Hydrological Sciences Journal

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APPLICATIONS OF STOCHASTIC MODELS IN

HYDROLOGY

ZDZISŁAW KACZMAREK

To cite this article: ZDZISŁAW KACZMAREK (1976) APPLICATIONS OF STOCHASTIC

MODELS IN HYDROLOGY, Hydrological Sciences Journal, 21:1, 5-11, DOI:
10.1080/02626667609491596

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 Hydrological Sciences-Bulletin-des Sciences Hydrologiques, XXI, 1 3/1976

APPLICATIONS OF STOCHASTIC MODELS IN HYDROLOGY

ZDZIStAW KACZMAREK
Warsaw Technical University, Poland, and International Institute for Applied
Systems Analysis, Schloss Laxenburg, 2361 Laxenburg, Austria

Papers reviewed
1. M. Kardos, A new method for modelling monthly discharge series.
2. M.L. Kavvas and J. W. Delleur, Methodology for the selection and application of proba-
bility models for the simulation of daily rainfall and runoff.
3. V. Ozis, Mathematical simulation models of hydrological processes in Turkey.
4. Bertold Treiber and Gert A. Schultz, Comparison of required reservoir storages com-
puted by the Thomas-Fiering model and the Karlsruhe model type A and B.
5. A. Szôllôsi-Nagy, An adaptive identification and prediction algorithm for the real-time
forecasting of hydrological time series.
6. K. Wilke, Principles of hydrological forecasting by multichannel Wiener filtering.
7. N.P. Artemieva and V.G. Nikitin, Application of some statistical methods for the esti-
mation of minimum flow.
8. R.G. Quimpo, Stochastic identification of nonlinear hydrological systems.
9. A. V. Rozhdestvensky and V.M. Zvereva, Statistical modelling of river flow by the
Monte-Carlo method and evaluation of distribution parameters and quantiles.
The nine papers for this session can be classified into three specific groups. The first four
papers are devoted primarily to synthetic simulation methods and their application in water
resources; the second group includes the papers on hydrological forecasting techniques, and
the last three contributions deal with applications of statistical techniques to selected hydro-
logical problems. To follow better the ideas emphasized by the authors we shall examine
the papers in the above-mentioned order.
The paper by Kardos deals with the generation of monthly flows for selected rivers in
Hungary. Referring to the methods described in the literature the author states that '... in
all cases the yearly discharges are generated first, and then the monthly discharge series are
constructed by dividing the yearly series into a series of the months in question'. It seems
to me that this statement may lead to some confusion. Beginning with the Thomas-Fiering
model (Thomas and Fiering, 1962), several methods for cyclical processes were developed
in which each month's discharge is conditioned on k = 1, 2, 3,... values of discharges in the
months preceding, although some disadvantages of such a procedure were discussed by some
authors, e.g. by Valencia and Schaake (1972).
The last authors also suggested a solution of the disaggregation problem. Kardos contrib-
uted to that problem by introducing random coefficients

1 i *»*•/ *>*!
<lkj = Qui 12 (1)

which multiplied by the generated yearly discharge g/t give the monthly values Qkj, / = 1,

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..., 12. The values qkj are mean coefficients in the historical sample and £ are pseudo-ran-
dom numbers from a uniform distribution. The somewhat subjective formula (1) needs
further clarification and should be in some way justified. The key question is how the prob-
ability distribution ofq'kj, as computed above, reflects the random properties of respective
hydrological phenomena, i.e. of the observed coefficients
Qij 82j Qkj Ç2)
e, ' 6 2 " " &
where; = 1,..., 12. In addition, the following questions could be posed for discussion:
(a) Are the random variables q'ki and q'kj independent for subsequent months?
(b) Are the conditional distributions Aq'kilQk) equal to the marginal distributions
Aq'kf), f° r example, are they the same for wet and dry years?
The paper of Kavvas and Delleur refers to the statistical analysis of the point stochastic
processes, when events may occurNt = 0, 1,2, ... times in the given time interval < 0, t >.
Because statistical tests can be performed only on the homogeneous data, a procedure for
the detection and calibration of non-stationarity was investigated and a homogenization
program was proposed. It should be however mentioned that this program has been based
on the transformation of the time scale:
dx = A(0 dt (3)

