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1

Around and about an application of the GAMLSS package to non-stationary flood frequency analysis

Debele S. E., Bogdanowicz E., Strupczewski W. G.

Acta Geophysica

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2017

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Vol. 65, no. 4

885--892

EN

The non-stationarity of hydrologic processes due to climate change or human activities is challenging for the researchers and practitioners. However, the practical requirements for taking into account nonstationarity as a support in decision-making procedures exceed the up-todate development of the theory and the of software. Currently, the most popular and freely available software package that allows for nonstationary statistical analysis is the GAMLSS (generalized additive models for location, scale and shape) package. GAMLSS has been used in a variety of fields. There are also several papers recommending GAMLSS in hydrological problems; however, there are still important issues which have not previously been discussed concerning mainly GAMLSS applicability not only for research and academic purposes, but also in a design practice. In this paper, we present a summary of our experiences in the implementation of GAMLSS to non-stationary flood frequency analysis, highlighting its advantages and pointing out weaknesses with regard to methodological and practical topics.

2

A comparison of three approaches to non-stationary flood frequency analysis

Debele S. E., Strupczewski W. G., Bogdanowicz E.

Acta Geophysica

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2017

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Vol. 65, no. 4

863--883

EN

Non-stationary flood frequency analysis (FFA) is applied to statistical analysis of seasonal flow maxima from Polish and Norwegian catchments. Three non-stationary estimation methods, namely, maximum likelihood (ML), two stage (WLS/TS) and GAMLSS (generalized additive model for location, scale and shape parameters), are compared in the context of capturing the effect of non-stationarity on the estimation of time-dependent moments and design quantiles. The use of a multimodel approach is recommended, to reduce the errors due to the model misspecification in the magnitude of quantiles. The results of calculations based on observed seasonal daily flow maxima and computer simulation experiments showed that GAMLSS gave the best results with respect to the relative bias and root mean square error in the estimates of trend in the standard deviation and the constant shape parameter, while WLS/TS provided better accuracy in the estimates of trend in the mean value. Within three compared methods the WLS/TS method is recommended to deal with non-stationarity in short time series. Some practical aspects of the GAMLSS package application are also presented. The detailed discussion of general issues related to consequences of climate change in the FFA is presented in the second part of the article entitled “Around and about an application of the GAMLSS package in non-stationary flood frequency analysis”.

3

Comparison of Two Nonstationary Flood Frequency Analysis Methods within the Context of the Variable Regime in the Representative Polish Rivers

Strupczewski W. G., Kochanek K., Bogdanowicz E., Markiewicz I., Feluch W.

Acta Geophysica

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2016

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Vol. 64, no. 1

206--236

EN

Changes in river flow regime resulted in a surge in the number of methods of non-stationary flood frequency analysis. Common assumption is the time-invariant distribution function with time-dependent location and scale parameters while the shape parameters are time-invariant. Here, instead of location and scale parameters of the distribution, the mean and standard deviation are used. We analyse the accuracy of the two methods in respect to estimation of time-dependent first two moments, time-invariant skewness and time-dependent upper quantiles. The method of maximum likelihood (ML) with time covariate is confronted with the Two Stage (TS) one (combining Weighted Least Squares and L-moments techniques). Comparison is made by Monte Carlo simulations. Assuming parent distribution which ensures the asymptotic superiority of ML method, the Generalized Extreme Value distribution with various values of linearly changing in time first two moments, constant skewness, and various time-series lengths are considered. Analysis of results indicates the superiority of TS methods in all analyzed aspects. Moreover, the estimates from TS method are more resistant to probability distribution choice, as demonstrated by Polish rivers’ case studies.

4

Climate Change Impact on Hydrological Extremes: Preliminary Results from the Polish-Norwegian Project

Romanowicz R. J., Bogdanowicz E., Debele S. E., Doroszkiewicz J., Hisdal H., Lawrence D., Meresa H. K., Napiórkowski J. J., Osuch M., Strupczewski W. G., Wilson D., Wong W. K.

Acta Geophysica

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2016

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Vol. 64, no. 2

477--509

EN

This paper presents the background, objectives, and preliminary outcomes from the first year of activities of the Polish–Norwegian project CHIHE (Climate Change Impact on Hydrological Extremes). The project aims to estimate the influence of climate changes on extreme river flows (low and high) and to evaluate the impact on the frequency of occurrence of hydrological extremes. Eight “twinned” catchments in Poland and Norway serve as case studies. We present the procedures of the catchment selection applied in Norway and Poland and a database consisting of near-natural ten Polish and eight Norwegian catchments constructed for the purpose of climate impact assessment. Climate projections for selected catchments are described and compared with observations of temperature and precipitation available for the reference period. Future changes based on those projections are analysed and assessed for two periods, the near future (2021-2050) and the far-future (2071-2100). The results indicate increases in precipitation and temperature in the periods and regions studied both in Poland and Norway.

5

Professor James C.I. Dooge (1922-2010). Obituary

Strupczewski W.G.

Acta Geophysica

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2011

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Vol. 59, no. 1

1-4

6

Zastosowanie modelu przepływ - czas trwania - prawdopodobieństwo nieprzewyższenia do opisu charakterystyk szczytowych części fal wezbraniowych

Bogdanowicz E., Strupczewski W.G., Kochanek K.

