Chapter Five

STOCHASTIC HYDROLOGY

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 5.1 INTRODUCTION
• Quite often the hydrologic problems we face do
not require a detailed discussion of the physical
process, but only a time series representation of
these processes.
• Stochastic models may be used to represent, in
simplified form, these hydrologic time series.
• Stochastic modeling places emphasis on the
statistical characteristics of hydrologic
processes.

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 Cont…
§ Stochastic model is derived from a time
series analysis of the historical record.
§ In this technique several synthetic series with
identical statistical properties are generated.
§ These generated sequences of data can then be
used in the analysis of design variables and
their uncertainties.

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 Cont…
• The material presented in this chapter can be divided into
four major parts:
Ø The first part is the statistical properties and components of
a time series.
Ø The next part is the methods for identifying and modeling
of different components of a hydrologic time series.
Ø The third part is different kinds of stochastic models that
are available.
Ø The last part is a presentation of the application fields of
stochastic models.
Ø Since this chapter concentrates on the basic concepts of
stochastic processes and not on models of specific
processes, details of such models may not be described.
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 5.2 TIME SERIES
• The measurements or numerical values of any
variable that changes with time constitute a time
series.
• In many instances, the pattern of changes can be
ascribed to an obvious cause and is readily understood
and explained, but if there are several causes for
variation in the time series values, it becomes difficult
to identify the several individual effects.
• In Fig.5.1, the top graph shows a series of
observations changing with time along the abscissa;
the ordinate axis represents the changing values of y
with time, t. 5
 Cont…

Fig.5.1 The time series components. 6

 Cont…
§ From visual inspection of the series, there are
three discernible features in the pattern of the
observations.
§ Firstly, there is a regular gradual overall increase
in the size of values; this trend, plotted as a
separate component y1(t), indicates a linear
increase in the average size of y with time.
§ The second obvious regular pattern in the
composite series is a cyclical variation,
represented separately by y2(t), the periodic
component.
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 Cont…
§ The third notable feature of the series may be
considered the most outstanding, the single high
peak halfway along the series.
• This typically results from a rare catastrophic
event which does not from part of a
recognizable pattern.
• The definition of the function y3(t) needs very
careful consideration and may not be possible.

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 Cont…

§ The remaining hidden feature of the series is the

random stochastic component, y4(t), which
represents an irregular but continuing variation
within the measured values and may have some
persistence.
• It may be due to instrumental or observational
sampling errors or it may come from random
unexplainable fluctuations in a natural physical
process.

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 Cont…
§ A time series is said to be a random or stochastic
process if it contains a stochastic component.
• Therefore, most hydrologic time series may be
thought of as stochastic processes since they
contain both deterministic and stochastic
components.
• If a time series contains only random/stochastic
component is said to be a purely random or
stochastic process.

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 Cont…
• The complete observed series, y(t), can therefore
be expressed by:

y(t) = y1(t) + y2(t) + y3(t) + y4(t) ……(5.1)

• The first two terms are deterministic in form and

can be identified and quantified fairly easily; the
last two are stochastic with major random
elements, and some minor persistence
effects, less easily identified and quantified.
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 5.3 PROPERTIES OF TIME SERIES
• The purpose of a stochastic model is to represent
important statistical properties of one or more
time series.
• Indeed, different types of stochastic models are
often studied in terms of the statistical properties
of time series they generate.
• Examples of these properties include: trend,
serial correlation, covariance, cross-correlation,
etc.

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 Cont…
• The following basic statistics are usually used for
expressing the properties/characteristics of a time
series.

………..5.2

………5.3

……….5.4

where L is the time lag. 13

 Cont…
Types of time series:
Stationary time series
• If the statistics of the sample (mean, variance,
covariance, etc.) as calculated by equations
(5.2)-(5.4) are not functions of the timing or the
length of the sample, then the time series is said
to be stationary. Mathematically one can write
as:

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 Cont…
Nonstationary time series
• If the values of the statistics of the sample (mean,
variance, covariance, etc.) as calculated by
equations (5.2)-(5.4) are dependent on the timing
or the length of the sample, i.e. if a definite trend
is discernible in the series, then it is a non-
stationary series. Similarly, periodicity in a series
means that it is non-stationary. Mathematically
one can write as:

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 Cont…
White noise time series
• For a stationary time series, if the process is
purely random and stochastically independent,
the time series is called a white noise series.
Mathematically one can write as:

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 Cont…
Gaussian time series
• A Gaussian random process is a process (not
necessarily stationary) of which all random
variables are normally distributed, and of
which all simultaneous distributions of random
variables of the process are normal.

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 5.4 ANALYSIS OF HYDROLOGIC TIME SERIES

• Records of rainfall and river flow form

suitable data sequences that can be studied by
the methods of time series analysis.
• The tools of this specialized topic in
mathematical statistics provide valuable
assistance to engineers in solving problems
involving the frequency of occurrences of
major hydrological events.

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 Cont…
• In particular, when only a relatively short data
record is available, the formulation of a time series
model of those data can enable long sequences of
comparable data to be generated to provide the
basis for better estimation of hydrological
behaviour.
• In addition, the time series analysis of
rainfall, evaporation, runoff and other sequential
records of hydrological variables can assist in the
evaluation of any irregularities in those records.
• Cross-correlation of different hydrological time
series may help in the understanding of
hydrological processes.
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 Cont…
• Tasks of time series analysis include:
(1) Identification of the several components of a time
series,
(2) Mathematical description (modeling) different
components identified.
• If a hydrological time series is represented by X1,
X2, X3, ..., Xt, ..., then symbolically, one can
represent the structure of the Xt by:

where Tt is the trend component, Pt is the periodic

component and Et is the stochastic component.
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 Cont…
• The first two components are specific
deterministic features and contain no element of
randomness.
• The third, stochastic, component contains both
random fluctuations and the self-correlated
persistence within the data series.
• These three components form a basic model for
time series analysis.