where X(f) is the rate of occurrence function in the Poisson model. As mentioned by the
authors, this scheme can fully stationarize a nonhomogeneous Poisson process but can only
homogenize the first moment of the more general processes. The authors suggest no methods
of stationarization of such complex processes.
For the homogenized data several known statistical tests are discussed in the paper and
applied to some hydrological or meteorological observing stations in Indiana, USA. The
authors present very useful tables of different characteristics of various hydrological point
stochastic models and finally come to the conclusion that the Neyman-Scott cluster model
(Neyman and Scott, 1958), of which the generalized Poisson process can be treated as a spe-
cial case, is of special interest for analysing the point hydrological stochastic processes and
that this model is able to preserve also the persistance of such processes.
The following questions may be further discussed:
(a) How could the models discussed be applied for solving practical hydrological or
water resources problems?
(b) The hydrological events described in the paper (rainfall occurrences, floods) may
be of different magnitude; how could this be taken into account when modelling such pro-
cesses?
In the paper of Ozis some applications of well-known stochastic models to Turkish riv-
ers are discussed. The author states that for most river basins in his country annual dischar-
ges can be considered as an independent stochastic process, although in the karstic regions
long-run, low frequency dependencies were observed. He also stresses that for the majority
of Turkish rivers the normal probability distribution is suitable for describing random prop-
erties of mean annual flows.
The first-order Markov model was successfully applied to the monthly discharges. How-
ever for one basin with a large contribution of karstic springs, the author attempted a more
complex mathematical model. Stochastic models were also applied to monthly groundwater
levels but the form of their stochastic component was hard to identify. For daily stream-
flow sequencies the lag-two Markov model was successfully applied.

6
 The paper does not discuss criteria for the evaluation of stochastic models. The follow-
ing more general questions may be formulated:
(a) What should be the criteria for the evaluation of stochastic models applied in hy-
drology?
(b) Should they be mostly based on (i) preservation of statistical characteristics,
(ii) some physical assessments of phenomena under consideration, (iii) on results of appli-
cations to different water management problems?
The object of the interesting paper of Treiber and Schultz is the comparison of required
storage capacity obtained from simulation:
(a) by the Thomas-Fiering model and the Karlsruhe model, type A (both for monthly
values),
(b) by the Karlsruhe model, type A (monthly values) and the Karlsruhe model, type B
(daily values).
For comparison, the storage capacity was assumed to be equal to the mean values of the
results obtained for 10 simulation runs. For each run the required minimum capacity was
determined for a given level of development
TO
a = —^ (4)
MQ
where TQ is a target outflow from the reservoir and MQ is the mean yearly inflow to it.
The Thomas-Fiering lag-one autoregressive model is well-known and does not need any
further description. Since the Karlsruhe models will be discussed in detail at one of the
symposium workshop sessions, I would like to mention only their main ideas. The input to
the system consists of a precipitation pulse generated by means of a Markov-chain model
for dry and wet days, combined with a first-order autoregressive model for pulse magnitude.
The system output (discharges) is obtained by the convolution of pulses, where the convo-
lution functions h(x, r^are estimated in such a way that outputs x(i) should be as close as
possible to the measured daily flows for at least 20 years of hydrometric observations. The
monthly discharges are calculated as mean values of generated daily discharges.
A comparison of required reservoir storage obtained for monthly values leads to the
result that both models give similar results. On the other hand, the results obtained by means
of the Karlsruhe model B (daily values) and model A (monthly values) present significant
differences and the required storage capacities are for daily discharges always larger than for
monthly ones. The differences depend on the parameter a and become a maximum in the
interval between a = 50 per cent and a = 90 per cent.
In this connection I would like again to ask the audience for comments on the question
of methods for evaluation (comparison) of stochastic models, and in particular:
(a) Should we judge the models exclusively on the basis of an estimation of the char-
acteristics of a particular water resources project?
(b) If the answer is positive, what kind of characteristics should be analysed (storage
capacity, probability of failure, parameters of optimal control policy)?
(c) If physical hydrological criteria should be used for the evaluation of models, what
properties should be tested and how could it be done for samples with dependent elements?
Two papers are concerned with the application of filtering techniques to hydrological
forecasting. Szôllôsi-Nagy presents interesting adaptive algorithms for time-invariant and
linear systems, based on the Kalman stochastic filtering technique. This technique is broad-
ly applied in several fields and although its elegant mathematical form may be somewhat
cumbersome for hydrologists, it could help solve a lot of water resources problems.

