500 0.402 0.390 0.336 + with the Pettitt test are also found significant using the
01638500 0.538 0.541 0.583
GAMLSS. Moreover, the gamma and lognormal distribu-
02019500 0.140 0.171 0.181 + tions are superior in almost all of the cases.
02055000 0.726 0.566 0.465 + [50] For four time series, in Figure 5 we illustrate the
02083500 0.924 0.838 0.885 +
02191300 0.005* 0.007* 0.004*

results of our modeling effort. In particular, we looked at a
02213000 0.471 0.490 0.490
case in which we have a change point in mean, in variance,
02349605 0.207 0.250 0.289
in mean and variance, and a change point in mean and a
02392000 0.373 0.399 0.272
monotonic trend before and after the change point (in
02400500 0.117 0.010** 0.110
Figure 6 we show the goodness of the fit by means of the
02473000 0.302 0.320 0.300

02477000 0.688 0.728 0.989
worm plots of residuals; when the fit is good the points
02479000 0.105 0.110 0.102
should be aligned preferably on the black line and within
02489000 0.597 0.594 0.585 + the grey curves delimiting the 95% confidence intervals).
03011020 0.127 0.111 0.118
On the basis of our modeling results for the Arkansas River
03051000 0.514 0.512 0.474 +
03183500 0.633 0.639 0.933

at Canon City (USGS ID 07096000), the presence of a
03294500 0.707 0.613 0.542 + change point in mean significantly impacts the streamflow
03373500 0.904 0.937 0.838 + results. On the other hand, even the impact of a change
05464500 0.373 0.353 0.341 + point in variance, even though generally neglected, can have
06099500 0.136 0.139 0.123
a large impact on the results, as shown for the Broad River
06191500 0.339 0.445 0.605 +
06724000 0.705 0.684 0.621 + (USGS ID 02191300); in this case, even though the median
06889000 0.084** 0.096** 0.052**
does not seem significantly affected, the higher and lower
07010000 0.825 0.853 0.941 + percentiles are affected by it. The next example shows the
09239500 0.041* 0.046* 0.035*
results of a model in the presence of change points both in
10128500 0.299 0.250 0.175

11152000 0.585 0.584 0.533 + mean and variance (Great Miami River, USGS ID
11335000 0.496 0.535 0.654
07348500). Even in this case, our model is able to capture
14048000 0.496 0.468 0.371 + the decreased scatter. Finally, we show the results for a case
a
The numerical values correspond to the p values for the Mann-Kendall
in which we have a change point in mean and monotonic
(MK), Spearman (S), and Pearson (P) two-tailed tests. The column labeled trend before and after the change point (Columbia River,
‘‘Direction’’ indicates whether a positive (+) or negative (
) trend was USGS ID 14321000). The model is capable of capturing the
detected on the basis of an MK test. One asterisk means test significant at large scatter in the time series.
the 5% significance level; two asterisks means test significant at the 10%
significance level. 4.4. Long-Term Persistence
[51] Alternative interpretation of the properties of the
annual maximum instantaneous peak discharge time series
is provided by long-term persistence. In this section we
no change point is detected, we compared the maximum
likelihood and AIC scores for different two-parameter
distributions (gamma, Weibull, Gumbel, and lognormal) for
four different models: (1) stationary model (no trends);
(2) nonstationary model in q1 (q1 modeled as a linear Table 4. Same as Table 3 but for the Subseries Before Change
function of time through a proper link function, which Point
depends on the distribution family); (3) nonstationary model USGS ID MK S P Direction
in q2 (q2 modeled as a linear function of time through a proper
01559000 0.160 0.189 0.229 +
link function); and (4) nonstationary in q1 and q2 (q1 and q2 02223500 0.910 0.983 0.868 +
modeled as a linear function of time through proper link 02467000 0.396 0.435 0.643 +
functions). 02492600 0.306 0.295 0.113

[48] We have summarized these results in Table 7. The 03270500 0.753 0.801 0.569 +
gamma (with logarithmic link functions for both location 03548500 0.400 0.325 0.326