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 Cont…
§ The aims of time series analysis include but not
limited to:
(1) Description and understanding of the mechanism,
(2) Simulation,
(3) Forecasting future evolution,
• Basic to stochastic analysis is the assumption that the
process is stationary.
• The modeling of a time series is much easier if it is
stationary, so identification, quantification and
removal of any non-stationary components in a data
series is under-taken, leaving a stationary series to be
modeled.
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 5.6 SOME STOCHASTIC MODELS
• Ultimately design decisions must be based on a
stochastic model or a combination of stochastic
and deterministic models.
• This is because any system must be designed to
operate in the future.
• Deterministic models are not available for
generating future watershed inputs in the form of
precipitation, solar radiation, etc., nor is it likely
that deterministic models for these inputs will be
available in the near future.
• Stochastic models must be used for these inputs.
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 Cont…
Some Stochastic Models are:
• Purely random stochastic models
• Autoregressive models
• First order Markov process with periodicity:
Thomas - Fiering model
• Moving average models
• ARMA models (Auto-Regressive Moving
Average models)

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 2.7 THE USES OF STOCHASTIC MODELS
(1) To make predictions of frequencies of extreme events
• Stochastic models have been used to make predictions
about the frequency of occurrence of certain extreme
events of interest to the hydrologist.
• Stochastic models are selected, and the residual εt is taken
to be random variable with probability distribution whose
parameters are specified.
• The parameters are estimated from data; so-called
"synthetic" sequence {yt} can then be constructed, and the
frequency with which the extreme event occurs in them
can be taken as an estimate of the "true" frequency with
which it would occur in the long run.
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 Cont…
(2) For the investigation of system operating rules
• A further use for synthetic sequences generated by
stochastic models is in reservoir operation, such as
the investigation of the suitability of proposed
operating rules for the release of water from complex
systems of interconnected reservoirs.
• By using the generated sequence as inputs to the
reservoir system operated according to the proposed
rules, the frequency with which demands fail to be
met can be estimated.
• This may lead to revision of the proposed release
rules; the modified rules may be tested by a similar
procedure. 26
 Cont…
(3) To provide short-term forecasts
• Stochastic models have been used to make forecasts.
Given the values xt, xt-1, xt-2, ..., yt, yt-1, yt-2, ...
assumed by the input and output variables up to time
t, stochastic models have been constructed from this
data for forecasting the output from the system at
future times, t+1, t+2, ..., t+k, .... In statistical
terminology, k is the lead-time of the forecast.

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 Cont…
• Many stochastic models have a particular advantage for
forecasting purposes in that they provide, as a by-product
of the procedure for estimating model parameters,
confidence limits for forecasts (i.e. a pair of values, one
less than the forecast and one greater, such that there is a
given probability P that these values will bracket the
observed value of the variable at time t+k).
• Confidence limits therefore express the uncertainty in
forecasts; the wider apart the confidence limits, the less
reliable the forecast.
• Furthermore, the greater the lead-time k for which
forecasts is required, the greater will be the width of the
confidence interval, since the distant future is more
uncertain than the immediate.
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 Cont…
(4) To "extend" records of short duration, by correlation
• Stochastic models have been used to "extend" records of basin
discharge where this record is short.
• For example, suppose that it is required to estimate the
instantaneous peak discharge with a return period of T years
(i.e. such that it would recur with frequency once in T years, in
the long run).
• One approach to this problem is to examine the discharge
record at the site for which the estimate is required, to abstract
the maximum instantaneous discharge for each year of record,
and to represent the distribution of annual maximum
instantaneous discharge by a suitable probability density
function.
• The abscissa, Yo, say, that is exceeded by a proportion 1/T of
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the distribution then estimates the T-year flood.
 Cont…
• It, however, frequently happens that the length of
discharge record available is short, say ten years or
fewer.
• On the other hand, a much longer record of discharge
may be available for another gauging site, such that
the peak discharges at the two sites are correlated.
• In certain circumstances, it is then permissible to
represent the relation between the annual maximum
discharges at the two sites by a regression equation
and to use this fitted equation to estimate the annual
maximum instantaneous discharges for the site with
short record.
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 Cont…
(5) To provide synthetic sequences of basin input
• Suppose that the model has been developed for a
system consisting of a basin with rainfall as input
variable, stream flow as output variable.
• If a stochastic model were developed from which
a synthetic sequence of rainfall could be
generated having statistical properties resembling
those of the historic rainfall sequence, the
synthetic rainfall sequence could be used as input
to the main model for transformation to the
synthetic discharge sequence.
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 Cont…
• The discharge so derived could then be examined
for the frequency of extreme events.
• This approach to the study of the frequency of
extreme discharge events is essentially an
alternative to that described in use (1) above.
• In the former, a synthetic sequence is derived
from a stochastic model of the discharge alone; in
the latter, a synthetic discharge sequence is
derived by using a model to convert a synthetic
sequence of rainfall into discharge.

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