Projecting the future of rainfall extremes: better classic than trendy

T. Iliopoulou, and D. Koutsoyiannis, Projecting the future of rainfall extremes: better classic than trendy, Journal of Hydrology, 588, doi:10.1016/j.jhydrol.2020.125005, 2020.



Non-stationarity approaches have been increasingly popular in hydrology, reflecting scientific concerns regarding intensification of the water cycle due to global warming. A considerable share of relevant studies is dominated by the practice of identifying linear trends in data through in-sample analysis. In this work, we reframe the problem of trend identification using the out-of-sample predictive performance of trends as a reference point. We devise a systematic methodological framework in which linear trends are compared to simpler mean models, based on their performance in predicting climatic-scale (30-year) annual rainfall indices, i.e. maxima, totals, wet-day average and probability dry, from long-term daily records. The models are calibrated in two different schemes: block-moving, i.e. fitted on the recent 30 years of data, obtaining the local trend and local mean, and global-moving, i.e. fitted on the whole period known to an observer moving in time, thus obtaining the global trend and global mean. The investigation of empirical records spanning over 150 years suggests that a great degree of variability has been ever present in the rainfall process, leaving small potential for long-term predictability. The local mean model ranks first in terms of average predictive performance, followed by the global mean and the global trend, in decreasing order of performance, while the local trend model ranks last among the models, showing the worst performance overall. Parallel experiments from synthetic timeseries characterized by persistence corroborated this finding, suggesting that future long-term variability of persistent processes is better captured using parsimonious features of the past. In line with the empirical findings, it is shown that, prediction-wise, simple is preferable to trendy.

Full text is only available to the NTUA network due to copyright restrictions


Official site for free access (temporary):

Our works referenced by this work:

1. D. Koutsoyiannis, A generalized mathematical framework for stochastic simulation and forecast of hydrologic time series, Water Resources Research, 36 (6), 1519–1533, doi:10.1029/2000WR900044, 2000.
2. D. Koutsoyiannis, The Hurst phenomenon and fractional Gaussian noise made easy, Hydrological Sciences Journal, 47 (4), 573–595, doi:10.1080/02626660209492961, 2002.
3. D. Koutsoyiannis, Climate change, the Hurst phenomenon, and hydrological statistics, Hydrological Sciences Journal, 48 (1), 3–24, doi:10.1623/hysj., 2003.
4. D. Koutsoyiannis, An entropic-stochastic representation of rainfall intermittency: The origin of clustering and persistence, Water Resources Research, 42 (1), W01401, doi:10.1029/2005WR004175, 2006.
5. D. Koutsoyiannis, and A. Montanari, Statistical analysis of hydroclimatic time series: Uncertainty and insights, Water Resources Research, 43 (5), W05429, doi:10.1029/2006WR005592, 2007.
6. D. Koutsoyiannis, A random walk on water, Hydrology and Earth System Sciences, 14, 585–601, doi:10.5194/hess-14-585-2010, 2010.
7. D. Koutsoyiannis, Hurst-Kolmogorov dynamics and uncertainty, Journal of the American Water Resources Association, 47 (3), 481–495, doi:10.1111/j.1752-1688.2011.00543.x, 2011.
8. S.M. Papalexiou, and D. Koutsoyiannis, Battle of extreme value distributions: A global survey on extreme daily rainfall, Water Resources Research, 49 (1), 187–201, doi:10.1029/2012WR012557, 2013.
9. A. Montanari, and D. Koutsoyiannis, Modeling and mitigating natural hazards: Stationarity is immortal!, Water Resources Research, 50 (12), 9748–9756, doi:10.1002/2014WR016092, 2014.
10. D. Koutsoyiannis, and A. Montanari, Negligent killing of scientific concepts: the stationarity case, Hydrological Sciences Journal, 60 (7-8), 1174–1183, doi:10.1080/02626667.2014.959959, 2015.
11. P. Dimitriadis, D. Koutsoyiannis, and K. Tzouka, Predictability in dice motion: how does it differ from hydrometeorological processes?, Hydrological Sciences Journal, 61 (9), 1611–1622, doi:10.1080/02626667.2015.1034128, 2016.
12. P.E. O’Connell, D. Koutsoyiannis, H. F. Lins, Y. Markonis, A. Montanari, and T.A. Cohn, The scientific legacy of Harold Edwin Hurst (1880 – 1978), Hydrological Sciences Journal, 61 (9), 1571–1590, doi:10.1080/02626667.2015.1125998, 2016.
13. Y. Markonis, and D. Koutsoyiannis, Scale-dependence of persistence in precipitation records, Nature Climate Change, 6, 399–401, doi:10.1038/nclimate2894, 2016.
14. P. Dimitriadis, Hurst-Kolmogorov dynamics in hydroclimatic processes and in the microscale of turbulence, PhD thesis, Department of Water Resources and Environmental Engineering – National Technical University of Athens, 2017.
15. T. Iliopoulou, S.M. Papalexiou, Y. Markonis, and D. Koutsoyiannis, Revisiting long-range dependence in annual precipitation, Journal of Hydrology, 556, 891–900, doi:10.1016/j.jhydrol.2016.04.015, 2018.
16. P. Dimitriadis, and D. Koutsoyiannis, Stochastic synthesis approximating any process dependence and distribution, Stochastic Environmental Research & Risk Assessment, 32 (6), 1493–1515, doi:10.1007/s00477-018-1540-2, 2018.
17. H. Tyralis, P. Dimitriadis, D. Koutsoyiannis, P.E. O’Connell, K. Tzouka, and T. Iliopoulou, On the long-range dependence properties of annual precipitation using a global network of instrumental measurements, Advances in Water Resources, 111, 301–318, doi:10.1016/j.advwatres.2017.11.010, 2018.
18. T. Iliopoulou, D. Koutsoyiannis, and A. Montanari, Characterizing and modeling seasonality in extreme rainfall, Water Resources Research, 54 (9), 6242–6258, doi:10.1029/2018WR023360, 2018.
19. T. Iliopoulou, and D. Koutsoyiannis, Revealing hidden persistence in maximum rainfall records, Hydrological Sciences Journal, 64 (14), 1673–1689, doi:10.1080/02626667.2019.1657578, 2019.
20. D. Koutsoyiannis, Revisiting the global hydrological cycle: is it intensifying?, Hydrology and Earth System Sciences, 24, 3899–3932, doi:10.5194/hess-24-3899-2020, 2020.
21. D. Koutsoyiannis, Stochastics of Hydroclimatic Extremes - A Cool Look at Risk, 300 pages, 2021, (in review).

Our works that reference this work:

1. D. Koutsoyiannis, Revisiting the global hydrological cycle: is it intensifying?, Hydrology and Earth System Sciences, 24, 3899–3932, doi:10.5194/hess-24-3899-2020, 2020.

Tagged under: Climate stochastics, Extremes, Papers initially rejected, Stochastics, Uncertainty