04113000 0.501 0.513 0.463

and scale parameters) and lognormal (with identity and 05054000 0.058** 0.032* 0.034*

logarithmic link functions for location and scale parameters, 05079000 0.086** 0.070** 0.064**

respectively) distributions are the most frequently selected 05325000 0.013* 0.007* 0.005*

parametric models. Moreover, our modeling results support 06714000 0.025* 0.021* 0.018* +
07096000 0.100** 0.127 0.156 +
the general lack of linear trends in the aforementioned 07144300 0.116 0.087** 0.066**

records. 07355500 0.684 0.553 0.610

[49] For those records in which significant change points 08279500 0.507 0.569 0.614

in mean and/or variance were detected, we considered the 10109000 0.514 0.525 0.509

most complex model accounting for abrupt changes and 14105700 0.051** 0.052** 0.033*

14321000 0.687 0.666 0.758

trends in q1, and all possible simpler submodels up to the

10 of 17
W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Table 5. Same as Table 3 but for the Subseries After Change Point which is less sensitive to the presence of deterministic
USGS ID MK S P Direction trends and shifts in the mean. The differenced variance
estimates for the South Platte River, Great Miami River, and
01559000 0.839 0.861 0.897
Columbia River, are 0.50, 0.40 and 0.51, respectively. The
02223500 0.783 0.658 0836

02467000 0.258 0.317 0.286 + sensitivity of the aggregated variance estimator to the
02492600 0.778 0.891 0.933 + presence of deterministic change points in mean and/or
03270500 0.295 0.428 0.275 + linear trends is especially apparent in the case of the
03548500 0.404 0.415 0.263
Columbia River, for which a decreasing trend in peak
04113000 0.228 0.226 0.186 +
05054000 0.131 0.092** 0.120 +
discharge over the 20th century is clearly observable (Figure
05079000 0.493 0.520 0.518
3e), resulting in an aggregated-variance estimator of 0.85.
05325000 0.202 0.192 0.158 + Using the differenced-variance estimator, the value of H
06714000 0.047* 0.038* 0.065** + decreases to 0.51.
07096000 0.097** 0.083** 0.115
[54] The vast majority of the series showing estimates of
07144300 0.472 0.483 0.401 +
07355500 0.296 0.283 0.215
the Hurst exponent with p values larger than 0.85 are the
08279500 0.351 0.401 0.540 + same series for which a significant change point and/or
10109000 0.691 0.852 0.864 + trend were detected. Since long-memory behavior can be
14105700 <0.001* <0.001* <0.001*
explained as a composition of multiple time scale random
14321000 0.018* 0.019* 0.011*