Przegląd Geofizyczny

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2008

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Z. 3-4

263-288

PL

Modelowanie statystyczne fal wezbraniowych często ogranicza się do maksymalnych przepływów rocznych lub sezonowych, podczas gdy w wielu zastosowaniach praktycznych równie ważne są inne parametry, takie jak czas trwania, kubatura wezbrania oraz kształt fali wezbraniowej. W pracy przedstawiono opis statystyczny szczytowych części fal wezbraniowych w postaci modelu przepływ - czas trwania - prawdopodobieństwo nieprzewyższenia, która stanowi rozszerzenie standardowych modeli statystycznych dla przepływów maksymalnych oraz metodę integralnej estymacji parametrów takiego modelu. Rozważania metodyczne poparto przykładami obliczeniowymi w dwóch profilach wodowskazowych zamykających zlewnie o podobnym polu powierzchni, ale odmiennej reakcji hydrologicznej na zasilanie.

EN

Statistical models for floods are often confined to annual or seasonal maximum peak flows whilst in many practical applications not only are peak flows significant. Another characteristics like flood volume and duration as well as the shape of flood hydrograph are also of great importance. In this paper discharge-duration-frequency model is proposed to describe peak part of flood hydrograph, being an extension of the standard flood frequency analysis (FFA). An integrated estimation methods of model parameters are introduced as well. The case study of two gauging stations which basins are about the same area but with highly different type of hydrological response i.e. flood regime is analysed.

7

On the informative value of the largest sample element of log-Gumbel distribution

Strupczewski W. G., Kochanek K., Singh V. P.

Acta Geophysica

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2007

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Vol. 55, no. 4

652-678

EN

Extremes of stream flow and precipitation are commonly modeled by heavy-tailed distributions. While scrutinizing annual flow maxima or the peaks over threshold, the largest sample elements are quite often suspected to be low quality data, outliers or values corresponding to much longer return periods than the obser-vation period. Since the interest is primarily in the estimation of the right tail (in the case of floods or heavy rainfalls), sensitivity of upper quantiles to largest elements of a series constitutes a problem of special concern. This study investigated the sen-sitivity problem using the log-Gumbel distribution by generating samples of different sizes (n) and different values of the coefficient of variation by Monte Carlo ex-periments. Parameters of the log-Gumbel distribution were estimated by the prob-ability weighted moments (PWMs) method, method of moments (MOMs) and maximum likelihood method (MLM), both for complete samples and the samples deprived of their largest elements. In the latter case, the distribution censored by the non-exceedance probability threshold, FT , was considered. Using FT instead of the censored threshold T creates possibility of controlling estimator property. The effect of the FT value on the performance of the quantile estimates was then examined. It is shown that right censoring of data need not reduce an accuracy of large quantile estimates if the method of PWMs or MOMs is employed. Moreover allowing bias of estimates one can get the gain in variance and in mean square error of large quantiles even if ML method is used.

8

Are parsimonious FF models more reliable than true ones? II. Comparative assessment of the performance of simple models versus the parent distributions

Kochanek K., Strupczewski W. G., Singh V. P., Węglarczyk S.

Acta Geophysica Polonica

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2005

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Vol. 53, nr 4

437-457

EN

Applying the methodology described in Strupczewski et al. (2005a; this issue), the performance of various parsimonious models combined with three estima-tion methods versus Flood Parent Distributions is comparatively assessed by simulation experiments. Moments (MOM), L-moments (LMM) and maximum likelihood (MLM) are used as alternative methods. Five four-parameter Specific Wakeby Distributions (SWaD) are employed to serve as Flood Parent Distributions and forty Distribution/Estimation (D/E) procedures are included in respect to the estimation of upper quantiles. The relative bias (RB), relative root mean square error (RRMSE) and reliability of procedures are used for the assessment of the relative performance of alternative procedures. Parsimonious two-parameter models generally perform better for hydrological sample sizes than their three-parameter counterparts with respect to RRMSE. How-ever, the best performing procedures differ for various SWaDs. As far as estimation methods are concerned, MOM usually produces the smallest values of both RB and RRMSE of upper quantiles for all competing methods. The second place in rank is occupied by LMM, whereas, MLM produces usually the highest values. Considerable influence of sampling bias on the value of the total bias has been ascertained. The improper choice of a model fitted to SWaD samples causes that the reliability of some three-parameter parsimonious D/E procedures does not always rise with the sample size. Also odd is that True model does not always give one hundred percent reliability for very large samples, as it should. This means that estimating algorithms still require improvements.

9

O dynamice lagun liberyjskich w czasie pory suchej

Strupczewski W.G., Osuch M.

Przegląd Geofizyczny

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2001

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Z. 4

339-349

EN

Paper reports findings on hydrological regime of Liberian lagoons during dry season collected during over two years staying in Liberia. While traveling along shoreline in Liberia one has to cross several rivers' mouths, which are very shallow during a dry season. Hydro-meteorological processes and sea activity control process of closing and opening of rivers mouths. Although the closure of the mouth of big rivers has never been recorded, such tendency is observed at the end of dry season. In his way along seashore, one is passing by a countless number of coastal lagoons with their own drainage area. The lagoons are in the various stage of development in respect to sea-lagoon communication: Two-way communication. It is a rule during rainy season. Downstream communication only. Sea is open for lagoon, while lagoon is closed for the sea in the advanced stage of the construction of sand bar, excluding short period of high tides. Upstream communication only. The sand bar is so high that it prevents lagoon from reaching the sea. No water exchange between sea and lagoon. Liberian lagoons show unusual phenomenon of thermal inversion. There are several pits in lagoon where the temperature of the bottom layer is 3-6°C warmer tan the surface layer. The behavior of the Po river during dry season is described. The river of such size spans a gap between big Liberian rivers discharging into the sea and coastal lagoons with small catchment and in particular between fluvial and stemmed lagoons. The presented description of lagoon dynamics in respect to storage of mass, energy as well as thermal and salinity stratification shows that there are still some new challenging scientific problems, which calls for multidisciplinary investigation.