A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series

D. Koutsoyiannis, A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series, Water Resources Research, 36 (6), 1519–1533, 2000.



A generalized framework for single-variate and multivariate simulation and forecasting problems in stochastic hydrology is proposed. It is appropriate for short-term or long-term memory processes and preserves the Hurst coefficient even in multivariate processes with a different Hurst coefficient in each location. Simultaneously, it explicitly preserves the coefficients of skewness of the processes. The proposed framework incorporates short memory (autoregressive - moving average) and long memory (fractional Gaussian noise) models, considering them as special instances of a parametrically defined generalized autocovariance function, more comprehensive than those used in these classes of models. The generalized autocovariance function is then implemented in a generalized moving average generating scheme that yields a new time symmetric (backward-forward) representation, whose advantages are studied. Fast algorithms for computation of internal parameters of the generating scheme are developed, appropriate for problems including even thousands of such parameters. The proposed generating scheme is also adapted through a generalized methodology to perform in forecast mode, in addition to simulation mode. Finally, a specific form of the model for problems where the autocorrelation function can be defined only for a certain finite number of lags is also studied. Several illustrations are included to clarify the features and the performance of the components of the proposed framework.

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Our works referenced by this work:

1. D. Koutsoyiannis, and E. Foufoula-Georgiou, A scaling model of storm hyetograph, Water Resources Research, 29 (7), 2345–2361, 1993.
2. D. Koutsoyiannis, and A. Manetas, Simple disaggregation by accurate adjusting procedures, Water Resources Research, 32 (7), 2105–2117, 1996.
3. D. Koutsoyiannis, Optimal decomposition of covariance matrices for multivariate stochastic models in hydrology, Water Resources Research, 35 (4), 1219–1229, 1999.
4. D. Koutsoyiannis, An advanced method for preserving skewness in single-variate, multivariate and disaggregation models in stochastic hydrology, 24th General Assembly of the European Geophysical Society, Geophysical Research Abstracts, Vol. 1, The Hague, 346, doi:10.13140/RG.2.1.1749.2725, European Geophysical Society, 1999.

Our works that reference this work:

1. D. Koutsoyiannis, Coupling stochastic models of different time scales, Water Resources Research, 37 (2), 379–391, 2001.
2. D. Koutsoyiannis, The Hurst phenomenon and fractional Gaussian noise made easy, Hydrological Sciences Journal, 47 (4), 573–595, 2002.
3. D. Koutsoyiannis, A. Efstratiadis, and G. Karavokiros, A decision support tool for the management of multi-reservoir systems, Journal of the American Water Resources Association, 38 (4), 945–958, 2002.
4. I. Nalbantis, E. Rozos, G. M. T. Tentes, A. Efstratiadis, and D. Koutsoyiannis, Integrating groundwater models within a decision support system, Proceedings of the 5th International Conference of European Water Resources Association: "Water Resources Management in the Era of Transition", edited by G. Tsakiris, Athens, 279–286, European Water Resources Association, 2002.
5. D. Koutsoyiannis, Climate change, the Hurst phenomenon, and hydrological statistics, Hydrological Sciences Journal, 48 (1), 3–24, 2003.
6. D. Koutsoyiannis, and A. Economou, Evaluation of the parameterization-simulation-optimization approach for the control of reservoir systems, Water Resources Research, 39 (6), 1170, doi:10.1029/2003WR002148, 2003.
7. D. Koutsoyiannis, G. Karavokiros, A. Efstratiadis, N. Mamassis, A. Koukouvinos, and A. Christofides, A decision support system for the management of the water resource system of Athens, Physics and Chemistry of the Earth, 28 (14-15), 599–609, 2003.
8. D. Koutsoyiannis, and A. Efstratiadis, Experience from the development of decision support systems for the management of large-scale hydrosystems of Greece, Proceedings of the Workshop "Water Resources Studies in Cyprus", edited by E. Sidiropoulos and I. Iakovidis, Nikosia, 159–180, Water Development Department of Cyprus, Aristotle University of Thessaloniki, Thessaloniki, 2003.
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10. D. Koutsoyiannis, Uncertainty, entropy, scaling and hydrological stochastics, 2, Time dependence of hydrological processes and time scaling, Hydrological Sciences Journal, 50 (3), 405–426, 2005.
11. A. Christofides, A. Efstratiadis, D. Koutsoyiannis, G.-F. Sargentis, and K. Hadjibiros, Resolving conflicting objectives in the management of the Plastiras Lake: can we quantify beauty?, Hydrology and Earth System Sciences, 9 (5), 507–515, 2005.
12. A. Langousis, and D. Koutsoyiannis, A stochastic methodology for generation of seasonal time series reproducing overyear scaling behaviour, Journal of Hydrology, 322, 138–154, 2006.
13. D. Koutsoyiannis, Nonstationarity versus scaling in hydrology, Journal of Hydrology, 324, 239–254, 2006.
14. D. Koutsoyiannis, A. Efstratiadis, and K. Georgakakos, Uncertainty assessment of future hydroclimatic predictions: A comparison of probabilistic and scenario-based approaches, Journal of Hydrometeorology, 8 (3), 261–281, 2007.
15. D. Koutsoyiannis, H. Yao, and A. Georgakakos, Medium-range flow prediction for the Nile: a comparison of stochastic and deterministic methods, Hydrological Sciences Journal, 53 (1), 142–164, 2008.
16. E. Rozos, and D. Koutsoyiannis, Error analysis of a multi-cell groundwater model, Journal of Hydrology, 392 (1-2), 22–30, 2010.
17. D. Koutsoyiannis, and A. Langousis, Precipitation, Treatise on Water Science, edited by P. Wilderer and S. Uhlenbrook, 2, 27–78, Academic Press, Oxford, 2011.
18. D. Koutsoyiannis, Hurst-Kolmogorov dynamics and uncertainty, Journal of the American Water Resources Association, 47 (3), 481–495, 2011.
19. D. Koutsoyiannis, A. Paschalis, and N. Theodoratos, Two-dimensional Hurst-Kolmogorov process and its application to rainfall fields, Journal of Hydrology, 398 (1-2), 91–100, 2011.
20. S.M. Papalexiou, D. Koutsoyiannis, and A. Montanari, Can a simple stochastic model generate rich patterns of rainfall events?, Journal of Hydrology, 411 (3-4), 279–289, 2011.
21. C. Ioannou, G. Tsekouras, A. Efstratiadis, and D. Koutsoyiannis, Stochastic analysis and simulation of hydrometeorological processes for optimizing hybrid renewable energy systems, Proceedings of the 2nd Hellenic Concerence on Dams and Reservoirs, Athens, Zappeion, doi:10.13140/RG.2.1.3787.0327, Hellenic Commission on Large Dams, 2013.
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23. D. Koutsoyiannis, Entropy: from thermodynamics to hydrology, Entropy, 16 (3), 1287–1314, doi:10.3390/e16031287, 2014.
24. A. Efstratiadis, Y. Dialynas, S. Kozanis, and D. Koutsoyiannis, A multivariate stochastic model for the generation of synthetic time series at multiple time scales reproducing long-term persistence, Environmental Modelling and Software, 62, 139–152, doi:10.1016/j.envsoft.2014.08.017, 2014.
25. A. Efstratiadis, I. Nalbantis, and D. Koutsoyiannis, Hydrological modelling of temporally-varying catchments: Facets of change and the value of information, Hydrological Sciences Journal, 60 (7-8), 1438–1461, doi:10.1080/02626667.2014.982123, 2015.
26. I. Tsoukalas, and C. Makropoulos, Multiobjective optimisation on a budget: Exploring surrogate modelling for robust multi-reservoir rules generation under hydrological uncertainty, Environmental Modelling and Software, 69, 396–413, doi:10.1016/j.envsoft.2014.09.023, 2015.
27. I. Tsoukalas, and C. Makropoulos, A surrogate based optimization approach for the development of uncertainty-aware reservoir operational rules: the case of Nestos hydrosystem, Water Resources Management, 29 (13), 4719–4734, doi:10.1007/s11269-015-1086-8, 2015.
28. D. Koutsoyiannis, Generic and parsimonious stochastic modelling for hydrology and beyond, Hydrological Sciences Journal, 61 (2), 225–244, doi:10.1080/02626667.2015.1016950, 2016.
29. P. Dimitriadis, D. Koutsoyiannis, and P. Papanicolaou, Stochastic similarities between the microscale of turbulence and hydrometeorological processes, Hydrological Sciences Journal, 61 (9), 1623–1640, doi:10.1080/02626667.2015.1085988, 2016.
30. P. Kossieris, C. Makropoulos, C. Onof, and D. Koutsoyiannis, A rainfall disaggregation scheme for sub-hourly time scales: Coupling a Bartlett-Lewis based model with adjusting procedures, Journal of Hydrology, doi:10.1016/j.jhydrol.2016.07.015, 2016.

Other works that reference this work (this list might be obsolete):

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Tagged under: Course bibliography: Stochastic methods, Hurst-Kolmogorov dynamics, Stochastics, Uncertainty