fluctuations [Koutsoyiannis, 2002], resulting in apparent
abrupt changes and trends on an underlying long-term
stationary process, it is expected that classical tests are able
show the results of our analyses based on the aggregated to detect such shift and trends. On the other hand,
variance estimator and summarize them in Table 9. deterministic changes and trends due, for instance, to
[52] For almost half of the basins the value of the Hurst human intervention (e.g., gauge relocation, construction of
exponent is less than or equal to 0.50, suggesting a lack of upstream dams, land use and land cover changes) can lead
long-term persistence. On the other hand, for the other time to significant H values, which are not due to long-term
series H is larger than 0.50, suggesting that the observed persistence and random fluctuations.
behavior could be explained in terms of long-term persis- [55] Then, our results show that abrupt changes can
tence. However, since the estimates of the Hurst exponent happen, while monotonic trends are less frequent and often
are affected by large uncertainties due to the limited sample caused by nondetected change points. However, it is very
size [e.g., Koutsoyiannis and Montanari, 2007], we have difficult to draw conclusions about the forcing mechanism
tested whether the values of H computed from these time generating such changes without additional information. In
series are statistically different from 0.5. The null hypoth- particular, when one deals with short series for which
esis H0 is that H = 0.5, while the alternative hypothesis H1 is human impact is possible (such as for some of our annual
that the Hurst exponent is different from 0.5. Since flood peak records) statistical analysis does not provide a
resampling procedures destroy the memory of the series, tool to answer the question if a change will continue in the
we have built the distribution of H under the null hypothesis future.
(nonmemory) by means of bootstrap approach [Efron and
Tibshirani, 1997]. Namely, we have resampled (with
replacement) each series B = 3,000 times, and computed 5. Conclusions
H for each resampled series. Then, the empirical distribution [56] In this study we have investigated the validity of the
of the B bootstrap values of H was used to define the p stationarity assumption in annual maximum instantaneous
values of the Hurst exponent computed from the observed
series. We have summarized the results in Table 9. For Table 6. Results of the Trend Analysis Neglecting the Presence of a
many of these time series, even though the value of the Change Pointa
Hurst exponent is larger than 0.5, there is not enough USGS ID MK S P
evidence to reject the null hypothesis. Therefore, even
though our time series are large compared to the common 01559000 0.010* 0.010* 0.011*
02223500 0.011* 0.008* 0.010*
series of annual maxima, they are not large enough to yield 02467000 <0.001* <0.001* <0.001*
conclusive results concerning the presence (or absence) of 02492600 0.055** 0.059** 0.168
long-term persistence. 03270500 0.034* 0.023* 0.027*
[53] Two of the five basins illustrated in Figure 3 have 03548500 0.001* 0.001* <0.001*
04113000 0.037* 0.026* 0.036*
estimated Hurst exponents less than, but close to, 0.5. The 05054000 <0.001* <0.001* <0.001*
estimated Hurst exponents for both the Connecticut River 05079000 <0.001* <0.001* <0.001*
and Potomac River is 0.49. For the other three basins, 05325000 0.002* 0.003* 0.001*
estimated Hurst coefficients are greater than 0.5, with the 06714000 <0.001* <0.001* <0.001*
South Platte River at 0.58, the Great Miami River at 0.68 07096000 0.022* 0.016* 0.008*
07144300 0.001* 0.001* 0.001*
and the Columbia River at 0.85 (only in the last case there is 07355500 0.059** 0.065** 0.061**
statistical evidence for H different from 0.5). The range in 08279500 0.005* 0.004* 0.002*
Hurst exponents for these five basins reflects the range in 10109000 0.008* 0.007* 0.003*
river regulation with the Potomac River the least regulated 14105700 <0.001* <0.001* <0.001*
14321000 0.257 0.251 0.398
by reservoirs and the Columbia River the most regulated.
For these basins, we further investigated long-term a
One asterisk means test significant at the 5% significance level; two
persistence by applying the differenced-variance estimator, asterisks means test significant at the 10% significance level.

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W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Table 7. Summary of the Results for the GAMLSS Model in the Absence of a Change Pointa
Nonstationary Nonstationary Nonstationary
USGS ID CDF Stationary in q1 in q2 in q1 and q2

01190070 GU Y – – –
01463500 LOGNO Y – – –
01536500 LOGNO Y – – –
01638500 LOGNO Y – – –
02019500 LOGNO Y – – –
02055000 GA Y – – –
02083500 LOGNO Y – – –
02213000 GA Y – – –
02349605 LOGNO Y – – –
02392000 LOGNO Y – – –
02400500 GA – Y –
02473000 LOGNO Y – – –
02477000 LOGNO Y – – –
02479000 LOGNO – Y –
02489000 LOGNO Y – – –
03011020 GU Y – – –
03051000 GU Y – – –
03183500 GU Y – – –
03294500 LOGNO Y – – –
03373500 GU Y – – –
05464500 GA Y – – –
06099500 LOGNO Y – – –
06724000 LOGNO Y – – –
06889000 LOGNO Y – – –
09239500 GA – Y – –
10128500 GA Y – – –
11152000 WEI Y – – –
11335000 GA Y – – –
14048000 LOGNO Y – – –
a
The table is organized as follows. In the second column are shown the selected probability distributions (GA, gamma;
LOGNO, lognormal; GU, Gumbel; WEI, Weibull). Selected models are indicated with a Y in the next columns.

