Beruflich Dokumente
Kultur Dokumente
Prepared by
Laura Hurd and
David Maidment
3/17/2010
CRWR
Design discharges for flood mapping needed here
http://nwis.waterdata.usgs.gov/usa/nwis/peak
1965 flood estimate
With dams
Hydrologic extremes
Extreme events
Floods
Droughts
Magnitude of extreme events is related to their
frequency of occurrence
1
Magnitude
Frequency of occurence
The objective of frequency analysis is to relate the
magnitude of events to their frequency of
occurrence through probability distribution
It is assumed the events (data) are independent and
come from identical distribution
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Return Period
Random variable: X
Threshold level: xT
Return Period: E ( )
Average recurrence interval between events equaling or
exceeding a threshold
If p is the probability of occurrence of an extreme
event, then E ( ) T 1
p
or 1
P ( X xT )
T
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More on return period
If p is probability of success, then (1-p) is the
probability of failure
Find probability that (X xT) at least once in N years.
p P( X xT )
P( X xT ) (1 p )
P( X xT at least once in N years) 1 P( X xT all N years)
N
1
P( X xT at least once in N years) 1 (1 p ) N 1 1
T
9
Frequency Factors
Previous example only works if distribution is
invertible, many are not.
Once a distribution has been selected and its
parameters estimated, then how do we use it?
Chow proposed using: xT x KT s
xT Estimated event magnitude fX(x)
KT s
T Return period P ( X xT )
1
T
x Sample mean
s Sample standard deviation xT x
10
Return period example
Dataset annual maximum discharge for 106
years on Colorado River near Austin
xT = 200,000 cfs
600
500
No. of occurrences = 3
Annual Max Flow (10 3 cfs)
400
2 recurrence intervals
in 106 years
300
T = 106/2 = 53 years
200
100
0
If xT = 100, 000 cfs
1905 1908 1918 1927 1938 1948 1958 1968 1978 1988 1998
7 recurrence intervals
Year
500
Annual Max Flow (10 3 cfs)
400
300
200
100
0
1905 1908 1918 1927 1938 1948 1958 1968 1978 1988 1998
Year
13
Probability distributions
Normal family
Normal, lognormal, lognormal-III
Generalized extreme value family
EV1 (Gumbel), GEV, and EVIII (Weibull)
Exponential/Pearson type family
Exponential, Pearson type III, Log-Pearson type
III
14
Normal distribution
Central limit theorem if X is the sum of n
independent and identically distributed random variables
with finite variance, then with increasing n the distribution of
X becomes normal regardless of the distribution of random
variables
pdf for normal distribution
2
1 x
1
2
f X ( x) e
2
is the mean and is the standard
deviation
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Extreme value (EV) distributions
Extreme values maximum or minimum
values of sets of data
Annual maximum discharge, annual minimum
discharge
When the number of selected extreme values
is large, the distribution converges to one of
the three forms of EV distributions called Type
I, II and III
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EV type I distribution
If M1, M2, Mn be a set of daily rainfall or streamflow,
and let X = max(Mi) be the maximum for the year. If
Mi are independent and identically distributed, then
for large n, X has an extreme value type I or Gumbel
distribution.
1 x u x u
f ( x) exp exp
6sx
u x 0.5772
k x
k 1
x k
f ( x) exp x 0; , k 0
20
Exponential distribution
Poisson process a stochastic
process in which the number of
events occurring in two disjoint
subintervals are independent
random variables.
In hydrology, the interarrival time
(time between stochastic hydrologic
events) is described by exponential
distribution
x 1
f ( x ) e x 0;
x
b x b 1e x
f ( x) x 0; gamma function
( b )
Skewed distributions (eg. hydraulic
conductivity) can be represented using
gamma without log transformation.
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Pearson Type III
Named after the statistician Pearson, it is also
called three-parameter gamma distribution. A
lower bound is introduced through the third
parameter (e)
b ( x e ) b 1 e ( x e )
f ( x) x e ; gamma function
( b )
23
Log-Pearson Type III
If log X follows a Person Type III distribution,
then X is said to have a log-Pearson Type III
distribution
b ( y e ) b 1 e ( y e )
f ( x) y log x e
( b )
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Frequency analysis for extreme events
Q. Find a flow (or any other event) that has a return period of T years
x u x u
f ( x)
1
exp exp x u EV1 pdf and cdf
F ( x) exp exp
6sx
u x 0.5772
x u
Define a reduced variable y y
F ( x) exp exp( y )
y ln lnF ( x) ln ln(1 p) where p P(x xT )
1
yT ln ln1
T
If you know T, you can find yT, and once yT is know, xT can be computed by
xT u yT 25
Example 12.2.1
Given annual maxima for 10-minute storms
Find 5- & 50-year return period 10-minute
storms
x 0.649 in
s 0.177 in
6s 6 * 0.177 u x 0.5772 0.649 0.5772 * 0.138 0.569
0.138
T 5
y5 ln ln ln ln 1.5
T 1 5 1
x5 u y5 0.569 0.138 *1.5 0.78 in
x50 1.11in
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Normal Distribution
2
1 x
Normal distribution 1
2
f X ( x) e
2
xT x
KT zT
s
So the frequency factor for the Normal
Distribution is the standard normal variate
xT x KT s x zT s
xT u yT
6 6 T
x 0.5772 s s ln ln
T 1
6 T
x 0.5772 ln ln s
T 1
xT x KT s
6 T
KT 0.5772 ln ln
T 1
28
Example 12.3.2
6 5
KT 0 .5772 ln ln 0.719
5 1
xT x KT s
0.649 0.719 0.177
0.78 in
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Probability plots
Probability plot is a graphical tool to assess
whether or not the data fits a particular
distribution.
The data are fitted against a theoretical
distribution in such as way that the points should
form approximately a straight line (distribution
function is linearized)
Departures from a straight line indicate
departure from the theoretical distribution
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Normal probability plot
Steps
1. Rank the data from largest (m = 1) to smallest (m = n)
2. Assign plotting position to the data
1. Plotting position an estimate of exccedance probability
2. Use p = (m-3/8)/(n + 0.15)
3. Find the standard normal variable z corresponding to the
plotting position (use -NORMSINV (.) in Excel)
4. Plot the data against z
If the data falls on a straight line, the data comes from
a normal distributionI
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Normal Probability Plot
600
500
Data
Q (1000 cfs)
400 Normal
300
200
100
0
-3 -2 -1 0 1 2 3
Standard normal variable (z)
33
EV1 probability plot
600
500
Data
400 EV1
Q (1000 cfs)
300
200
100
0
-2 -1 0 1 2 3 4 5 6 7
EV1 reduced variate
The pink line you see on the plot is xT for T = 2, 5, 10, 25, 50, 100, 500 derived
using the frequency factor technique for EV1 distribution.
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HW 10 will be posted online sometime this
week. The due date is April 25
Next class Exam 2
Questions??
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