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... approaches and disaggregation. Demetris Koutsoyiannis and Christian Onof. Department of Civil & Environmental Engineering,. Imperial College, London ...
XXV General Assembly of European Geophysical Society Millennium Conference on Earth, Planetary & Solar Systems Sciences Nice, France, 25 - 29 April 2000 NP2.05/ Scaling, multifractals and nonlinear variability in geophysics: Stochastic rainfall modelling: Scaling/non-scaling approaches and disaggregation

A computer program for temporal rainfall disaggregation using adjusting procedures

Demetris Koutsoyiannis and Christian Onof Department of Civil & Environmental Engineering, Imperial College, London

Parts of the presentation

1. 2. 3. 4.

Introduction – Usefulness of a temporal rainfall disaggregation model Theoretical background, model structure, model implementation Description of the program Case studies and model performance

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 2

Usefulness of a temporal rainfall disaggregation model ◆







Enhancement of data records: Disaggregation of widely available daily rainfall measurements into hourly records (often unavailable and frequently required by hydrological models). Climate change studies: Use of output from General Circulation Models (forecasts for different climate change scenarios), generally provided at a coarse time-scale (e.g. monthly) to hydrological applications that require a finer time scale. Flood studies: Synthesis of one or more detailed storm hyetograph (more severe than the observed ones) with known total characteristics (duration, depth). Simulation studies: Study of a hydrological system using multiple (rather than the single observed) sequences of rainfall series all having some common cumulative properties. D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 3

General idea ◆





Instead of designing and implementing a special model for rainfall disaggregation, it is preferable to use an existing typical rainfall simulation model and seek for an appropriate technique for performing disaggregation. As an appropriate rainfall model, the Bartlett-Lewis model rectangular pulses was chosen due to its wide applicability and experience in calibrating and applying it to several climates. Techniques for disaggregation by adjusting, i.e., for modifying a fine scale (lower-level, such as hourly) time series, generated by a specific stochastic model, so as to be consistent with a given coarser scale (higher-level, such as daily) time series, and simultaneously not affecting the stochastic structure implied by the model, have been studied by Koutsoyiannis (1994) and Koutsoyiannis and Manetas (1996).

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 4

Synopsis of the Bartlett-Lewis (BL) Point Process Model (Rodriguez-Iturbe Et Al., 1987, 1988)

t1

t2

t3

t21 ≡ t2 t22

t23 t24

time

v2 w21 w22 P21

P22

• Storm origins ti occur in a Poisson process (rate λ) • Cell origins tij arrive in a Poisson process (rate β) • Cell arrivals terminate after a time vi exponentially distributed (parameter γ)

w23

w24 P24

P23 • Each cell has a duration wij exponentially distributed (parameter η)

time

• Each cell has a uniform intensity Pij with a specified distribution

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 5

Synopsis of adjusting procedures (Koutsoyiannis and Manetas, 1996) ◆



k ~ ~  ( s = 1,..., k ) Xs = XsZ / ∑ X j  The simplest in application  j =1  Exact for complete preservation of distributions of independent variables with two parameter gamma distribution and common scale parameters Good approximation for dependent variables with gamma distribution



Does not generate negative values

Proportional adjusting procedure ● ●



Linear adjusting procedure ● ● ● ●

k  ~ ~  X s = X s + λs  Z − ∑ X j  j =1  

( s = 1,..., k )

Exact for complete preservation of distributions for Gaussian variables Exact in preserving second order moments of (dependent or independent) variables with any distribution. Can explicitly assure preservation of correlations with lower-level variables of different higher-level periods Can result in negative values (which are then corrected using repetitions) λs / η s

k ~ ~  ( s = 1,..., k ) Xs = XsZ / ∑ X j  ◆ Power adjusting procedure = 1 j   ● Approximate apart from special cases (e.g. when coincides with proportional procedure) ● Needs repetitions ● Does not result in negative values ● For stationary processes is identical to the proportional procedure.