7
 Let us, however, concentrate on its basic assumptions and their consistency with real
hydrological processes. I fully agree with Szôllôsi-Nagy that a suitable prediction scheme
should be (i) mathematically tractable, (ii) easily implemented, {m)generally applicable,
(iv) able to yield an optimum prediction, (v) adaptable for varying conditions and (vi) con-
vergent. In particular, the requirement (hi) at least implies that the discrepancies between
reality and a model will not lead to large prediction errors.
The author considers time-invariant (within the so-called 'data window') and linear hy-
drological systems. He also assumes the model uncertainties to be represented by a Gaussian
white noise vector. It seems to me that rather few hydrological processes can, even roughly,
fulfil such requirements, so the proposed forecasting scheme is far from general. Analysis of
properties of real hydrological phenomena could help in answering the question to what
class of practical problems the proposed algorithms could be successfully applied.
Every stochastic model has to be identified and its parameters have to be estimated on
the basis of available data. As the author states in the paper '... the prediction problem can
be formulated as: Given the set of measurements Z^ = z(?,): / = 1,2, ..., k find and estimate
x(tk + l\Zk) of x(tk+l), l>0 (5)
subject to the condition that this estimation (prediction) should minimize the chosen loss
function'. This classical formulation (see e.g. Kaczmarek, 1961) leads to the problem of
errors of estimated parameters, in particular, in the estimated noise matrices. This problem
of great practical importance needs further investigations. Roughly speaking, different sets
of measurements z(f,): i = 1,2,..., k may precede the same value of vector x(?fc+/) and for
each of these sets a different prediction model will be obtained.
In the second paper dealing with hydrological forecasting Wilke presents the possible
applications of a linear, time-invariant and multichannel Wiener filter. The author uses an
algorithm developed by Wiggins and Robinson as the multichannel generalization of the
so-called Wiener-Levinson algorithm. Although the methods of numerical solution used in
the two papers are slightly different, it is rather difficult to evaluate and compare the effec-
tiveness of both algorithms.
Most of my previous remarks may be also addressed to the paper now, being considered.
This concerns in particular the consistency of the model assumptions with the real proper-
ties of hydrological phenomena and processes.
Wilke presents an interesting application of the Wiggins-Robinson algorithm to the fore-
casting of discharges for the River Rhine. Using his notation, the output vector zf is assumed
to be the time advanced input vector xt+a, a = 1,2,..., where x is the change of mean daily
discharges for five gauging stations on the Rhine. Presenting the results the author states
that the result for a = 1 d may be seen as very successful, but for a > 3 d the forecast of sud-
den discharge changes seems to be impossible.
It should be added that both authors mention the possible application of filtering tech-
niques to forecasting qualitative hydrological time series, as well as to forecasting water re-
sources (economic) characteristics.
The following more general questions could be posed in connection with the papers on
stochastic forecasting:
(a) To what extent can the filtering techniques be used for forecasting extreme hydro-
logical phenomena?
(b) Multivariate conditional probability distributions have been used for many years
as a tool for hydrological forecasting; is there any real difference between these two tech-
niques?
(c) Is it possible to present the results of application of filtering techniques in a form
of forecasted intervals, forecasted quantités etc.?
(d) How will the asymmetry of input and output distribution influence the accuracy
of forecasting based on the filtering techniques, as described in the papers?

8
 Referring to the last group of papers I would like to begin with the study of Artemieva
and Nikitin on spatial generalization of parameters of minimum flows for selected regions
in the USSR. The statistical homogeneity of standardized variables:
daily minimum flows during the winter period,
monthly minimum flows during the winter period,
daily minimum flows during the summer period, and
monthly minimum flows during the summer period,

was tested using the Kolmogorov-Smirnov test of goodness of fit. The authors state that for
the region under consideration (Poleskaya Lowland) standardized minimum flows seem to
be practically homogeneous. Only for gauging stations hardly influenced by hydraulic struc-
tures were there observed substantial deviations of empirical distribution functions from
the generalized probability distribution function.
The three-parameter gamma distribution with generalized coefficients of variation and
skewness was recommended by the authors for determining minimum flow characteristics
for ungauged or insufficiently gauged rivers. Analysis of the reliability of the results, based
on the comparison of empirical probability distributions obtained for some parts of the data
is also presented in the paper. For some reasons it is not clear what statistical conclusions
could be drawn up from such comparisons: (a) subsamples are taken from the same general
sample (34 gauging stations with a total of 957 values) so the results should be dependent,
(b) there is probably high correlation between observations made at different stations.
The word 'simulation' used by the authors in relation to the above-mentioned compari-
son may lead to some confusion. In hydrological literature it is usually used in the sense of
generating synthetic series of flows.
A question may be raised when looking at the values of Cv and Cs presented in Tables
1 and 3 of the paper discussed. It may be easily seen that in most cases the ratio CS:CV^2,
this means that the lower limit of the probability distribution function is close to zero. In
that case the three-parameter gamma distribution may be in fact replaced by the two-para-
meter one and these parameters may be easily estimated using only the first and the second
moments. Because the third moment and consequently the coefficient of skewness have
much larger sampling errors than the mean value and standard deviation, it would be reason-
able not to use Cs in similar situations. Assuming Cs : Cv = 2 we could obtain practically the
same results with smaller errors of estimated parameters.
The interesting paper of Quimpo contributes to the unification of stochastic and deter-
ministic approaches for solving complex hydrological problems. The study is concerned with
the stochastic determination of the second-order kernel h2(Ti, T 2 ) in the general nonlinear
formulation of a lumped hydrological system. The author wonders why not relate explicitly
the kernels h„{j\,..., Tn) to stochastic properties of systems input and output, if all known
deterministic techniques '... are in a sense statistical because the criteria for determining the
kernels minimize the square of the errors'.
Confining himself to the analysis of white Gaussian input Quimpo developed the general
statistical procedure for determining the nth order kernels and applied it for n = 1 and n = 2.
To verify the method, a flood routing problem was analysed. On the basis of 365 daily dis-
charges h i (r) and h2 (r i r 2 ) were calculated. Another year was selected for checking the
applicability of the obtained results for computation of a downstream hydrograph.
The results, as presented in the paper, seem to be satisfactory. It should be stressed,
however, that due to the very restrictive assumptions the broader applicability of the pro-
posed methodology should be tested on much larger experimental material. Together with
the eventual generalization for more realistic stochastic structures of systems this could be
a very interesting field for future investigations. As the author stresses, the stochastic identi-
fication of nonlinear kernels promises to be a powerful tool in hydrological modelling.