peak discharge records from 50 basins in the continental the consequences related to the design of engineering
United States with more than a century of stream gauging structures [e.g., Stedinger and Griffis, 2008; El Adlouni et
observations. Our findings can be summarized as follows: al., 2008].
[57] 1. The Pettitt test was used to investigate the pres-
ence of change points in both mean and variance of annual
flood peaks. We found that in almost half of the analyzed
Table 8. Similar to Table 7 but for GAMLSS in the Presence of a
series there was a statistically significant change point. In
Change Pointa
few cases, further investigation uncovered links between the
abrupt change and stream gauging practice at the station. Change Trend Trend Change
We also want to underline the importance of investigating Point in Before After Point in
USGS ID CDF Mean CP CP Variance
change points not only in mean but also in variance, since
they provide an indication about a change in the scatter of 01559000 LOGNO Y
the series. McCabe and Wolock [2002] found a shift in the 02191300 LOGNO Y
mean of the discharge around 1970 and related the increases 02223500 GA Y
02467000 GU Y
in the annual streamflow statistics to an increase in 02492600 LOGNO Y
precipitation around the same year in the eastern United 03270500 LOGNO Y Y
States [e.g., Karl and Knight, 1998]. Further studies should 03548500 GA Y
be carried out to investigate the relation between precipita- 04113000 LOGNO Y
05054000 GA Y Y
tion and streamflow [e.g., Groisman et al., 2001a]. 05079000 GA Y
[58] 2. On the basis of the trend analysis, we can 05325000 LOGNO Y N
conclude that overall no monotonic temporal patterns of 06191500 GA Y
the annual maximum instantaneous peak discharge for the 06714000 LOGNO Y N
analyzed series were detected. 07010000 GA N
07096000 LOGNO Y
[59] 3. Neglecting the presence of a statistically signifi- 07144300 GA Y
cant change point could significantly affect the conclusions 07355500 WEI Y
of the trend analysis. 08279500 GA Y
[60] 4. In several cases we found that the gamma and 10109000 WEI Y
14105700 GA Y Y Y N
lognormal distributions could be used to model the peak 14321000 WEI Y N Y
discharge. Nevertheless, more studies are necessary to
a
investigate the issue related to the presence or lack of a The presence or absence of a change point or trend (in the location
heavy tail in the annual maximum peak discharge, with all parameter q1 before and after the change point) based on GAMLSS is
identified with Y and N, respectively. CP means change point.

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W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Figure 5. Fitting of the annual maximum discharge for four stations using the GAMLSS model. Five
percentiles are represented (5th, 25th, 50th, 75th, and 95th).

[61] 5. The results of this study highlight the flexibility of
the GAMLSS model to account for change points in mean
and/or variance and temporal trends. We think that GAMLSS
can be a useful tool in modeling hydrometeorological
variables without resorting to the stationarity assumption.
[62] 6. Our results point out that series showing statisti-
cally significant changes, show a significant Hurst param-
eter and vice versa. Thus, long-term persistence could be
considered the generating mechanism of the changes. How-
ever, looking at series for which metadata are available, it is
shown that changes are likely explained by human inter-
ventions rather than random fluctuations underlying long-
term persistence. On the other hand, for series where
additional information is not available, we were not able
to assess whether the observed variations in annual maxi-
mum instantaneous peak discharge were due to natural
climate variability or anthropogenic climate change. On
the basis of these results, we pointed out how human
modifications affecting runoff generation (e.g., changes in
land use and land cover), fluvial transportation (e.g., con-
struction of dams and pools), as well as consistent measure-
ments (e.g., stream gauge relocation), could significantly

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W08417 VILLARINI ET AL.: STATIONARITY OF ANNUAL FLOOD PEAKS W08417

Figure 6. Worm plots for four basins to assess the fitting of the GAMLSS model to the data. For a good
fit, the data points should be aligned preferably along the black solid line but within the two grey lines.

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Table 9. Values of the Hurst Exponent H Estimated Using the [64] Acknowledgments. This research was funded in part by the
Aggregated Variance Method and the Corresponding p Value From Willis Research Network, the National Science Foundation (grant EAR-
0847347), and NASA. The authors would like to thank D. M. Stasinopou-
Testing the Hypothesis of H = 0.5 los, R. A. Rigby, and C. Akantziliotou for making the GAMLSS package
USGS ID Hurst Exponent p Value (see http://cran.r-project.org/web/packages/gamlss/gamlss.pdf) freely avail-
able in R [R Development Core Team, 2008]. Comments and suggestions
01190070 0.49 0.501 by the Associate Editor D. Koutsoyiannis, H. Lins, K. W. Potter, and an
01463500 0.50 0.592 anonymous reviewer are gratefully acknowledged.
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W. F. Krajewski, IIHR – Hydroscience & Engineering, University of
Iowa, Iowa City, IA 52242, USA.
F. Serinaldi, Department of Hydraulics Transportation and Highways,
‘‘Sapienza’’ University of Rome, Via Eudosiana 18, I-00184 Rome, Italy.
J. A. Smith and G. Villarini, Department of Civil and Environmental
Engineering, Princeton University, Princeton, NJ 08540, USA. (gvillari@
princeton.edu)