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 6

Notes on the choice of the appropriate adjusting procedure ◆ ◆ ◆ ◆ ◆ ◆ ◆ ◆

Stationary process (power procedure identical to proportional one). Large proportion of zeros (e.g., up to 90% within rainy days). Approximately gamma distributed nonzero depths. Not very strong autocorrelation. Under these conditions, the proportional procedure is chosen. Main source of bias: the variable number of nonzero intervals within any period. Repetitions are required to reduce bias and better preserve the autocorrelations and skewness. Main potential problem: computer time consuming.

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 7

Implementation of the BL model ◆









Different clusters of rain days (separated by at least one dry day) may be assumed independent. This empirical observation is consistent with the BL model, which assumes Poisson arrivals of storms. This allows different treatment of each cluster of rain days, which reduces computational time rapidly. Conclusively, the BL model runs separately for each cluster of rain days. Several runs are performed for each cluster, until the departure of daily sum from the given daily rainfall becomes lower than an acceptable limit. In case of a very long sequence of wet days, it is practically impossible to get a sequence of wet days with departure of daily sum from the given daily rainfall lower than the specified limit. In these cases the sequence is subdivided into sub-sequences, each treated independently of the others. Further processing consists of application of the adjusting procedure to achieve full consistency with the given sequence of daily depths. D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 8

N

Level 0

Does this sequence contain L wet days followed by one or more dry days?

Run the BL model for time t > L + 1 and form the sequence of wet/dry days

Do synthetic daily depths resemble real ones (distance lower than a specified limit)?

Distance:  L Z +c  d = ∑ ln ~i  Z c +  i =1  i 

2 1/ 2

  

Level 1

For that sequence obtain a sequence of cell intensities and the resulting daily rain depths

Level 2

Obtain a sequence of storms and cells that form a cluster of wet days of a given length (L)

N

N Does total number of repetitions exceed a specified value?

N Does number of repetitions for the same sequence exceed a specified value?

Y

End

Level 3

Repetition scheme

Y

Y

Y

Adjust the sequence Split the wet day cluster in two (with smaller lengths L)

Was the wet day cluster split in two (or more) subclusters?

Y

Join the wet day clusters

End

N

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 9

Main program form

Next n sequences of wet days

Use constant length L of wet day sequences

where n = 10

where L = 1 Next sequence of wet days

Read historical data from file Write synthetic data to file

Initialise

Clear visual output Define the level of details printed (0 = few, 3 = many)

Print statistics

Show graphs Edit Bartlett-Lewis model parameters Edit repetition options About Model information - Help

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 10

Other program forms

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 11

Modes of program operation 1.

2.

3.

4.

5.

Disaggregation test mode (without input; default mode). An initial sequence of storms is generated using the Bartlett-Lewis model with the given parameters and then aggregated into hourly and daily scale. The daily sequence is disaggregated, thus producing another synthetic hourly series. (Mode appropriate for testing the disaggregation model itself). Full test mode (with hourly input). The daily sequence is read from a file rather than generated (Mode appropriate for testing the entire model performance including the appropriateness of the Bartlett-Lewis model and its parameters, and the disaggregation model). Operational mode (with daily input). Similar to Full test mode but the input file contains no hourly data but only daily (Usual case for the model application – no means for testing). Rainfall model test mode (with hourly input). Similar to the Full test mode but with synthetic data not disaggregated but generated from the Bartlett-Lewis model with the given parameters. (Mode appropriate for testing the BL model). Simple rainfall generation mode (without input and without disaggregation). Similar to the Rainfall model test mode but with no input provided. (Mode appropriate for testing the BL model). In all modes the Bartlett-Lewis model can be implemented either in its original or modified version with a number of parameters from 5 to 7. D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 12

Case studies and model performance: Raingauges, climate regimes and BL model parameters Raingauge Climate conditions Month Climate conditions Record length (yr) Monthly Mean (mm) Standard deviation (mm) rainfall Mean (mm) Daily rainfall Standard deviation (mm) Hourly Mean (mm) rainfall depth Standard deviation (mm) Proportion Daily Hourly dry α κ φ Parameters –1 λ (d ) of BL model –1 μ X (d ) ν (d)