9
 The following additional problems could be posed for discussion:
(a) Did the author try to apply his technique to the rainfall-runoff problem?
(b) How could the sampling errors influence the accuracy of prediction based on the
stochastic identification of the kernels?
In the interesting paper of Rozhdestvensky and Zvereva the problem of sampling errors
in statistical analysis of hydrological phenomena is discussed. Observing that classical statisti-
cal methods usually do not take into account the interdependence of the elements of the
samples, the authors carried out numerical statistical experiments, based on the lag-one
Markov models with normal and skew distributions. Results of these experiments are briefly
described below.
On the basis of generated samples of length n = 10, 25, 50, 100 and 200 elements the
following conclusions were drawn:
(1) The autocorrelation coefficient always has a negative bias, not dependent on the
type of probability distribution and on its parameters.
(2) The negative bias of the coefficient of variation Cv increases with the increase of
the ratio Cs : Cv and with the increase of the coefficient of autocorrelation; it also depends
slightly on the type of distribution function.
(3) The negative bias of the coefficient of skewness Cs essentially increases with the
increase of the coefficient of autocorrelation; its value is always much greater than the bias
ofC„.
Sample distributions of the estimators of quantiles (flows exceeded with the probability
p) are also discussed in the paper, but no formulae or numerical values are presented. The
authors come to the following conclusions:
(1) Distribution functions of x„ differ from the normal type.
(2) Standard deviations of xp do not practically depend on the values of the coefficient
of autocorrelation if p < 10 per cent; they are in general larger for the three-parameter dis-
tributions than for the two-parameter ones.
Some suggestions on methods of determining the design discharges and their dependence on
a class of hydraulic structures were made at the end of the paper.
Some of the above conclusions were previously discussed in the hydrological literature.
In particular, the normal asymptotic distribution of sample characteristics was used because
of a lack of knowledge concerning exact distributions. The authors contribution to that
problem is therefore very important. I would, however, be glad if they could comment on
the following questions:
(a) What is the shape of sample distributions of moments, distribution parameters and
of quantiles, obtained during the investigations made in the State Hydrological Institute?
(b) What are the values of standard deviations, depending on the sample size and on
population parameters?
(c) What are the differences between the present and previously published results on
sample distributions and their characteristics?
(d) What are the criteria of selecting values p and q, presented in Table 4 of the dis-
cussed paper?
I hope that the essence of the authors' contributions was adequately summarized in the ge-
neral report. The papers presented at this session create an excellent basis for discussion on
the present state of applications of statistical methods in hydrology.

10
REFERENCES
Kaczmarek, Z. (1961) Statisticeskije metody v gidrologic"eskich prognozach (in Russian). Proceedings of
the Conference on Hydrological Forecasting, Budapest.
Neyman and Scott (1958) A statistical approach to problems of cosmology. J.R. Stat. Soc. B20, 1-43.
Thomas, H.A. and Fiering, M.B. (1962) Mathematical synthesis of streamflow sequences for the analysis
of river basin by simulation. In A. Maas et al. Design of Water R esource Systems, chapter 12 : Harvard
University Press.
Valencia, D. and Schaake, J.C. (1972) Disaggregation processes in stochastic hydrology. Wat. Resour. Res.
9(3).

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