Heathrow airport Walnut Gulch Gauge 13 Wet throughout the year Semiarid with a wet season January July May July (The wettest (The driest (The driest (The wettest month) month) month) month) 39 39 36 36 50.04 50.96 3.62 84.22 23.09 28.39 5.31 39.85 1.61 1.64 0.12 2.72 3.05 4.79 0.92 6.21 0.067 0.068 0.005 0.113 0.305 0.580 0.124 0.956 0.466 0.630 0.966 0.613 0.891 0.939 0.996 0.961 5.675 3.038 17.624 96.612 0.5551 0.5509 0.0726 0.1983 0.1011 0.1037 0.0120 0.1261 0.6386 0.4405 0.0352 0.4977 20.33 118.56 357.21 270.34 0.0896 0.0102 0.0220 0.7506

Note: BL model parameters were estimated using the generalised method of moments D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 13

Preservation of dry/wet probabilities Heathrow Airport 2. Synthetic - BL 4. Disaggregated from 2

1 0.8 0.6 0.4 0.2 0

y

Probability

1. Historical 3. Disaggregated from 1 Theoretical - BL

Walnut Gulch (Gauge 13)

May

1 0.8 0.6 0.4 0.2 0

July

y

Probability

January

1 0.8 0.6 0.4 0.2 0

P(dry hour)

P(dry day)

P(dry hour|wet day)

1 0.8 0.6 0.4 0.2 0

July

P(dry hour)

P(dry day)

P(dry hour|wet day)

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 14

Preservation of marginal moments Heathrow Airport 12 10 8 6

1. 2. 3. 4.

70 60 50 40 30 20 10 0

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

4 2 0 Variation

20 15

1. 2. 3. 4.

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

Variation

Skewness

May 25

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

20 15

10

10

5

5

0

0

July

1. 2. 3. 4.

Skewness

January 25

Walnut Gulch (Gauge 13)

Variation

Skewness

July

1. 2. 3. 4.

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

Variation

Skewness

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 15

Preservation of autocorrelations

Autocorrelation

Heathrow Airport 0.6 0.5 0.4 0.3 0.2 0.1 0 -0.1

1. 2. 3. 4.

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

January 0

Autocorrelation

Walnut Gulch (Gauge 13)

0.6 0.5 0.4 0.3 0.2 0.1 0 -0.1

1

2

3

4

5

1. 2. 3. 4.

6

7

8

9 10 L

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

July 0

1

2

3

4

5

6

7

8

0.6 0.5 0.4 0.3 0.2 0.1 0 -0.1

9 10 Lag

1. 2. 3. 4.

May 0

0.6 0.5 0.4 0.3 0.2 0.1 0 -0.1

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

1

2

3

4

5

1. 2. 3. 4.

6

7

8

9 10 L

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

July 0

1

2

3

4

5

6

7

8

9 10 Lag

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 16

Distribution of hourly maximum depths

1. 2. 3. 4.

8 6

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

4

January

2

Hourly maximum depth (mm)

10

0

12 1. 2. 3. 4.

10 8

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

6 4

May

2 0

-2 Hourly maximum depth (mm)

Walnut Gulch (Gauge 13)

40 35 30 25 20 15 10 5 0

-1 1. 2. 3. 4.

0

1

2

3

4

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

July -2

-1

0

1

5 Hourly maximum depth (mm)

Hourly maximum depth (mm)

Heathrow Airport

2 3 4 5 Gumbel reduced variate

-2

-1

0

1

2

3

4

5

50 1. 2. 3. 4.

40 30

Historical Simulated - BL Disaggregated from 1 Disaggregated from 2

20 10

July

0 -2

-1

0

1

2 3 4 5 Gumbel reduced variate

D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 17

Concluding remarks ◆





The modelling framework used combines the strengths of a standard stochastic rainfall model, such as the Bartlett-Lewis model, and a disaggregation model. The combination is done by means of the disaggregation by adjustment techniques. The model is implemented in a user-friendly program in Windows environment, offering several means for user interaction and visualisation. The program can works in several modes appropriate for operational use and model testing. The case study verifies the good performance of the model in preserving second order properties of the process and dry/wet probabilities. In addition, properties that are not explicitly maintained by the model such as skewness coefficients and distributions of maxima are very well approximated. D. Koutsoyiannis & C. Onof, A computer program for temporal rainfall disaggregation 18